CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 10-Sep-2021
Day Change Summary
Previous Current
09-Sep-2021 10-Sep-2021 Change Change % Previous Week
Open 0.7366 0.7372 0.0007 0.1% 0.7453
High 0.7394 0.7409 0.0015 0.2% 0.7469
Low 0.7347 0.7349 0.0003 0.0% 0.7345
Close 0.7372 0.7365 -0.0007 -0.1% 0.7365
Range 0.0048 0.0060 0.0013 26.3% 0.0124
ATR 0.0063 0.0063 0.0000 -0.3% 0.0000
Volume 125,238 125,238 0 0.0% 609,920
Daily Pivots for day following 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7554 0.7519 0.7398
R3 0.7494 0.7459 0.7381
R2 0.7434 0.7434 0.7376
R1 0.7399 0.7399 0.7370 0.7387
PP 0.7374 0.7374 0.7374 0.7368
S1 0.7339 0.7339 0.7359 0.7327
S2 0.7314 0.7314 0.7354
S3 0.7254 0.7279 0.7348
S4 0.7194 0.7219 0.7332
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7763 0.7687 0.7432
R3 0.7640 0.7564 0.7398
R2 0.7516 0.7516 0.7387
R1 0.7440 0.7440 0.7376 0.7417
PP 0.7393 0.7393 0.7393 0.7381
S1 0.7317 0.7317 0.7353 0.7293
S2 0.7269 0.7269 0.7342
S3 0.7146 0.7193 0.7331
S4 0.7022 0.7070 0.7297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7479 0.7345 0.0134 1.8% 0.0069 0.9% 15% False False 142,204
10 0.7479 0.7223 0.0256 3.5% 0.0065 0.9% 55% False False 109,263
20 0.7479 0.7107 0.0372 5.1% 0.0065 0.9% 69% False False 95,134
40 0.7479 0.7107 0.0372 5.1% 0.0060 0.8% 69% False False 83,979
60 0.7656 0.7107 0.0549 7.5% 0.0062 0.8% 47% False False 84,573
80 0.7801 0.7107 0.0695 9.4% 0.0062 0.8% 37% False False 70,852
100 0.7894 0.7107 0.0787 10.7% 0.0063 0.9% 33% False False 56,713
120 0.7894 0.7107 0.0787 10.7% 0.0064 0.9% 33% False False 47,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7664
2.618 0.7566
1.618 0.7506
1.000 0.7469
0.618 0.7446
HIGH 0.7409
0.618 0.7386
0.500 0.7379
0.382 0.7372
LOW 0.7349
0.618 0.7312
1.000 0.7289
1.618 0.7252
2.618 0.7192
4.250 0.7094
Fisher Pivots for day following 10-Sep-2021
Pivot 1 day 3 day
R1 0.7379 0.7377
PP 0.7374 0.7373
S1 0.7369 0.7369

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

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