CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 05-May-2021
Day Change Summary
Previous Current
04-May-2021 05-May-2021 Change Change % Previous Week
Open 0.7690 0.7751 0.0061 0.8% 0.7810
High 0.7715 0.7758 0.0043 0.6% 0.7822
Low 0.7683 0.7712 0.0029 0.4% 0.7704
Close 0.7715 0.7751 0.0036 0.5% 0.7711
Range 0.0032 0.0046 0.0014 43.8% 0.0118
ATR 0.0066 0.0064 -0.0001 -2.1% 0.0000
Volume 4 0 -4 -100.0% 34
Daily Pivots for day following 05-May-2021
Classic Woodie Camarilla DeMark
R4 0.7878 0.7861 0.7776
R3 0.7832 0.7815 0.7764
R2 0.7786 0.7786 0.7759
R1 0.7769 0.7769 0.7755 0.7774
PP 0.7740 0.7740 0.7740 0.7743
S1 0.7723 0.7723 0.7747 0.7728
S2 0.7694 0.7694 0.7743
S3 0.7648 0.7677 0.7738
S4 0.7602 0.7631 0.7726
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8100 0.8023 0.7776
R3 0.7982 0.7905 0.7743
R2 0.7864 0.7864 0.7733
R1 0.7787 0.7787 0.7722 0.7767
PP 0.7746 0.7746 0.7746 0.7735
S1 0.7669 0.7669 0.7700 0.7649
S2 0.7628 0.7628 0.7689
S3 0.7510 0.7551 0.7679
S4 0.7392 0.7433 0.7646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7822 0.7683 0.0139 1.8% 0.0051 0.7% 49% False False 4
10 0.7822 0.7683 0.0139 1.8% 0.0053 0.7% 49% False False 4
20 0.7822 0.7595 0.0228 2.9% 0.0057 0.7% 69% False False 3
40 0.7852 0.7539 0.0313 4.0% 0.0058 0.7% 68% False False 4
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7953
2.618 0.7878
1.618 0.7832
1.000 0.7804
0.618 0.7786
HIGH 0.7758
0.618 0.7740
0.500 0.7735
0.382 0.7729
LOW 0.7712
0.618 0.7683
1.000 0.7666
1.618 0.7637
2.618 0.7591
4.250 0.7516
Fisher Pivots for day following 05-May-2021
Pivot 1 day 3 day
R1 0.7746 0.7743
PP 0.7740 0.7736
S1 0.7735 0.7728

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

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