CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 18-Aug-2021
Day Change Summary
Previous Current
17-Aug-2021 18-Aug-2021 Change Change % Previous Week
Open 0.7335 0.7259 -0.0076 -1.0% 0.7359
High 0.7345 0.7273 -0.0072 -1.0% 0.7394
Low 0.7247 0.7234 -0.0014 -0.2% 0.7320
Close 0.7256 0.7248 -0.0008 -0.1% 0.7377
Range 0.0098 0.0039 -0.0059 -60.0% 0.0074
ATR 0.0057 0.0056 -0.0001 -2.3% 0.0000
Volume 368 309 -59 -16.0% 375
Daily Pivots for day following 18-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7368 0.7347 0.7269
R3 0.7329 0.7308 0.7259
R2 0.7290 0.7290 0.7255
R1 0.7269 0.7269 0.7252 0.7260
PP 0.7251 0.7251 0.7251 0.7247
S1 0.7230 0.7230 0.7244 0.7221
S2 0.7212 0.7212 0.7241
S3 0.7173 0.7191 0.7237
S4 0.7134 0.7152 0.7227
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 0.7385 0.7234 0.0152 2.1% 0.0056 0.8% 10% False True 165
10 0.7419 0.7234 0.0186 2.6% 0.0051 0.7% 8% False True 134
20 0.7430 0.7234 0.0196 2.7% 0.0053 0.7% 7% False True 93
40 0.7621 0.7234 0.0388 5.3% 0.0057 0.8% 4% False True 68
60 0.7800 0.7234 0.0567 7.8% 0.0058 0.8% 3% False True 61
80 0.7895 0.7234 0.0662 9.1% 0.0058 0.8% 2% False True 49
100 0.7895 0.7234 0.0662 9.1% 0.0059 0.8% 2% False True 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7438
2.618 0.7375
1.618 0.7336
1.000 0.7312
0.618 0.7297
HIGH 0.7273
0.618 0.7258
0.500 0.7253
0.382 0.7248
LOW 0.7234
0.618 0.7209
1.000 0.7195
1.618 0.7170
2.618 0.7131
4.250 0.7068
Fisher Pivots for day following 18-Aug-2021
Pivot 1 day 3 day
R1 0.7253 0.7305
PP 0.7251 0.7286
S1 0.7250 0.7267

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

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