CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 05-May-2021
Day Change Summary
Previous Current
04-May-2021 05-May-2021 Change Change % Previous Week
Open 0.7760 0.7714 -0.0046 -0.6% 0.7757
High 0.7760 0.7758 -0.0002 0.0% 0.7822
Low 0.7680 0.7709 0.0030 0.4% 0.7701
Close 0.7713 0.7749 0.0036 0.5% 0.7709
Range 0.0081 0.0049 -0.0032 -39.1% 0.0121
ATR 0.0070 0.0069 -0.0002 -2.1% 0.0000
Volume 159 193 34 21.4% 509
Daily Pivots for day following 05-May-2021
Classic Woodie Camarilla DeMark
R4 0.7886 0.7866 0.7776
R3 0.7837 0.7817 0.7762
R2 0.7788 0.7788 0.7758
R1 0.7768 0.7768 0.7753 0.7778
PP 0.7739 0.7739 0.7739 0.7744
S1 0.7719 0.7719 0.7745 0.7729
S2 0.7690 0.7690 0.7740
S3 0.7641 0.7670 0.7736
S4 0.7592 0.7621 0.7722
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 0.7680 0.0143 1.8% 0.0069 0.9% 49% False False 141
10 0.7822 0.7680 0.0143 1.8% 0.0065 0.8% 49% False False 107
20 0.7822 0.7593 0.0230 3.0% 0.0065 0.8% 68% False False 77
40 0.7853 0.7537 0.0317 4.1% 0.0066 0.9% 67% False False 58
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7966
2.618 0.7886
1.618 0.7837
1.000 0.7807
0.618 0.7788
HIGH 0.7758
0.618 0.7739
0.500 0.7734
0.382 0.7728
LOW 0.7709
0.618 0.7679
1.000 0.7660
1.618 0.7630
2.618 0.7581
4.250 0.7501
Fisher Pivots for day following 05-May-2021
Pivot 1 day 3 day
R1 0.7744 0.7741
PP 0.7739 0.7733
S1 0.7734 0.7725

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

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