CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 20-Aug-2021
Day Change Summary
Previous Current
19-Aug-2021 20-Aug-2021 Change Change % Previous Week
Open 0.7244 0.7152 -0.0092 -1.3% 0.7374
High 0.7246 0.7160 -0.0087 -1.2% 0.7377
Low 0.7147 0.7111 -0.0037 -0.5% 0.7111
Close 0.7154 0.7140 -0.0014 -0.2% 0.7140
Range 0.0099 0.0049 -0.0050 -50.5% 0.0266
ATR 0.0059 0.0058 -0.0001 -1.2% 0.0000
Volume 503 290 -213 -42.3% 1,559
Daily Pivots for day following 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7284 0.7261 0.7167
R3 0.7235 0.7212 0.7153
R2 0.7186 0.7186 0.7149
R1 0.7163 0.7163 0.7144 0.7150
PP 0.7137 0.7137 0.7137 0.7130
S1 0.7114 0.7114 0.7136 0.7101
S2 0.7088 0.7088 0.7131
S3 0.7039 0.7065 0.7127
S4 0.6990 0.7016 0.7113
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8007 0.7840 0.7286
R3 0.7741 0.7574 0.7213
R2 0.7475 0.7475 0.7189
R1 0.7308 0.7308 0.7164 0.7258
PP 0.7209 0.7209 0.7209 0.7184
S1 0.7042 0.7042 0.7116 0.6992
S2 0.6943 0.6943 0.7091
S3 0.6677 0.6776 0.7067
S4 0.6411 0.6510 0.6994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7377 0.7111 0.0266 3.7% 0.0068 0.9% 11% False True 311
10 0.7394 0.7111 0.0283 4.0% 0.0057 0.8% 10% False True 193
20 0.7430 0.7111 0.0319 4.5% 0.0056 0.8% 9% False True 128
40 0.7621 0.7111 0.0511 7.1% 0.0059 0.8% 6% False True 86
60 0.7779 0.7111 0.0669 9.4% 0.0059 0.8% 4% False True 74
80 0.7895 0.7111 0.0785 11.0% 0.0059 0.8% 4% False True 58
100 0.7895 0.7111 0.0785 11.0% 0.0059 0.8% 4% False True 47
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7368
2.618 0.7288
1.618 0.7239
1.000 0.7209
0.618 0.7190
HIGH 0.7160
0.618 0.7141
0.500 0.7135
0.382 0.7129
LOW 0.7111
0.618 0.7080
1.000 0.7062
1.618 0.7031
2.618 0.6982
4.250 0.6902
Fisher Pivots for day following 20-Aug-2021
Pivot 1 day 3 day
R1 0.7138 0.7192
PP 0.7137 0.7174
S1 0.7135 0.7157

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

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