CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 16-Apr-2021
Day Change Summary
Previous Current
15-Apr-2021 16-Apr-2021 Change Change % Previous Week
Open 0.7755 0.7739 -0.0016 -0.2% 0.7621
High 0.7765 0.7764 -0.0001 0.0% 0.7765
Low 0.7714 0.7733 0.0020 0.3% 0.7600
Close 0.7760 0.7739 -0.0021 -0.3% 0.7739
Range 0.0051 0.0031 -0.0021 -40.2% 0.0165
ATR 0.0064 0.0062 -0.0002 -3.7% 0.0000
Volume 2 0 -2 -100.0% 11
Daily Pivots for day following 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7837 0.7818 0.7756
R3 0.7806 0.7788 0.7747
R2 0.7776 0.7776 0.7745
R1 0.7757 0.7757 0.7742 0.7754
PP 0.7745 0.7745 0.7745 0.7744
S1 0.7727 0.7727 0.7736 0.7724
S2 0.7715 0.7715 0.7733
S3 0.7684 0.7696 0.7731
S4 0.7654 0.7666 0.7722
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8195 0.8131 0.7829
R3 0.8030 0.7967 0.7784
R2 0.7866 0.7866 0.7769
R1 0.7802 0.7802 0.7754 0.7834
PP 0.7701 0.7701 0.7701 0.7717
S1 0.7638 0.7638 0.7724 0.7670
S2 0.7537 0.7537 0.7709
S3 0.7372 0.7473 0.7694
S4 0.7208 0.7309 0.7649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7765 0.7600 0.0165 2.1% 0.0053 0.7% 84% False False 2
10 0.7765 0.7595 0.0170 2.2% 0.0057 0.7% 85% False False 1
20 0.7773 0.7539 0.0235 3.0% 0.0054 0.7% 86% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7893
2.618 0.7843
1.618 0.7813
1.000 0.7794
0.618 0.7782
HIGH 0.7764
0.618 0.7752
0.500 0.7748
0.382 0.7745
LOW 0.7733
0.618 0.7714
1.000 0.7703
1.618 0.7684
2.618 0.7653
4.250 0.7603
Fisher Pivots for day following 16-Apr-2021
Pivot 1 day 3 day
R1 0.7748 0.7727
PP 0.7745 0.7715
S1 0.7742 0.7704

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

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