CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 20-Jul-2021
Day Change Summary
Previous Current
19-Jul-2021 20-Jul-2021 Change Change % Previous Week
Open 0.7401 0.7350 -0.0051 -0.7% 0.7496
High 0.7401 0.7360 -0.0041 -0.6% 0.7507
Low 0.7328 0.7305 -0.0023 -0.3% 0.7398
Close 0.7333 0.7334 0.0002 0.0% 0.7405
Range 0.0074 0.0056 -0.0018 -24.5% 0.0110
ATR 0.0064 0.0064 -0.0001 -1.0% 0.0000
Volume 57 44 -13 -22.8% 237
Daily Pivots for day following 20-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7499 0.7472 0.7365
R3 0.7444 0.7417 0.7349
R2 0.7388 0.7388 0.7344
R1 0.7361 0.7361 0.7339 0.7347
PP 0.7333 0.7333 0.7333 0.7326
S1 0.7306 0.7306 0.7329 0.7292
S2 0.7277 0.7277 0.7324
S3 0.7222 0.7250 0.7319
S4 0.7166 0.7195 0.7303
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 0.7491 0.7305 0.0187 2.5% 0.0061 0.8% 16% False True 41
10 0.7537 0.7305 0.0233 3.2% 0.0065 0.9% 13% False True 43
20 0.7621 0.7305 0.0317 4.3% 0.0061 0.8% 9% False True 42
40 0.7800 0.7305 0.0496 6.8% 0.0060 0.8% 6% False True 44
60 0.7895 0.7305 0.0591 8.1% 0.0059 0.8% 5% False True 33
80 0.7895 0.7305 0.0591 8.1% 0.0059 0.8% 5% False True 25
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7596
2.618 0.7505
1.618 0.7450
1.000 0.7416
0.618 0.7394
HIGH 0.7360
0.618 0.7339
0.500 0.7332
0.382 0.7326
LOW 0.7305
0.618 0.7270
1.000 0.7249
1.618 0.7215
2.618 0.7159
4.250 0.7069
Fisher Pivots for day following 20-Jul-2021
Pivot 1 day 3 day
R1 0.7333 0.7375
PP 0.7333 0.7362
S1 0.7332 0.7348

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

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