CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 05-Aug-2021
Day Change Summary
Previous Current
04-Aug-2021 05-Aug-2021 Change Change % Previous Week
Open 0.7395 0.7382 -0.0013 -0.2% 0.7369
High 0.7428 0.7418 -0.0011 -0.1% 0.7415
Low 0.7372 0.7378 0.0007 0.1% 0.7318
Close 0.7384 0.7405 0.0022 0.3% 0.7336
Range 0.0057 0.0040 -0.0017 -30.1% 0.0097
ATR 0.0061 0.0059 -0.0002 -2.5% 0.0000
Volume 83,159 55,099 -28,060 -33.7% 390,136
Daily Pivots for day following 05-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7519 0.7501 0.7427
R3 0.7479 0.7462 0.7416
R2 0.7440 0.7440 0.7412
R1 0.7422 0.7422 0.7409 0.7431
PP 0.7400 0.7400 0.7400 0.7405
S1 0.7383 0.7383 0.7401 0.7392
S2 0.7361 0.7361 0.7398
S3 0.7321 0.7343 0.7394
S4 0.7282 0.7304 0.7383
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7647 0.7589 0.7389
R3 0.7550 0.7492 0.7363
R2 0.7453 0.7453 0.7354
R1 0.7395 0.7395 0.7345 0.7376
PP 0.7356 0.7356 0.7356 0.7347
S1 0.7298 0.7298 0.7327 0.7279
S2 0.7259 0.7259 0.7318
S3 0.7162 0.7201 0.7309
S4 0.7065 0.7104 0.7283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7428 0.7331 0.0098 1.3% 0.0055 0.7% 76% False False 74,192
10 0.7428 0.7318 0.0110 1.5% 0.0054 0.7% 79% False False 73,629
20 0.7505 0.7291 0.0214 2.9% 0.0060 0.8% 53% False False 74,545
40 0.7779 0.7291 0.0488 6.6% 0.0063 0.8% 23% False False 81,886
60 0.7842 0.7291 0.0551 7.4% 0.0063 0.8% 21% False False 57,491
80 0.7894 0.7291 0.0603 8.1% 0.0064 0.9% 19% False False 43,143
100 0.7894 0.7291 0.0603 8.1% 0.0064 0.9% 19% False False 34,522
120 0.8008 0.7291 0.0717 9.7% 0.0066 0.9% 16% False False 28,773
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7585
2.618 0.7521
1.618 0.7481
1.000 0.7457
0.618 0.7442
HIGH 0.7418
0.618 0.7402
0.500 0.7398
0.382 0.7393
LOW 0.7378
0.618 0.7354
1.000 0.7339
1.618 0.7314
2.618 0.7275
4.250 0.7210
Fisher Pivots for day following 05-Aug-2021
Pivot 1 day 3 day
R1 0.7403 0.7401
PP 0.7400 0.7397
S1 0.7398 0.7393

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.