CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 30-Aug-2021
Day Change Summary
Previous Current
27-Aug-2021 30-Aug-2021 Change Change % Previous Week
Open 0.7247 0.7319 0.0072 1.0% 0.7141
High 0.7320 0.7322 0.0002 0.0% 0.7320
Low 0.7226 0.7289 0.0063 0.9% 0.7138
Close 0.7316 0.7302 -0.0014 -0.2% 0.7316
Range 0.0094 0.0033 -0.0061 -64.9% 0.0182
ATR 0.0061 0.0059 -0.0002 -3.3% 0.0000
Volume 465 895 430 92.5% 2,448
Daily Pivots for day following 30-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7403 0.7385 0.7320
R3 0.7370 0.7352 0.7311
R2 0.7337 0.7337 0.7308
R1 0.7319 0.7319 0.7305 0.7312
PP 0.7304 0.7304 0.7304 0.7300
S1 0.7286 0.7286 0.7298 0.7279
S2 0.7271 0.7271 0.7295
S3 0.7238 0.7253 0.7292
S4 0.7205 0.7220 0.7283
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 0.7322 0.7204 0.0118 1.6% 0.0057 0.8% 83% True False 583
10 0.7345 0.7111 0.0234 3.2% 0.0065 0.9% 82% False False 481
20 0.7430 0.7111 0.0319 4.4% 0.0057 0.8% 60% False False 283
40 0.7603 0.7111 0.0493 6.7% 0.0060 0.8% 39% False False 165
60 0.7779 0.7111 0.0669 9.2% 0.0058 0.8% 29% False False 125
80 0.7895 0.7111 0.0785 10.7% 0.0059 0.8% 24% False False 100
100 0.7895 0.7111 0.0785 10.7% 0.0059 0.8% 24% False False 80
120 0.7895 0.7111 0.0785 10.7% 0.0059 0.8% 24% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.7462
2.618 0.7408
1.618 0.7375
1.000 0.7355
0.618 0.7342
HIGH 0.7322
0.618 0.7309
0.500 0.7306
0.382 0.7302
LOW 0.7289
0.618 0.7269
1.000 0.7256
1.618 0.7236
2.618 0.7203
4.250 0.7149
Fisher Pivots for day following 30-Aug-2021
Pivot 1 day 3 day
R1 0.7306 0.7292
PP 0.7304 0.7283
S1 0.7303 0.7274

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

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