CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 16-Apr-2021
Day Change Summary
Previous Current
15-Apr-2021 16-Apr-2021 Change Change % Previous Week
Open 0.7741 0.7736 -0.0006 -0.1% 0.7622
High 0.7765 0.7763 -0.0002 0.0% 0.7765
Low 0.7711 0.7730 0.0019 0.2% 0.7594
Close 0.7759 0.7737 -0.0022 -0.3% 0.7737
Range 0.0054 0.0034 -0.0020 -37.4% 0.0171
ATR 0.0069 0.0066 -0.0003 -3.7% 0.0000
Volume 58 47 -11 -19.0% 209
Daily Pivots for day following 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7844 0.7824 0.7755
R3 0.7810 0.7790 0.7746
R2 0.7777 0.7777 0.7743
R1 0.7757 0.7757 0.7740 0.7767
PP 0.7743 0.7743 0.7743 0.7748
S1 0.7723 0.7723 0.7734 0.7733
S2 0.7710 0.7710 0.7731
S3 0.7676 0.7690 0.7728
S4 0.7643 0.7656 0.7719
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8210 0.8144 0.7831
R3 0.8040 0.7974 0.7784
R2 0.7869 0.7869 0.7768
R1 0.7803 0.7803 0.7753 0.7836
PP 0.7699 0.7699 0.7699 0.7715
S1 0.7633 0.7633 0.7721 0.7666
S2 0.7528 0.7528 0.7706
S3 0.7358 0.7462 0.7690
S4 0.7187 0.7292 0.7643
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7765 0.7594 0.0171 2.2% 0.0057 0.7% 84% False False 41
10 0.7765 0.7593 0.0172 2.2% 0.0061 0.8% 84% False False 31
20 0.7776 0.7537 0.0239 3.1% 0.0062 0.8% 84% False False 36
40 0.8008 0.7537 0.0471 6.1% 0.0072 0.9% 43% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 0.7905
2.618 0.7851
1.618 0.7817
1.000 0.7797
0.618 0.7784
HIGH 0.7763
0.618 0.7750
0.500 0.7746
0.382 0.7742
LOW 0.7730
0.618 0.7709
1.000 0.7696
1.618 0.7675
2.618 0.7642
4.250 0.7587
Fisher Pivots for day following 16-Apr-2021
Pivot 1 day 3 day
R1 0.7746 0.7725
PP 0.7743 0.7714
S1 0.7740 0.7702

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

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