CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 29-Apr-2021
Day Change Summary
Previous Current
28-Apr-2021 29-Apr-2021 Change Change % Previous Week
Open 0.7760 0.7803 0.0043 0.5% 0.7730
High 0.7805 0.7822 0.0018 0.2% 0.7820
Low 0.7730 0.7756 0.0026 0.3% 0.7696
Close 0.7799 0.7780 -0.0020 -0.3% 0.7760
Range 0.0075 0.0067 -0.0008 -10.7% 0.0124
ATR 0.0068 0.0068 0.0000 -0.1% 0.0000
Volume 110 213 103 93.6% 346
Daily Pivots for day following 29-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7985 0.7949 0.7816
R3 0.7919 0.7882 0.7798
R2 0.7852 0.7852 0.7792
R1 0.7816 0.7816 0.7786 0.7801
PP 0.7786 0.7786 0.7786 0.7778
S1 0.7749 0.7749 0.7773 0.7734
S2 0.7719 0.7719 0.7767
S3 0.7653 0.7683 0.7761
S4 0.7586 0.7616 0.7743
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 0.7822 0.7705 0.0118 1.5% 0.0061 0.8% 64% True False 104
10 0.7822 0.7696 0.0127 1.6% 0.0065 0.8% 66% True False 85
20 0.7822 0.7537 0.0286 3.7% 0.0066 0.8% 85% True False 58
40 0.7853 0.7537 0.0317 4.1% 0.0069 0.9% 77% False False 50
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8105
2.618 0.7996
1.618 0.7930
1.000 0.7889
0.618 0.7863
HIGH 0.7822
0.618 0.7797
0.500 0.7789
0.382 0.7781
LOW 0.7756
0.618 0.7714
1.000 0.7689
1.618 0.7648
2.618 0.7581
4.250 0.7473
Fisher Pivots for day following 29-Apr-2021
Pivot 1 day 3 day
R1 0.7789 0.7778
PP 0.7786 0.7777
S1 0.7783 0.7776

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

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