CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 28-Apr-2021
Day Change Summary
Previous Current
27-Apr-2021 28-Apr-2021 Change Change % Previous Week
Open 0.7789 0.7758 -0.0031 -0.4% 0.7780
High 0.7789 0.7801 0.0012 0.2% 0.7820
Low 0.7771 0.7737 -0.0034 -0.4% 0.7701
Close 0.7772 0.7801 0.0029 0.4% 0.7762
Range 0.0019 0.0064 0.0046 245.9% 0.0120
ATR 0.0063 0.0063 0.0000 0.2% 0.0000
Volume 11 5 -6 -54.5% 14
Daily Pivots for day following 28-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7972 0.7950 0.7836
R3 0.7908 0.7886 0.7819
R2 0.7844 0.7844 0.7813
R1 0.7822 0.7822 0.7807 0.7833
PP 0.7780 0.7780 0.7780 0.7785
S1 0.7758 0.7758 0.7795 0.7769
S2 0.7716 0.7716 0.7789
S3 0.7652 0.7694 0.7783
S4 0.7588 0.7630 0.7766
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8119 0.8060 0.7828
R3 0.8000 0.7941 0.7795
R2 0.7880 0.7880 0.7784
R1 0.7821 0.7821 0.7773 0.7791
PP 0.7761 0.7761 0.7761 0.7746
S1 0.7702 0.7702 0.7751 0.7672
S2 0.7641 0.7641 0.7740
S3 0.7522 0.7582 0.7729
S4 0.7402 0.7463 0.7696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7818 0.7701 0.0117 1.5% 0.0054 0.7% 86% False False 4
10 0.7820 0.7701 0.0120 1.5% 0.0059 0.8% 84% False False 3
20 0.7820 0.7539 0.0282 3.6% 0.0060 0.8% 93% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8073
2.618 0.7969
1.618 0.7905
1.000 0.7865
0.618 0.7841
HIGH 0.7801
0.618 0.7777
0.500 0.7769
0.382 0.7761
LOW 0.7737
0.618 0.7697
1.000 0.7673
1.618 0.7633
2.618 0.7569
4.250 0.7465
Fisher Pivots for day following 28-Apr-2021
Pivot 1 day 3 day
R1 0.7790 0.7793
PP 0.7780 0.7785
S1 0.7769 0.7777

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

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