CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 06-Aug-2021
Day Change Summary
Previous Current
05-Aug-2021 06-Aug-2021 Change Change % Previous Week
Open 0.7390 0.7409 0.0019 0.3% 0.7342
High 0.7419 0.7410 -0.0010 -0.1% 0.7430
Low 0.7381 0.7351 -0.0030 -0.4% 0.7334
Close 0.7408 0.7355 -0.0053 -0.7% 0.7355
Range 0.0038 0.0059 0.0021 53.9% 0.0096
ATR 0.0057 0.0057 0.0000 0.1% 0.0000
Volume 39 166 127 325.6% 423
Daily Pivots for day following 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7547 0.7510 0.7387
R3 0.7489 0.7451 0.7371
R2 0.7430 0.7430 0.7366
R1 0.7393 0.7393 0.7360 0.7382
PP 0.7372 0.7372 0.7372 0.7367
S1 0.7334 0.7334 0.7350 0.7324
S2 0.7313 0.7313 0.7344
S3 0.7255 0.7276 0.7339
S4 0.7196 0.7217 0.7323
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7661 0.7604 0.7408
R3 0.7565 0.7508 0.7381
R2 0.7469 0.7469 0.7373
R1 0.7412 0.7412 0.7364 0.7440
PP 0.7373 0.7373 0.7373 0.7387
S1 0.7316 0.7316 0.7346 0.7344
S2 0.7277 0.7277 0.7337
S3 0.7181 0.7220 0.7329
S4 0.7085 0.7124 0.7302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7430 0.7334 0.0096 1.3% 0.0051 0.7% 22% False False 84
10 0.7430 0.7323 0.0107 1.5% 0.0055 0.7% 30% False False 63
20 0.7507 0.7294 0.0213 2.9% 0.0057 0.8% 29% False False 56
40 0.7779 0.7294 0.0485 6.6% 0.0061 0.8% 13% False False 50
60 0.7818 0.7294 0.0524 7.1% 0.0058 0.8% 12% False False 44
80 0.7895 0.7294 0.0601 8.2% 0.0059 0.8% 10% False False 35
100 0.7895 0.7294 0.0601 8.2% 0.0059 0.8% 10% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7658
2.618 0.7563
1.618 0.7504
1.000 0.7468
0.618 0.7446
HIGH 0.7410
0.618 0.7387
0.500 0.7380
0.382 0.7373
LOW 0.7351
0.618 0.7315
1.000 0.7293
1.618 0.7256
2.618 0.7198
4.250 0.7102
Fisher Pivots for day following 06-Aug-2021
Pivot 1 day 3 day
R1 0.7380 0.7390
PP 0.7372 0.7379
S1 0.7363 0.7367

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

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