CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 26-May-2021
Day Change Summary
Previous Current
25-May-2021 26-May-2021 Change Change % Previous Week
Open 0.7780 0.7780 0.0000 0.0% 0.7758
High 0.7781 0.7800 0.0020 0.3% 0.7818
Low 0.7740 0.7738 -0.0002 0.0% 0.7719
Close 0.7761 0.7752 -0.0009 -0.1% 0.7738
Range 0.0041 0.0062 0.0022 53.1% 0.0100
ATR 0.0063 0.0063 0.0000 -0.1% 0.0000
Volume 2 8 6 300.0% 56
Daily Pivots for day following 26-May-2021
Classic Woodie Camarilla DeMark
R4 0.7949 0.7912 0.7786
R3 0.7887 0.7850 0.7769
R2 0.7825 0.7825 0.7763
R1 0.7788 0.7788 0.7757 0.7776
PP 0.7763 0.7763 0.7763 0.7757
S1 0.7726 0.7726 0.7746 0.7714
S2 0.7701 0.7701 0.7740
S3 0.7639 0.7664 0.7734
S4 0.7577 0.7602 0.7717
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 0.7800 0.7713 0.0087 1.1% 0.0054 0.7% 44% True False 8
10 0.7818 0.7695 0.0124 1.6% 0.0051 0.7% 46% False False 11
20 0.7895 0.7683 0.0212 2.7% 0.0058 0.7% 32% False False 10
40 0.7895 0.7539 0.0357 4.6% 0.0059 0.8% 60% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8064
2.618 0.7962
1.618 0.7900
1.000 0.7862
0.618 0.7838
HIGH 0.7800
0.618 0.7776
0.500 0.7769
0.382 0.7762
LOW 0.7738
0.618 0.7700
1.000 0.7676
1.618 0.7638
2.618 0.7576
4.250 0.7475
Fisher Pivots for day following 26-May-2021
Pivot 1 day 3 day
R1 0.7769 0.7757
PP 0.7763 0.7755
S1 0.7757 0.7753

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

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