CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 25-May-2021
Day Change Summary
Previous Current
24-May-2021 25-May-2021 Change Change % Previous Week
Open 0.7730 0.7780 0.0050 0.6% 0.7758
High 0.7761 0.7781 0.0020 0.3% 0.7818
Low 0.7713 0.7740 0.0027 0.4% 0.7719
Close 0.7760 0.7761 0.0001 0.0% 0.7738
Range 0.0048 0.0041 -0.0008 -15.6% 0.0100
ATR 0.0065 0.0063 -0.0002 -2.7% 0.0000
Volume 2 2 0 0.0% 56
Daily Pivots for day following 25-May-2021
Classic Woodie Camarilla DeMark
R4 0.7882 0.7862 0.7783
R3 0.7841 0.7821 0.7772
R2 0.7801 0.7801 0.7768
R1 0.7781 0.7781 0.7764 0.7771
PP 0.7760 0.7760 0.7760 0.7755
S1 0.7740 0.7740 0.7757 0.7730
S2 0.7720 0.7720 0.7753
S3 0.7679 0.7700 0.7749
S4 0.7639 0.7659 0.7738
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 0.7787 0.7713 0.0074 1.0% 0.0049 0.6% 64% False False 9
10 0.7852 0.7695 0.0157 2.0% 0.0058 0.7% 42% False False 12
20 0.7895 0.7683 0.0212 2.7% 0.0058 0.8% 37% False False 10
40 0.7895 0.7539 0.0357 4.6% 0.0059 0.8% 62% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7953
2.618 0.7887
1.618 0.7846
1.000 0.7821
0.618 0.7806
HIGH 0.7781
0.618 0.7765
0.500 0.7760
0.382 0.7755
LOW 0.7740
0.618 0.7715
1.000 0.7700
1.618 0.7674
2.618 0.7634
4.250 0.7568
Fisher Pivots for day following 25-May-2021
Pivot 1 day 3 day
R1 0.7760 0.7757
PP 0.7760 0.7754
S1 0.7760 0.7750

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

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