CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 27-Apr-2021
Day Change Summary
Previous Current
26-Apr-2021 27-Apr-2021 Change Change % Previous Week
Open 0.7757 0.7796 0.0039 0.5% 0.7730
High 0.7819 0.7797 -0.0022 -0.3% 0.7820
Low 0.7747 0.7767 0.0021 0.3% 0.7696
Close 0.7810 0.7771 -0.0039 -0.5% 0.7760
Range 0.0073 0.0030 -0.0043 -58.6% 0.0124
ATR 0.0069 0.0067 -0.0002 -2.7% 0.0000
Volume 26 112 86 330.8% 346
Daily Pivots for day following 27-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7868 0.7849 0.7787
R3 0.7838 0.7819 0.7779
R2 0.7808 0.7808 0.7776
R1 0.7789 0.7789 0.7773 0.7784
PP 0.7778 0.7778 0.7778 0.7775
S1 0.7759 0.7759 0.7768 0.7754
S2 0.7748 0.7748 0.7765
S3 0.7718 0.7729 0.7762
S4 0.7688 0.7699 0.7754
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8130 0.8069 0.7828
R3 0.8006 0.7945 0.7794
R2 0.7882 0.7882 0.7783
R1 0.7821 0.7821 0.7771 0.7852
PP 0.7758 0.7758 0.7758 0.7774
S1 0.7697 0.7697 0.7749 0.7728
S2 0.7634 0.7634 0.7737
S3 0.7510 0.7573 0.7726
S4 0.7386 0.7449 0.7692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7819 0.7696 0.0124 1.6% 0.0059 0.8% 61% False False 64
10 0.7820 0.7640 0.0180 2.3% 0.0067 0.9% 73% False False 61
20 0.7820 0.7537 0.0283 3.6% 0.0065 0.8% 83% False False 45
40 0.7853 0.7537 0.0317 4.1% 0.0069 0.9% 74% False False 44
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 0.7925
2.618 0.7876
1.618 0.7846
1.000 0.7827
0.618 0.7816
HIGH 0.7797
0.618 0.7786
0.500 0.7782
0.382 0.7778
LOW 0.7767
0.618 0.7748
1.000 0.7737
1.618 0.7718
2.618 0.7688
4.250 0.7640
Fisher Pivots for day following 27-Apr-2021
Pivot 1 day 3 day
R1 0.7782 0.7768
PP 0.7778 0.7765
S1 0.7774 0.7762

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

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