CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 17-Jun-2021
Day Change Summary
Previous Current
16-Jun-2021 17-Jun-2021 Change Change % Previous Week
Open 0.7704 0.7605 -0.0099 -1.3% 0.7741
High 0.7719 0.7646 -0.0073 -0.9% 0.7779
Low 0.7613 0.7546 -0.0067 -0.9% 0.7695
Close 0.7619 0.7557 -0.0062 -0.8% 0.7708
Range 0.0106 0.0100 -0.0006 -5.2% 0.0085
ATR 0.0060 0.0063 0.0003 4.7% 0.0000
Volume 28 119 91 325.0% 243
Daily Pivots for day following 17-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7883 0.7820 0.7612
R3 0.7783 0.7720 0.7584
R2 0.7683 0.7683 0.7575
R1 0.7620 0.7620 0.7566 0.7601
PP 0.7583 0.7583 0.7583 0.7574
S1 0.7520 0.7520 0.7547 0.7501
S2 0.7483 0.7483 0.7538
S3 0.7383 0.7420 0.7529
S4 0.7283 0.7320 0.7502
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7981 0.7929 0.7754
R3 0.7896 0.7844 0.7731
R2 0.7812 0.7812 0.7723
R1 0.7760 0.7760 0.7715 0.7743
PP 0.7727 0.7727 0.7727 0.7719
S1 0.7675 0.7675 0.7700 0.7659
S2 0.7643 0.7643 0.7692
S3 0.7558 0.7591 0.7684
S4 0.7474 0.7506 0.7661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7779 0.7546 0.0233 3.1% 0.0071 0.9% 5% False True 36
10 0.7779 0.7546 0.0233 3.1% 0.0059 0.8% 5% False True 45
20 0.7800 0.7546 0.0254 3.4% 0.0058 0.8% 4% False True 39
40 0.7895 0.7546 0.0349 4.6% 0.0058 0.8% 3% False True 24
60 0.7895 0.7539 0.0357 4.7% 0.0058 0.8% 5% False False 17
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8071
2.618 0.7908
1.618 0.7808
1.000 0.7746
0.618 0.7708
HIGH 0.7646
0.618 0.7608
0.500 0.7596
0.382 0.7584
LOW 0.7546
0.618 0.7484
1.000 0.7446
1.618 0.7384
2.618 0.7284
4.250 0.7121
Fisher Pivots for day following 17-Jun-2021
Pivot 1 day 3 day
R1 0.7596 0.7633
PP 0.7583 0.7608
S1 0.7570 0.7582

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

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