CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 29-Jul-2021
Day Change Summary
Previous Current
28-Jul-2021 29-Jul-2021 Change Change % Previous Week
Open 0.7356 0.7381 0.0025 0.3% 0.7401
High 0.7385 0.7417 0.0033 0.4% 0.7401
Low 0.7323 0.7365 0.0042 0.6% 0.7294
Close 0.7373 0.7406 0.0033 0.4% 0.7369
Range 0.0062 0.0053 -0.0010 -15.3% 0.0107
ATR 0.0060 0.0060 -0.0001 -0.9% 0.0000
Volume 41 59 18 43.9% 263
Daily Pivots for day following 29-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7553 0.7532 0.7434
R3 0.7501 0.7479 0.7420
R2 0.7448 0.7448 0.7415
R1 0.7427 0.7427 0.7410 0.7438
PP 0.7396 0.7396 0.7396 0.7401
S1 0.7374 0.7374 0.7401 0.7385
S2 0.7343 0.7343 0.7396
S3 0.7291 0.7322 0.7391
S4 0.7238 0.7269 0.7377
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7676 0.7629 0.7427
R3 0.7569 0.7522 0.7398
R2 0.7462 0.7462 0.7388
R1 0.7415 0.7415 0.7378 0.7385
PP 0.7355 0.7355 0.7355 0.7339
S1 0.7308 0.7308 0.7359 0.7278
S2 0.7248 0.7248 0.7349
S3 0.7141 0.7201 0.7339
S4 0.7034 0.7094 0.7310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7417 0.7323 0.0095 1.3% 0.0051 0.7% 88% True False 36
10 0.7446 0.7294 0.0152 2.1% 0.0056 0.8% 73% False False 45
20 0.7603 0.7294 0.0309 4.2% 0.0064 0.9% 36% False False 46
40 0.7779 0.7294 0.0485 6.5% 0.0060 0.8% 23% False False 45
60 0.7895 0.7294 0.0601 8.1% 0.0060 0.8% 19% False False 37
80 0.7895 0.7294 0.0601 8.1% 0.0059 0.8% 19% False False 29
100 0.7895 0.7294 0.0601 8.1% 0.0059 0.8% 19% False False 24
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7640
2.618 0.7554
1.618 0.7502
1.000 0.7470
0.618 0.7449
HIGH 0.7417
0.618 0.7397
0.500 0.7391
0.382 0.7385
LOW 0.7365
0.618 0.7332
1.000 0.7312
1.618 0.7280
2.618 0.7227
4.250 0.7141
Fisher Pivots for day following 29-Jul-2021
Pivot 1 day 3 day
R1 0.7401 0.7394
PP 0.7396 0.7382
S1 0.7391 0.7370

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

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