CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 0.7836 0.7842 0.0006 0.1% 0.7731
High 0.7860 0.7842 -0.0018 -0.2% 0.7867
Low 0.7824 0.7723 -0.0101 -1.3% 0.7680
Close 0.7847 0.7737 -0.0111 -1.4% 0.7851
Range 0.0036 0.0119 0.0083 233.8% 0.0187
ATR 0.0069 0.0073 0.0004 5.7% 0.0000
Volume 67 263 196 292.5% 849
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 0.8123 0.8048 0.7802
R3 0.8004 0.7930 0.7769
R2 0.7886 0.7886 0.7758
R1 0.7811 0.7811 0.7747 0.7789
PP 0.7767 0.7767 0.7767 0.7756
S1 0.7693 0.7693 0.7726 0.7671
S2 0.7649 0.7649 0.7715
S3 0.7530 0.7574 0.7704
S4 0.7412 0.7456 0.7671
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 0.8360 0.8292 0.7953
R3 0.8173 0.8105 0.7902
R2 0.7986 0.7986 0.7885
R1 0.7918 0.7918 0.7868 0.7952
PP 0.7799 0.7799 0.7799 0.7816
S1 0.7731 0.7731 0.7833 0.7765
S2 0.7612 0.7612 0.7816
S3 0.7425 0.7544 0.7799
S4 0.7238 0.7357 0.7748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7894 0.7706 0.0188 2.4% 0.0081 1.0% 16% False False 160
10 0.7894 0.7680 0.0214 2.8% 0.0075 1.0% 27% False False 151
20 0.7894 0.7680 0.0214 2.8% 0.0069 0.9% 27% False False 110
40 0.7894 0.7537 0.0357 4.6% 0.0069 0.9% 56% False False 74
60 0.8008 0.7537 0.0471 6.1% 0.0071 0.9% 42% False False 59
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 0.0014
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 0.8345
2.618 0.8152
1.618 0.8033
1.000 0.7960
0.618 0.7915
HIGH 0.7842
0.618 0.7796
0.500 0.7782
0.382 0.7768
LOW 0.7723
0.618 0.7650
1.000 0.7605
1.618 0.7531
2.618 0.7413
4.250 0.7219
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 0.7782 0.7808
PP 0.7767 0.7784
S1 0.7752 0.7760

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

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