CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 19-May-2021
Day Change Summary
Previous Current
18-May-2021 19-May-2021 Change Change % Previous Week
Open 0.7797 0.7739 -0.0058 -0.7% 0.7846
High 0.7818 0.7754 -0.0065 -0.8% 0.7895
Low 0.7775 0.7719 -0.0057 -0.7% 0.7695
Close 0.7807 0.7723 -0.0085 -1.1% 0.7792
Range 0.0043 0.0035 -0.0008 -18.6% 0.0201
ATR 0.0065 0.0067 0.0002 2.5% 0.0000
Volume 9 14 5 55.6% 96
Daily Pivots for day following 19-May-2021
Classic Woodie Camarilla DeMark
R4 0.7837 0.7815 0.7742
R3 0.7802 0.7780 0.7732
R2 0.7767 0.7767 0.7729
R1 0.7745 0.7745 0.7726 0.7738
PP 0.7732 0.7732 0.7732 0.7728
S1 0.7710 0.7710 0.7719 0.7703
S2 0.7697 0.7697 0.7716
S3 0.7662 0.7675 0.7713
S4 0.7627 0.7640 0.7703
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 0.7818 0.7695 0.0124 1.6% 0.0048 0.6% 23% False False 14
10 0.7895 0.7695 0.0201 2.6% 0.0064 0.8% 14% False False 14
20 0.7895 0.7683 0.0212 2.7% 0.0058 0.8% 19% False False 9
40 0.7895 0.7539 0.0357 4.6% 0.0058 0.7% 52% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7902
2.618 0.7845
1.618 0.7810
1.000 0.7789
0.618 0.7775
HIGH 0.7754
0.618 0.7740
0.500 0.7736
0.382 0.7732
LOW 0.7719
0.618 0.7697
1.000 0.7684
1.618 0.7662
2.618 0.7627
4.250 0.7570
Fisher Pivots for day following 19-May-2021
Pivot 1 day 3 day
R1 0.7736 0.7768
PP 0.7732 0.7753
S1 0.7727 0.7738

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

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