CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 0.7304 0.7391 0.0087 1.2% 0.7168
High 0.7360 0.7398 0.0038 0.5% 0.7360
Low 0.7302 0.7345 0.0043 0.6% 0.7155
Close 0.7359 0.7391 0.0032 0.4% 0.7359
Range 0.0058 0.0053 -0.0005 -8.6% 0.0205
ATR
Volume 2 1 -1 -50.0% 5
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7537 0.7517 0.7420
R3 0.7484 0.7464 0.7406
R2 0.7431 0.7431 0.7401
R1 0.7411 0.7411 0.7396 0.7418
PP 0.7378 0.7378 0.7378 0.7381
S1 0.7358 0.7358 0.7386 0.7365
S2 0.7325 0.7325 0.7381
S3 0.7272 0.7305 0.7376
S4 0.7219 0.7252 0.7362
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7906 0.7838 0.7472
R3 0.7701 0.7633 0.7415
R2 0.7496 0.7496 0.7397
R1 0.7428 0.7428 0.7378 0.7462
PP 0.7291 0.7291 0.7291 0.7309
S1 0.7223 0.7223 0.7340 0.7257
S2 0.7086 0.7086 0.7321
S3 0.6881 0.7018 0.7303
S4 0.6676 0.6813 0.7246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7398 0.7155 0.0243 3.3% 0.0044 0.6% 97% True False 1
10 0.7398 0.7145 0.0253 3.4% 0.0050 0.7% 97% True False 4
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7623
2.618 0.7537
1.618 0.7484
1.000 0.7451
0.618 0.7431
HIGH 0.7398
0.618 0.7378
0.500 0.7372
0.382 0.7365
LOW 0.7345
0.618 0.7312
1.000 0.7292
1.618 0.7259
2.618 0.7206
4.250 0.7120
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 0.7385 0.7371
PP 0.7378 0.7350
S1 0.7372 0.7330

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

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