CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 22-Apr-2021
Day Change Summary
Previous Current
21-Apr-2021 22-Apr-2021 Change Change % Previous Week
Open 0.7728 0.7766 0.0038 0.5% 0.7622
High 0.7766 0.7768 0.0002 0.0% 0.7765
Low 0.7705 0.7696 -0.0009 -0.1% 0.7594
Close 0.7756 0.7713 -0.0043 -0.6% 0.7737
Range 0.0062 0.0073 0.0011 17.9% 0.0171
ATR 0.0069 0.0070 0.0000 0.3% 0.0000
Volume 72 54 -18 -25.0% 209
Daily Pivots for day following 22-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7943 0.7900 0.7752
R3 0.7870 0.7828 0.7732
R2 0.7798 0.7798 0.7726
R1 0.7755 0.7755 0.7719 0.7740
PP 0.7725 0.7725 0.7725 0.7718
S1 0.7683 0.7683 0.7706 0.7668
S2 0.7653 0.7653 0.7699
S3 0.7580 0.7610 0.7693
S4 0.7508 0.7538 0.7673
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 0.7696 0.0124 1.6% 0.0070 0.9% 14% False True 66
10 0.7820 0.7593 0.0227 2.9% 0.0067 0.9% 53% False False 53
20 0.7820 0.7537 0.0283 3.7% 0.0064 0.8% 62% False False 43
40 0.8008 0.7537 0.0471 6.1% 0.0072 0.9% 37% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8076
2.618 0.7958
1.618 0.7885
1.000 0.7841
0.618 0.7813
HIGH 0.7768
0.618 0.7740
0.500 0.7732
0.382 0.7723
LOW 0.7696
0.618 0.7651
1.000 0.7623
1.618 0.7578
2.618 0.7506
4.250 0.7387
Fisher Pivots for day following 22-Apr-2021
Pivot 1 day 3 day
R1 0.7732 0.7758
PP 0.7725 0.7743
S1 0.7719 0.7728

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

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