CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 12-Apr-2021
Day Change Summary
Previous Current
09-Apr-2021 12-Apr-2021 Change Change % Previous Week
Open 0.7630 0.7621 -0.0010 -0.1% 0.7623
High 0.7664 0.7638 -0.0026 -0.3% 0.7680
Low 0.7595 0.7602 0.0007 0.1% 0.7595
Close 0.7630 0.7621 -0.0010 -0.1% 0.7630
Range 0.0069 0.0037 -0.0033 -47.1% 0.0086
ATR 0.0066 0.0063 -0.0002 -3.2% 0.0000
Volume
Daily Pivots for day following 12-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7730 0.7712 0.7641
R3 0.7693 0.7675 0.7631
R2 0.7657 0.7657 0.7627
R1 0.7639 0.7639 0.7624 0.7639
PP 0.7620 0.7620 0.7620 0.7620
S1 0.7602 0.7602 0.7617 0.7602
S2 0.7584 0.7584 0.7614
S3 0.7547 0.7566 0.7610
S4 0.7511 0.7529 0.7600
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7891 0.7846 0.7677
R3 0.7806 0.7761 0.7654
R2 0.7720 0.7720 0.7646
R1 0.7675 0.7675 0.7638 0.7698
PP 0.7635 0.7635 0.7635 0.7646
S1 0.7590 0.7590 0.7622 0.7612
S2 0.7549 0.7549 0.7614
S3 0.7464 0.7504 0.7606
S4 0.7378 0.7419 0.7583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7680 0.7595 0.0086 1.1% 0.0056 0.7% 30% False False 1
10 0.7680 0.7539 0.0142 1.9% 0.0058 0.8% 58% False False 1
20 0.7852 0.7539 0.0313 4.1% 0.0057 0.7% 26% False False 3
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7793
2.618 0.7734
1.618 0.7697
1.000 0.7675
0.618 0.7661
HIGH 0.7638
0.618 0.7624
0.500 0.7620
0.382 0.7615
LOW 0.7602
0.618 0.7579
1.000 0.7565
1.618 0.7542
2.618 0.7506
4.250 0.7446
Fisher Pivots for day following 12-Apr-2021
Pivot 1 day 3 day
R1 0.7620 0.7629
PP 0.7620 0.7626
S1 0.7620 0.7623

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

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