CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 28-May-2021
Day Change Summary
Previous Current
27-May-2021 28-May-2021 Change Change % Previous Week
Open 0.7730 0.7746 0.0016 0.2% 0.7730
High 0.7762 0.7751 -0.0011 -0.1% 0.7800
Low 0.7729 0.7684 -0.0046 -0.6% 0.7684
Close 0.7750 0.7719 -0.0031 -0.4% 0.7719
Range 0.0033 0.0067 0.0035 106.2% 0.0117
ATR 0.0061 0.0061 0.0000 0.7% 0.0000
Volume 49 78 29 59.2% 139
Daily Pivots for day following 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.7919 0.7886 0.7755
R3 0.7852 0.7819 0.7737
R2 0.7785 0.7785 0.7731
R1 0.7752 0.7752 0.7725 0.7735
PP 0.7718 0.7718 0.7718 0.7709
S1 0.7685 0.7685 0.7712 0.7668
S2 0.7651 0.7651 0.7706
S3 0.7584 0.7618 0.7700
S4 0.7517 0.7551 0.7682
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.8084 0.8018 0.7783
R3 0.7967 0.7901 0.7751
R2 0.7851 0.7851 0.7740
R1 0.7785 0.7785 0.7729 0.7759
PP 0.7734 0.7734 0.7734 0.7721
S1 0.7668 0.7668 0.7708 0.7643
S2 0.7618 0.7618 0.7697
S3 0.7501 0.7552 0.7686
S4 0.7385 0.7435 0.7654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7800 0.7684 0.0117 1.5% 0.0050 0.6% 30% False True 27
10 0.7818 0.7684 0.0135 1.7% 0.0048 0.6% 26% False True 19
20 0.7895 0.7683 0.0212 2.7% 0.0056 0.7% 17% False False 16
40 0.7895 0.7595 0.0301 3.9% 0.0058 0.8% 41% False False 9
60 0.7895 0.7539 0.0357 4.6% 0.0059 0.8% 50% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8035
2.618 0.7926
1.618 0.7859
1.000 0.7818
0.618 0.7792
HIGH 0.7751
0.618 0.7725
0.500 0.7717
0.382 0.7709
LOW 0.7684
0.618 0.7642
1.000 0.7617
1.618 0.7575
2.618 0.7508
4.250 0.7399
Fisher Pivots for day following 28-May-2021
Pivot 1 day 3 day
R1 0.7718 0.7742
PP 0.7718 0.7734
S1 0.7717 0.7726

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

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