CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 03-May-2021
Day Change Summary
Previous Current
30-Apr-2021 03-May-2021 Change Change % Previous Week
Open 0.7781 0.7731 -0.0050 -0.6% 0.7757
High 0.7788 0.7771 -0.0017 -0.2% 0.7822
Low 0.7701 0.7711 0.0010 0.1% 0.7701
Close 0.7709 0.7771 0.0062 0.8% 0.7709
Range 0.0087 0.0060 -0.0027 -30.6% 0.0121
ATR 0.0069 0.0068 -0.0001 -0.8% 0.0000
Volume 48 96 48 100.0% 509
Daily Pivots for day following 03-May-2021
Classic Woodie Camarilla DeMark
R4 0.7931 0.7911 0.7804
R3 0.7871 0.7851 0.7787
R2 0.7811 0.7811 0.7782
R1 0.7791 0.7791 0.7776 0.7801
PP 0.7751 0.7751 0.7751 0.7756
S1 0.7731 0.7731 0.7765 0.7741
S2 0.7691 0.7691 0.7760
S3 0.7631 0.7671 0.7754
S4 0.7571 0.7611 0.7738
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% 0.0064 0.8% 57% False False 115
10 0.7822 0.7696 0.0127 1.6% 0.0069 0.9% 59% False False 87
20 0.7822 0.7593 0.0230 3.0% 0.0066 0.8% 78% False False 62
40 0.7853 0.7537 0.0317 4.1% 0.0068 0.9% 74% False False 52
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8026
2.618 0.7928
1.618 0.7868
1.000 0.7831
0.618 0.7808
HIGH 0.7771
0.618 0.7748
0.500 0.7741
0.382 0.7733
LOW 0.7711
0.618 0.7673
1.000 0.7651
1.618 0.7613
2.618 0.7553
4.250 0.7456
Fisher Pivots for day following 03-May-2021
Pivot 1 day 3 day
R1 0.7761 0.7768
PP 0.7751 0.7765
S1 0.7741 0.7762

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

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