CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 12-Jul-2021
Day Change Summary
Previous Current
09-Jul-2021 12-Jul-2021 Change Change % Previous Week
Open 0.7437 0.7496 0.0059 0.8% 0.7528
High 0.7498 0.7499 0.0002 0.0% 0.7603
Low 0.7415 0.7453 0.0039 0.5% 0.7415
Close 0.7495 0.7479 -0.0016 -0.2% 0.7495
Range 0.0083 0.0046 -0.0037 -44.6% 0.0189
ATR 0.0065 0.0063 -0.0001 -2.1% 0.0000
Volume 20 67 47 235.0% 189
Daily Pivots for day following 12-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7615 0.7593 0.7504
R3 0.7569 0.7547 0.7492
R2 0.7523 0.7523 0.7487
R1 0.7501 0.7501 0.7483 0.7489
PP 0.7477 0.7477 0.7477 0.7471
S1 0.7455 0.7455 0.7475 0.7443
S2 0.7431 0.7431 0.7471
S3 0.7385 0.7409 0.7466
S4 0.7339 0.7363 0.7454
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8070 0.7971 0.7599
R3 0.7881 0.7782 0.7547
R2 0.7693 0.7693 0.7530
R1 0.7594 0.7594 0.7512 0.7549
PP 0.7504 0.7504 0.7504 0.7482
S1 0.7405 0.7405 0.7478 0.7361
S2 0.7316 0.7316 0.7460
S3 0.7127 0.7217 0.7443
S4 0.6939 0.7028 0.7391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7603 0.7415 0.0189 2.5% 0.0077 1.0% 34% False False 51
10 0.7606 0.7415 0.0192 2.6% 0.0065 0.9% 34% False False 42
20 0.7729 0.7415 0.0315 4.2% 0.0063 0.8% 21% False False 45
40 0.7818 0.7415 0.0404 5.4% 0.0058 0.8% 16% False False 40
60 0.7895 0.7415 0.0481 6.4% 0.0060 0.8% 13% False False 29
80 0.7895 0.7415 0.0481 6.4% 0.0059 0.8% 13% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7695
2.618 0.7619
1.618 0.7573
1.000 0.7545
0.618 0.7527
HIGH 0.7499
0.618 0.7481
0.500 0.7476
0.382 0.7471
LOW 0.7453
0.618 0.7425
1.000 0.7407
1.618 0.7379
2.618 0.7333
4.250 0.7258
Fisher Pivots for day following 12-Jul-2021
Pivot 1 day 3 day
R1 0.7478 0.7472
PP 0.7477 0.7464
S1 0.7476 0.7457

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

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