CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 0.7280 0.7247 -0.0033 -0.5% 0.7141
High 0.7283 0.7320 0.0037 0.5% 0.7320
Low 0.7238 0.7226 -0.0012 -0.2% 0.7138
Close 0.7241 0.7316 0.0075 1.0% 0.7316
Range 0.0045 0.0094 0.0049 108.9% 0.0182
ATR 0.0059 0.0061 0.0003 4.3% 0.0000
Volume 283 465 182 64.3% 2,448
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7569 0.7536 0.7367
R3 0.7475 0.7442 0.7341
R2 0.7381 0.7381 0.7333
R1 0.7348 0.7348 0.7324 0.7365
PP 0.7287 0.7287 0.7287 0.7295
S1 0.7254 0.7254 0.7307 0.7271
S2 0.7193 0.7193 0.7298
S3 0.7099 0.7160 0.7290
S4 0.7005 0.7066 0.7264
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7804 0.7742 0.7416
R3 0.7622 0.7560 0.7366
R2 0.7440 0.7440 0.7349
R1 0.7378 0.7378 0.7332 0.7409
PP 0.7258 0.7258 0.7258 0.7273
S1 0.7196 0.7196 0.7299 0.7227
S2 0.7076 0.7076 0.7282
S3 0.6894 0.7014 0.7265
S4 0.6712 0.6832 0.7215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7320 0.7138 0.0182 2.5% 0.0067 0.9% 98% True False 489
10 0.7377 0.7111 0.0266 3.6% 0.0067 0.9% 77% False False 400
20 0.7430 0.7111 0.0319 4.4% 0.0058 0.8% 64% False False 240
40 0.7603 0.7111 0.0493 6.7% 0.0061 0.8% 42% False False 143
60 0.7779 0.7111 0.0669 9.1% 0.0059 0.8% 31% False False 111
80 0.7895 0.7111 0.0785 10.7% 0.0060 0.8% 26% False False 89
100 0.7895 0.7111 0.0785 10.7% 0.0059 0.8% 26% False False 72
120 0.7895 0.7111 0.0785 10.7% 0.0059 0.8% 26% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7720
2.618 0.7566
1.618 0.7472
1.000 0.7414
0.618 0.7378
HIGH 0.7320
0.618 0.7284
0.500 0.7273
0.382 0.7262
LOW 0.7226
0.618 0.7168
1.000 0.7132
1.618 0.7074
2.618 0.6980
4.250 0.6827
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 0.7301 0.7301
PP 0.7287 0.7287
S1 0.7273 0.7273

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

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