CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 01-Apr-2021
Day Change Summary
Previous Current
31-Mar-2021 01-Apr-2021 Change Change % Previous Week
Open 0.7605 0.7585 -0.0020 -0.3% 0.7759
High 0.7638 0.7625 -0.0013 -0.2% 0.7760
Low 0.7595 0.7539 -0.0057 -0.7% 0.7572
Close 0.7605 0.7622 0.0017 0.2% 0.7629
Range 0.0043 0.0087 0.0044 101.2% 0.0189
ATR 0.0066 0.0068 0.0001 2.2% 0.0000
Volume 0 7 7 38
Daily Pivots for day following 01-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7855 0.7825 0.7669
R3 0.7768 0.7738 0.7645
R2 0.7682 0.7682 0.7637
R1 0.7652 0.7652 0.7629 0.7667
PP 0.7595 0.7595 0.7595 0.7603
S1 0.7565 0.7565 0.7614 0.7580
S2 0.7509 0.7509 0.7606
S3 0.7422 0.7479 0.7598
S4 0.7336 0.7392 0.7574
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8219 0.8112 0.7732
R3 0.8030 0.7924 0.7680
R2 0.7842 0.7842 0.7663
R1 0.7735 0.7735 0.7646 0.7694
PP 0.7653 0.7653 0.7653 0.7633
S1 0.7547 0.7547 0.7611 0.7506
S2 0.7465 0.7465 0.7594
S3 0.7276 0.7358 0.7577
S4 0.7088 0.7170 0.7525
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7667 0.7539 0.0129 1.7% 0.0052 0.7% 65% False True 2
10 0.7773 0.7539 0.0235 3.1% 0.0052 0.7% 35% False True 5
20 0.7852 0.7539 0.0313 4.1% 0.0060 0.8% 27% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7993
2.618 0.7851
1.618 0.7765
1.000 0.7712
0.618 0.7678
HIGH 0.7625
0.618 0.7592
0.500 0.7582
0.382 0.7572
LOW 0.7539
0.618 0.7485
1.000 0.7452
1.618 0.7399
2.618 0.7312
4.250 0.7171
Fisher Pivots for day following 01-Apr-2021
Pivot 1 day 3 day
R1 0.7608 0.7615
PP 0.7595 0.7609
S1 0.7582 0.7603

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

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