CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 28-May-2021
Day Change Summary
Previous Current
27-May-2021 28-May-2021 Change Change % Previous Week
Open 0.7748 0.7747 -0.0002 0.0% 0.7730
High 0.7761 0.7750 -0.0011 -0.1% 0.7799
Low 0.7727 0.7681 -0.0047 -0.6% 0.7681
Close 0.7748 0.7717 -0.0031 -0.4% 0.7717
Range 0.0034 0.0070 0.0036 104.4% 0.0119
ATR 0.0064 0.0064 0.0000 0.6% 0.0000
Volume 642 420 -222 -34.6% 2,047
Daily Pivots for day following 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.7924 0.7890 0.7755
R3 0.7855 0.7821 0.7736
R2 0.7785 0.7785 0.7730
R1 0.7751 0.7751 0.7723 0.7734
PP 0.7716 0.7716 0.7716 0.7707
S1 0.7682 0.7682 0.7711 0.7664
S2 0.7646 0.7646 0.7704
S3 0.7577 0.7612 0.7698
S4 0.7507 0.7543 0.7679
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.8088 0.8021 0.7782
R3 0.7969 0.7902 0.7750
R2 0.7851 0.7851 0.7739
R1 0.7784 0.7784 0.7728 0.7758
PP 0.7732 0.7732 0.7732 0.7719
S1 0.7665 0.7665 0.7706 0.7640
S2 0.7614 0.7614 0.7695
S3 0.7495 0.7547 0.7684
S4 0.7377 0.7428 0.7652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7799 0.7681 0.0119 1.5% 0.0052 0.7% 31% False True 409
10 0.7818 0.7681 0.0137 1.8% 0.0057 0.7% 27% False True 328
20 0.7894 0.7680 0.0214 2.8% 0.0065 0.8% 18% False False 270
40 0.7894 0.7593 0.0301 3.9% 0.0065 0.8% 41% False False 164
60 0.7894 0.7537 0.0357 4.6% 0.0067 0.9% 51% False False 124
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 0.0012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8045
2.618 0.7932
1.618 0.7862
1.000 0.7820
0.618 0.7793
HIGH 0.7750
0.618 0.7723
0.500 0.7715
0.382 0.7707
LOW 0.7681
0.618 0.7638
1.000 0.7611
1.618 0.7568
2.618 0.7499
4.250 0.7385
Fisher Pivots for day following 28-May-2021
Pivot 1 day 3 day
R1 0.7716 0.7740
PP 0.7716 0.7732
S1 0.7715 0.7725

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

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