CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 30-Apr-2021
Day Change Summary
Previous Current
29-Apr-2021 30-Apr-2021 Change Change % Previous Week
Open 0.7803 0.7781 -0.0022 -0.3% 0.7757
High 0.7822 0.7788 -0.0035 -0.4% 0.7822
Low 0.7756 0.7701 -0.0055 -0.7% 0.7701
Close 0.7780 0.7709 -0.0071 -0.9% 0.7709
Range 0.0067 0.0087 0.0020 30.1% 0.0121
ATR 0.0068 0.0069 0.0001 2.0% 0.0000
Volume 213 48 -165 -77.5% 509
Daily Pivots for day following 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7992 0.7937 0.7757
R3 0.7906 0.7851 0.7733
R2 0.7819 0.7819 0.7725
R1 0.7764 0.7764 0.7717 0.7748
PP 0.7733 0.7733 0.7733 0.7725
S1 0.7678 0.7678 0.7701 0.7662
S2 0.7646 0.7646 0.7693
S3 0.7560 0.7591 0.7685
S4 0.7473 0.7505 0.7661
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8107 0.8029 0.7776
R3 0.7986 0.7908 0.7742
R2 0.7865 0.7865 0.7731
R1 0.7787 0.7787 0.7720 0.7766
PP 0.7744 0.7744 0.7744 0.7733
S1 0.7666 0.7666 0.7698 0.7645
S2 0.7623 0.7623 0.7687
S3 0.7502 0.7545 0.7676
S4 0.7381 0.7424 0.7642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7822 0.7701 0.0121 1.6% 0.0066 0.9% 7% False True 101
10 0.7822 0.7696 0.0127 1.6% 0.0071 0.9% 11% False False 85
20 0.7822 0.7593 0.0230 3.0% 0.0066 0.9% 51% False False 58
40 0.7853 0.7537 0.0317 4.1% 0.0069 0.9% 55% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8155
2.618 0.8014
1.618 0.7927
1.000 0.7874
0.618 0.7841
HIGH 0.7788
0.618 0.7754
0.500 0.7744
0.382 0.7734
LOW 0.7701
0.618 0.7648
1.000 0.7615
1.618 0.7561
2.618 0.7475
4.250 0.7333
Fisher Pivots for day following 30-Apr-2021
Pivot 1 day 3 day
R1 0.7744 0.7762
PP 0.7733 0.7744
S1 0.7721 0.7727

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

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