CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 13-Jul-2021
Day Change Summary
Previous Current
12-Jul-2021 13-Jul-2021 Change Change % Previous Week
Open 0.7491 0.7482 -0.0009 -0.1% 0.7528
High 0.7498 0.7505 0.0007 0.1% 0.7602
Low 0.7450 0.7429 -0.0022 -0.3% 0.7412
Close 0.7477 0.7448 -0.0029 -0.4% 0.7493
Range 0.0048 0.0077 0.0029 59.4% 0.0190
ATR 0.0066 0.0067 0.0001 1.1% 0.0000
Volume 61,396 82,408 21,012 34.2% 412,348
Daily Pivots for day following 13-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7690 0.7645 0.7490
R3 0.7613 0.7569 0.7469
R2 0.7537 0.7537 0.7462
R1 0.7492 0.7492 0.7455 0.7476
PP 0.7460 0.7460 0.7460 0.7452
S1 0.7416 0.7416 0.7440 0.7400
S2 0.7384 0.7384 0.7433
S3 0.7307 0.7339 0.7426
S4 0.7231 0.7263 0.7405
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 0.7537 0.7412 0.0125 1.7% 0.0071 0.9% 29% False False 80,070
10 0.7602 0.7412 0.0190 2.6% 0.0071 0.9% 19% False False 86,359
20 0.7720 0.7412 0.0308 4.1% 0.0068 0.9% 12% False False 88,139
40 0.7818 0.7412 0.0406 5.5% 0.0063 0.9% 9% False False 54,226
60 0.7894 0.7412 0.0482 6.5% 0.0066 0.9% 7% False False 36,200
80 0.7894 0.7412 0.0482 6.5% 0.0065 0.9% 7% False False 27,159
100 0.8008 0.7412 0.0596 8.0% 0.0068 0.9% 6% False False 21,735
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7830
2.618 0.7705
1.618 0.7629
1.000 0.7582
0.618 0.7552
HIGH 0.7505
0.618 0.7476
0.500 0.7467
0.382 0.7458
LOW 0.7429
0.618 0.7381
1.000 0.7352
1.618 0.7305
2.618 0.7228
4.250 0.7103
Fisher Pivots for day following 13-Jul-2021
Pivot 1 day 3 day
R1 0.7467 0.7458
PP 0.7460 0.7455
S1 0.7454 0.7451

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

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