CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 21-Apr-2021
Day Change Summary
Previous Current
20-Apr-2021 21-Apr-2021 Change Change % Previous Week
Open 0.7764 0.7728 -0.0036 -0.5% 0.7622
High 0.7820 0.7766 -0.0054 -0.7% 0.7765
Low 0.7715 0.7705 -0.0010 -0.1% 0.7594
Close 0.7719 0.7756 0.0037 0.5% 0.7737
Range 0.0105 0.0062 -0.0044 -41.4% 0.0171
ATR 0.0070 0.0069 -0.0001 -0.9% 0.0000
Volume 88 72 -16 -18.2% 209
Daily Pivots for day following 21-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7927 0.7903 0.7789
R3 0.7865 0.7841 0.7772
R2 0.7804 0.7804 0.7767
R1 0.7780 0.7780 0.7761 0.7792
PP 0.7742 0.7742 0.7742 0.7748
S1 0.7718 0.7718 0.7750 0.7730
S2 0.7681 0.7681 0.7744
S3 0.7619 0.7657 0.7739
S4 0.7558 0.7595 0.7722
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 0.7820 0.7705 0.0115 1.5% 0.0066 0.9% 44% False True 67
10 0.7820 0.7593 0.0227 2.9% 0.0066 0.8% 72% False False 48
20 0.7820 0.7537 0.0283 3.6% 0.0064 0.8% 77% False False 44
40 0.8008 0.7537 0.0471 6.1% 0.0072 0.9% 46% False False 39
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8027
2.618 0.7927
1.618 0.7866
1.000 0.7828
0.618 0.7804
HIGH 0.7766
0.618 0.7743
0.500 0.7735
0.382 0.7728
LOW 0.7705
0.618 0.7666
1.000 0.7643
1.618 0.7605
2.618 0.7543
4.250 0.7443
Fisher Pivots for day following 21-Apr-2021
Pivot 1 day 3 day
R1 0.7749 0.7762
PP 0.7742 0.7760
S1 0.7735 0.7758

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

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