CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 14-Jul-2021
Day Change Summary
Previous Current
13-Jul-2021 14-Jul-2021 Change Change % Previous Week
Open 0.7482 0.7448 -0.0034 -0.5% 0.7528
High 0.7505 0.7489 -0.0017 -0.2% 0.7602
Low 0.7429 0.7433 0.0005 0.1% 0.7412
Close 0.7448 0.7480 0.0032 0.4% 0.7493
Range 0.0077 0.0056 -0.0021 -27.5% 0.0190
ATR 0.0067 0.0066 -0.0001 -1.2% 0.0000
Volume 82,408 73,325 -9,083 -11.0% 412,348
Daily Pivots for day following 14-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7634 0.7612 0.7510
R3 0.7578 0.7557 0.7495
R2 0.7523 0.7523 0.7490
R1 0.7501 0.7501 0.7485 0.7512
PP 0.7467 0.7467 0.7467 0.7472
S1 0.7446 0.7446 0.7474 0.7456
S2 0.7412 0.7412 0.7469
S3 0.7356 0.7390 0.7464
S4 0.7301 0.7335 0.7449
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 0.7505 0.7412 0.0094 1.3% 0.0067 0.9% 73% False False 77,328
10 0.7602 0.7412 0.0190 2.5% 0.0070 0.9% 36% False False 87,024
20 0.7719 0.7412 0.0307 4.1% 0.0069 0.9% 22% False False 88,196
40 0.7818 0.7412 0.0406 5.4% 0.0064 0.8% 17% False False 56,056
60 0.7894 0.7412 0.0482 6.4% 0.0066 0.9% 14% False False 37,421
80 0.7894 0.7412 0.0482 6.4% 0.0065 0.9% 14% False False 28,076
100 0.8008 0.7412 0.0596 8.0% 0.0068 0.9% 11% False False 22,468
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7724
2.618 0.7634
1.618 0.7578
1.000 0.7544
0.618 0.7523
HIGH 0.7489
0.618 0.7467
0.500 0.7461
0.382 0.7454
LOW 0.7433
0.618 0.7399
1.000 0.7378
1.618 0.7343
2.618 0.7288
4.250 0.7197
Fisher Pivots for day following 14-Jul-2021
Pivot 1 day 3 day
R1 0.7473 0.7475
PP 0.7467 0.7471
S1 0.7461 0.7467

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

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