CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 17-Aug-2021
Day Change Summary
Previous Current
16-Aug-2021 17-Aug-2021 Change Change % Previous Week
Open 0.7374 0.7335 -0.0039 -0.5% 0.7359
High 0.7377 0.7345 -0.0032 -0.4% 0.7394
Low 0.7324 0.7247 -0.0077 -1.0% 0.7320
Close 0.7340 0.7256 -0.0084 -1.1% 0.7377
Range 0.0053 0.0098 0.0045 84.0% 0.0074
ATR 0.0054 0.0057 0.0003 5.7% 0.0000
Volume 89 368 279 313.5% 375
Daily Pivots for day following 17-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7575 0.7513 0.7309
R3 0.7477 0.7415 0.7282
R2 0.7380 0.7380 0.7273
R1 0.7318 0.7318 0.7264 0.7300
PP 0.7282 0.7282 0.7282 0.7274
S1 0.7220 0.7220 0.7247 0.7203
S2 0.7185 0.7185 0.7238
S3 0.7087 0.7123 0.7229
S4 0.6990 0.7025 0.7202
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7584 0.7554 0.7417
R3 0.7511 0.7481 0.7397
R2 0.7437 0.7437 0.7390
R1 0.7407 0.7407 0.7384 0.7422
PP 0.7364 0.7364 0.7364 0.7371
S1 0.7334 0.7334 0.7370 0.7349
S2 0.7290 0.7290 0.7364
S3 0.7217 0.7260 0.7357
S4 0.7143 0.7187 0.7337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7394 0.7247 0.0147 2.0% 0.0061 0.8% 6% False True 107
10 0.7430 0.7247 0.0183 2.5% 0.0053 0.7% 5% False True 116
20 0.7430 0.7247 0.0183 2.5% 0.0054 0.7% 5% False True 81
40 0.7621 0.7247 0.0374 5.2% 0.0058 0.8% 2% False True 61
60 0.7800 0.7247 0.0553 7.6% 0.0058 0.8% 2% False True 56
80 0.7895 0.7247 0.0648 8.9% 0.0058 0.8% 1% False True 45
100 0.7895 0.7247 0.0648 8.9% 0.0058 0.8% 1% False True 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.7759
2.618 0.7600
1.618 0.7502
1.000 0.7442
0.618 0.7405
HIGH 0.7345
0.618 0.7307
0.500 0.7296
0.382 0.7284
LOW 0.7247
0.618 0.7187
1.000 0.7150
1.618 0.7089
2.618 0.6992
4.250 0.6833
Fisher Pivots for day following 17-Aug-2021
Pivot 1 day 3 day
R1 0.7296 0.7316
PP 0.7282 0.7296
S1 0.7269 0.7276

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

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