CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 09-Jul-2021
Day Change Summary
Previous Current
08-Jul-2021 09-Jul-2021 Change Change % Previous Week
Open 0.7485 0.7433 -0.0052 -0.7% 0.7528
High 0.7491 0.7496 0.0006 0.1% 0.7602
Low 0.7418 0.7412 -0.0007 -0.1% 0.7412
Close 0.7427 0.7493 0.0066 0.9% 0.7493
Range 0.0073 0.0085 0.0012 16.6% 0.0190
ATR 0.0066 0.0067 0.0001 2.0% 0.0000
Volume 101,693 67,820 -33,873 -33.3% 412,348
Daily Pivots for day following 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7720 0.7691 0.7539
R3 0.7636 0.7606 0.7516
R2 0.7551 0.7551 0.7508
R1 0.7522 0.7522 0.7500 0.7537
PP 0.7467 0.7467 0.7467 0.7474
S1 0.7437 0.7437 0.7485 0.7452
S2 0.7382 0.7382 0.7477
S3 0.7298 0.7353 0.7469
S4 0.7213 0.7268 0.7446
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8072 0.7972 0.7597
R3 0.7882 0.7782 0.7545
R2 0.7692 0.7692 0.7527
R1 0.7592 0.7592 0.7510 0.7547
PP 0.7502 0.7502 0.7502 0.7479
S1 0.7402 0.7402 0.7475 0.7357
S2 0.7312 0.7312 0.7458
S3 0.7122 0.7212 0.7440
S4 0.6932 0.7022 0.7388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7602 0.7412 0.0190 2.5% 0.0087 1.2% 43% False True 101,674
10 0.7620 0.7412 0.0208 2.8% 0.0067 0.9% 39% False True 83,844
20 0.7779 0.7412 0.0367 4.9% 0.0068 0.9% 22% False True 89,673
40 0.7818 0.7412 0.0406 5.4% 0.0064 0.8% 20% False True 50,653
60 0.7894 0.7412 0.0482 6.4% 0.0065 0.9% 17% False True 33,805
80 0.7894 0.7412 0.0482 6.4% 0.0066 0.9% 17% False True 25,364
100 0.8008 0.7412 0.0596 8.0% 0.0068 0.9% 14% False True 20,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7855
2.618 0.7717
1.618 0.7633
1.000 0.7581
0.618 0.7548
HIGH 0.7496
0.618 0.7464
0.500 0.7454
0.382 0.7444
LOW 0.7412
0.618 0.7359
1.000 0.7327
1.618 0.7275
2.618 0.7190
4.250 0.7052
Fisher Pivots for day following 09-Jul-2021
Pivot 1 day 3 day
R1 0.7480 0.7486
PP 0.7467 0.7480
S1 0.7454 0.7474

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

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