CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 17-May-2021
Day Change Summary
Previous Current
14-May-2021 17-May-2021 Change Change % Previous Week
Open 0.7735 0.7758 0.0023 0.3% 0.7846
High 0.7792 0.7776 -0.0016 -0.2% 0.7895
Low 0.7721 0.7739 0.0019 0.2% 0.7695
Close 0.7792 0.7776 -0.0016 -0.2% 0.7792
Range 0.0071 0.0037 -0.0034 -47.9% 0.0201
ATR 0.0068 0.0067 -0.0001 -1.6% 0.0000
Volume 37 3 -34 -91.9% 96
Daily Pivots for day following 17-May-2021
Classic Woodie Camarilla DeMark
R4 0.7875 0.7862 0.7796
R3 0.7838 0.7825 0.7786
R2 0.7801 0.7801 0.7783
R1 0.7788 0.7788 0.7779 0.7795
PP 0.7764 0.7764 0.7764 0.7767
S1 0.7751 0.7751 0.7773 0.7758
S2 0.7727 0.7727 0.7769
S3 0.7690 0.7714 0.7766
S4 0.7653 0.7677 0.7756
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 0.8395 0.8294 0.7902
R3 0.8195 0.8093 0.7847
R2 0.7994 0.7994 0.7828
R1 0.7893 0.7893 0.7810 0.7843
PP 0.7794 0.7794 0.7794 0.7769
S1 0.7692 0.7692 0.7773 0.7643
S2 0.7593 0.7593 0.7755
S3 0.7393 0.7492 0.7736
S4 0.7192 0.7291 0.7681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7859 0.7695 0.0164 2.1% 0.0064 0.8% 50% False False 12
10 0.7895 0.7683 0.0212 2.7% 0.0064 0.8% 44% False False 13
20 0.7895 0.7683 0.0212 2.7% 0.0062 0.8% 44% False False 8
40 0.7895 0.7539 0.0357 4.6% 0.0059 0.8% 67% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7933
2.618 0.7873
1.618 0.7836
1.000 0.7813
0.618 0.7799
HIGH 0.7776
0.618 0.7762
0.500 0.7758
0.382 0.7753
LOW 0.7739
0.618 0.7716
1.000 0.7702
1.618 0.7679
2.618 0.7642
4.250 0.7582
Fisher Pivots for day following 17-May-2021
Pivot 1 day 3 day
R1 0.7770 0.7765
PP 0.7764 0.7754
S1 0.7758 0.7743

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

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