CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 12-Jul-2021
Day Change Summary
Previous Current
09-Jul-2021 12-Jul-2021 Change Change % Previous Week
Open 0.7433 0.7491 0.0058 0.8% 0.7528
High 0.7496 0.7498 0.0002 0.0% 0.7602
Low 0.7412 0.7450 0.0039 0.5% 0.7412
Close 0.7493 0.7477 -0.0016 -0.2% 0.7493
Range 0.0085 0.0048 -0.0037 -43.2% 0.0190
ATR 0.0067 0.0066 -0.0001 -2.1% 0.0000
Volume 67,820 61,396 -6,424 -9.5% 412,348
Daily Pivots for day following 12-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7619 0.7596 0.7503
R3 0.7571 0.7548 0.7490
R2 0.7523 0.7523 0.7485
R1 0.7500 0.7500 0.7481 0.7487
PP 0.7475 0.7475 0.7475 0.7469
S1 0.7452 0.7452 0.7472 0.7439
S2 0.7427 0.7427 0.7468
S3 0.7379 0.7404 0.7463
S4 0.7331 0.7356 0.7450
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% 0.0079 1.1% 34% False False 94,748
10 0.7604 0.7412 0.0193 2.6% 0.0068 0.9% 34% False False 83,772
20 0.7729 0.7412 0.0317 4.2% 0.0066 0.9% 21% False False 86,670
40 0.7818 0.7412 0.0406 5.4% 0.0063 0.8% 16% False False 52,172
60 0.7894 0.7412 0.0482 6.4% 0.0065 0.9% 13% False False 34,828
80 0.7894 0.7412 0.0482 6.4% 0.0065 0.9% 13% False False 26,130
100 0.8008 0.7412 0.0596 8.0% 0.0068 0.9% 11% False False 20,911
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7702
2.618 0.7624
1.618 0.7576
1.000 0.7546
0.618 0.7528
HIGH 0.7498
0.618 0.7480
0.500 0.7474
0.382 0.7468
LOW 0.7450
0.618 0.7420
1.000 0.7402
1.618 0.7372
2.618 0.7324
4.250 0.7246
Fisher Pivots for day following 12-Jul-2021
Pivot 1 day 3 day
R1 0.7476 0.7469
PP 0.7475 0.7462
S1 0.7474 0.7455

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

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