CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 21-May-2021
Day Change Summary
Previous Current
20-May-2021 21-May-2021 Change Change % Previous Week
Open 0.7730 0.7751 0.0021 0.3% 0.7758
High 0.7785 0.7787 0.0002 0.0% 0.7818
Low 0.7725 0.7728 0.0003 0.0% 0.7719
Close 0.7777 0.7738 -0.0039 -0.5% 0.7738
Range 0.0060 0.0060 -0.0001 -0.8% 0.0100
ATR 0.0067 0.0066 -0.0001 -0.8% 0.0000
Volume 3 27 24 800.0% 56
Daily Pivots for day following 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.7929 0.7893 0.7771
R3 0.7870 0.7834 0.7754
R2 0.7810 0.7810 0.7749
R1 0.7774 0.7774 0.7743 0.7763
PP 0.7751 0.7751 0.7751 0.7745
S1 0.7715 0.7715 0.7733 0.7703
S2 0.7691 0.7691 0.7727
S3 0.7632 0.7655 0.7722
S4 0.7572 0.7596 0.7705
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.8057 0.7997 0.7793
R3 0.7957 0.7897 0.7765
R2 0.7858 0.7858 0.7756
R1 0.7798 0.7798 0.7747 0.7778
PP 0.7758 0.7758 0.7758 0.7748
S1 0.7698 0.7698 0.7729 0.7679
S2 0.7659 0.7659 0.7720
S3 0.7559 0.7599 0.7711
S4 0.7460 0.7499 0.7683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7818 0.7719 0.0100 1.3% 0.0047 0.6% 20% False False 11
10 0.7895 0.7695 0.0201 2.6% 0.0057 0.7% 22% False False 15
20 0.7895 0.7683 0.0212 2.7% 0.0058 0.7% 26% False False 11
40 0.7895 0.7539 0.0357 4.6% 0.0059 0.8% 56% False False 6
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8040
2.618 0.7943
1.618 0.7883
1.000 0.7847
0.618 0.7824
HIGH 0.7787
0.618 0.7764
0.500 0.7757
0.382 0.7750
LOW 0.7728
0.618 0.7691
1.000 0.7668
1.618 0.7631
2.618 0.7572
4.250 0.7475
Fisher Pivots for day following 21-May-2021
Pivot 1 day 3 day
R1 0.7757 0.7753
PP 0.7751 0.7748
S1 0.7744 0.7743

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

View Archives - Comment on this page... - Back to Index of Symbols