CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 13-May-2021
Day Change Summary
Previous Current
12-May-2021 13-May-2021 Change Change % Previous Week
Open 0.7852 0.7733 -0.0119 -1.5% 0.7738
High 0.7852 0.7751 -0.0101 -1.3% 0.7866
Low 0.7727 0.7695 -0.0032 -0.4% 0.7683
Close 0.7739 0.7731 -0.0008 -0.1% 0.7852
Range 0.0125 0.0056 -0.0069 -55.2% 0.0183
ATR 0.0069 0.0068 -0.0001 -1.3% 0.0000
Volume 13 10 -3 -23.1% 34
Daily Pivots for day following 13-May-2021
Classic Woodie Camarilla DeMark
R4 0.7893 0.7868 0.7762
R3 0.7837 0.7812 0.7746
R2 0.7781 0.7781 0.7741
R1 0.7756 0.7756 0.7736 0.7741
PP 0.7725 0.7725 0.7725 0.7718
S1 0.7700 0.7700 0.7726 0.7685
S2 0.7669 0.7669 0.7721
S3 0.7613 0.7644 0.7716
S4 0.7557 0.7588 0.7700
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 0.8348 0.8282 0.7952
R3 0.8165 0.8100 0.7902
R2 0.7983 0.7983 0.7885
R1 0.7917 0.7917 0.7869 0.7950
PP 0.7800 0.7800 0.7800 0.7817
S1 0.7735 0.7735 0.7835 0.7768
S2 0.7618 0.7618 0.7819
S3 0.7435 0.7552 0.7802
S4 0.7253 0.7370 0.7752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7895 0.7695 0.0201 2.6% 0.0073 0.9% 18% False True 14
10 0.7895 0.7683 0.0212 2.7% 0.0065 0.8% 23% False False 10
20 0.7895 0.7683 0.0212 2.7% 0.0062 0.8% 23% False False 7
40 0.7895 0.7539 0.0357 4.6% 0.0060 0.8% 54% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7989
2.618 0.7897
1.618 0.7841
1.000 0.7807
0.618 0.7785
HIGH 0.7751
0.618 0.7729
0.500 0.7723
0.382 0.7716
LOW 0.7695
0.618 0.7660
1.000 0.7639
1.618 0.7604
2.618 0.7548
4.250 0.7457
Fisher Pivots for day following 13-May-2021
Pivot 1 day 3 day
R1 0.7728 0.7777
PP 0.7725 0.7761
S1 0.7723 0.7746

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

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