CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 16-Jul-2021
Day Change Summary
Previous Current
15-Jul-2021 16-Jul-2021 Change Change % Previous Week
Open 0.7488 0.7430 -0.0058 -0.8% 0.7496
High 0.7491 0.7446 -0.0045 -0.6% 0.7507
Low 0.7416 0.7398 -0.0019 -0.2% 0.7398
Close 0.7422 0.7405 -0.0017 -0.2% 0.7405
Range 0.0075 0.0049 -0.0027 -35.3% 0.0110
ATR 0.0064 0.0063 -0.0001 -1.8% 0.0000
Volume 42 36 -6 -14.3% 237
Daily Pivots for day following 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7562 0.7532 0.7431
R3 0.7513 0.7483 0.7418
R2 0.7465 0.7465 0.7413
R1 0.7435 0.7435 0.7409 0.7425
PP 0.7416 0.7416 0.7416 0.7411
S1 0.7386 0.7386 0.7400 0.7377
S2 0.7368 0.7368 0.7396
S3 0.7319 0.7338 0.7391
S4 0.7271 0.7289 0.7378
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7765 0.7694 0.7465
R3 0.7655 0.7585 0.7435
R2 0.7546 0.7546 0.7425
R1 0.7475 0.7475 0.7415 0.7456
PP 0.7436 0.7436 0.7436 0.7427
S1 0.7366 0.7366 0.7394 0.7346
S2 0.7327 0.7327 0.7384
S3 0.7217 0.7256 0.7374
S4 0.7108 0.7147 0.7344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7507 0.7398 0.0110 1.5% 0.0060 0.8% 6% False True 47
10 0.7603 0.7398 0.0206 2.8% 0.0072 1.0% 3% False True 47
20 0.7621 0.7398 0.0224 3.0% 0.0062 0.8% 3% False True 46
40 0.7800 0.7398 0.0403 5.4% 0.0060 0.8% 2% False True 42
60 0.7895 0.7398 0.0498 6.7% 0.0059 0.8% 1% False True 31
80 0.7895 0.7398 0.0498 6.7% 0.0059 0.8% 1% False True 24
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7652
2.618 0.7573
1.618 0.7524
1.000 0.7495
0.618 0.7476
HIGH 0.7446
0.618 0.7427
0.500 0.7422
0.382 0.7416
LOW 0.7398
0.618 0.7368
1.000 0.7349
1.618 0.7319
2.618 0.7271
4.250 0.7191
Fisher Pivots for day following 16-Jul-2021
Pivot 1 day 3 day
R1 0.7422 0.7444
PP 0.7416 0.7431
S1 0.7410 0.7418

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

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