CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 15-Apr-2021
Day Change Summary
Previous Current
14-Apr-2021 15-Apr-2021 Change Change % Previous Week
Open 0.7647 0.7741 0.0094 1.2% 0.7624
High 0.7741 0.7765 0.0024 0.3% 0.7681
Low 0.7640 0.7711 0.0072 0.9% 0.7593
Close 0.7730 0.7759 0.0029 0.4% 0.7629
Range 0.0102 0.0054 -0.0048 -47.3% 0.0088
ATR 0.0070 0.0069 -0.0001 -1.7% 0.0000
Volume 28 58 30 107.1% 110
Daily Pivots for day following 15-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7905 0.7885 0.7788
R3 0.7852 0.7832 0.7773
R2 0.7798 0.7798 0.7768
R1 0.7778 0.7778 0.7763 0.7788
PP 0.7745 0.7745 0.7745 0.7750
S1 0.7725 0.7725 0.7754 0.7735
S2 0.7691 0.7691 0.7749
S3 0.7638 0.7671 0.7744
S4 0.7584 0.7618 0.7729
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7898 0.7852 0.7677
R3 0.7810 0.7764 0.7653
R2 0.7722 0.7722 0.7645
R1 0.7676 0.7676 0.7637 0.7699
PP 0.7634 0.7634 0.7634 0.7646
S1 0.7588 0.7588 0.7621 0.7611
S2 0.7546 0.7546 0.7613
S3 0.7458 0.7500 0.7605
S4 0.7370 0.7412 0.7581
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7765 0.7593 0.0172 2.2% 0.0065 0.8% 97% True False 39
10 0.7765 0.7537 0.0228 2.9% 0.0066 0.9% 97% True False 31
20 0.7853 0.7537 0.0317 4.1% 0.0065 0.8% 70% False False 38
40 0.8008 0.7537 0.0471 6.1% 0.0072 0.9% 47% False False 35
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7992
2.618 0.7905
1.618 0.7851
1.000 0.7818
0.618 0.7798
HIGH 0.7765
0.618 0.7744
0.500 0.7738
0.382 0.7731
LOW 0.7711
0.618 0.7678
1.000 0.7658
1.618 0.7624
2.618 0.7571
4.250 0.7484
Fisher Pivots for day following 15-Apr-2021
Pivot 1 day 3 day
R1 0.7752 0.7732
PP 0.7745 0.7706
S1 0.7738 0.7679

These figures are updated between 7pm and 10pm EST after a trading day.

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