CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 21-Jun-2021
Day Change Summary
Previous Current
18-Jun-2021 21-Jun-2021 Change Change % Previous Week
Open 0.7556 0.7485 -0.0071 -0.9% 0.7707
High 0.7563 0.7549 -0.0015 -0.2% 0.7729
Low 0.7481 0.7479 -0.0002 0.0% 0.7481
Close 0.7501 0.7541 0.0040 0.5% 0.7501
Range 0.0083 0.0070 -0.0013 -15.8% 0.0248
ATR 0.0068 0.0068 0.0000 0.2% 0.0000
Volume 129,659 113,009 -16,650 -12.8% 499,878
Daily Pivots for day following 21-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7731 0.7706 0.7579
R3 0.7662 0.7636 0.7560
R2 0.7592 0.7592 0.7554
R1 0.7567 0.7567 0.7547 0.7580
PP 0.7523 0.7523 0.7523 0.7529
S1 0.7497 0.7497 0.7535 0.7510
S2 0.7453 0.7453 0.7528
S3 0.7384 0.7428 0.7522
S4 0.7314 0.7358 0.7503
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8314 0.8156 0.7637
R3 0.8066 0.7908 0.7569
R2 0.7818 0.7818 0.7546
R1 0.7660 0.7660 0.7524 0.7615
PP 0.7570 0.7570 0.7570 0.7548
S1 0.7412 0.7412 0.7478 0.7367
S2 0.7322 0.7322 0.7456
S3 0.7074 0.7164 0.7433
S4 0.6826 0.6916 0.7365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7720 0.7479 0.0241 3.2% 0.0083 1.1% 26% False True 111,972
10 0.7779 0.7479 0.0300 4.0% 0.0065 0.9% 21% False True 93,850
20 0.7799 0.7479 0.0320 4.2% 0.0064 0.8% 19% False True 48,245
40 0.7894 0.7479 0.0415 5.5% 0.0066 0.9% 15% False True 24,219
60 0.7894 0.7479 0.0415 5.5% 0.0066 0.9% 15% False True 16,160
80 0.7894 0.7479 0.0415 5.5% 0.0068 0.9% 15% False True 12,130
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7844
2.618 0.7730
1.618 0.7661
1.000 0.7618
0.618 0.7591
HIGH 0.7549
0.618 0.7522
0.500 0.7514
0.382 0.7506
LOW 0.7479
0.618 0.7436
1.000 0.7410
1.618 0.7367
2.618 0.7297
4.250 0.7184
Fisher Pivots for day following 21-Jun-2021
Pivot 1 day 3 day
R1 0.7532 0.7567
PP 0.7523 0.7559
S1 0.7514 0.7550

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

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