CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 01-Jul-2021
Day Change Summary
Previous Current
30-Jun-2021 01-Jul-2021 Change Change % Previous Week
Open 0.7516 0.7503 -0.0013 -0.2% 0.7485
High 0.7529 0.7511 -0.0019 -0.2% 0.7620
Low 0.7495 0.7462 -0.0033 -0.4% 0.7479
Close 0.7498 0.7463 -0.0035 -0.5% 0.7588
Range 0.0035 0.0049 0.0014 40.6% 0.0141
ATR 0.0060 0.0059 -0.0001 -1.3% 0.0000
Volume 70,742 74,007 3,265 4.6% 395,813
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7624 0.7592 0.7490
R3 0.7576 0.7544 0.7476
R2 0.7527 0.7527 0.7472
R1 0.7495 0.7495 0.7467 0.7487
PP 0.7479 0.7479 0.7479 0.7474
S1 0.7447 0.7447 0.7459 0.7438
S2 0.7430 0.7430 0.7454
S3 0.7382 0.7398 0.7450
S4 0.7333 0.7350 0.7436
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7984 0.7926 0.7665
R3 0.7843 0.7786 0.7627
R2 0.7703 0.7703 0.7614
R1 0.7645 0.7645 0.7601 0.7674
PP 0.7562 0.7562 0.7562 0.7577
S1 0.7505 0.7505 0.7575 0.7534
S2 0.7422 0.7422 0.7562
S3 0.7281 0.7364 0.7549
S4 0.7141 0.7224 0.7511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7620 0.7462 0.0158 2.1% 0.0046 0.6% 1% False True 66,015
10 0.7620 0.7462 0.0158 2.1% 0.0054 0.7% 1% False True 79,342
20 0.7779 0.7462 0.0317 4.2% 0.0059 0.8% 0% False True 75,133
40 0.7894 0.7462 0.0432 5.8% 0.0063 0.8% 0% False True 37,964
60 0.7894 0.7462 0.0432 5.8% 0.0064 0.9% 0% False True 25,335
80 0.7894 0.7462 0.0432 5.8% 0.0065 0.9% 0% False True 19,011
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7717
2.618 0.7637
1.618 0.7589
1.000 0.7559
0.618 0.7540
HIGH 0.7511
0.618 0.7492
0.500 0.7486
0.382 0.7481
LOW 0.7462
0.618 0.7432
1.000 0.7414
1.618 0.7384
2.618 0.7335
4.250 0.7256
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 0.7486 0.7517
PP 0.7479 0.7499
S1 0.7471 0.7481

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

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