CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 0.7129 0.7068 -0.0061 -0.9% 0.7100
High 0.7161 0.7079 -0.0082 -1.1% 0.7163
Low 0.7043 0.7007 -0.0036 -0.5% 0.7026
Close 0.7064 0.7030 -0.0034 -0.5% 0.7138
Range 0.0118 0.0072 -0.0046 -39.0% 0.0137
ATR 0.0061 0.0062 0.0001 1.3% 0.0000
Volume 162 37 -125 -77.2% 183
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7255 0.7214 0.7070
R3 0.7183 0.7142 0.7050
R2 0.7111 0.7111 0.7043
R1 0.7070 0.7070 0.7037 0.7055
PP 0.7039 0.7039 0.7039 0.7031
S1 0.6998 0.6998 0.7023 0.6983
S2 0.6967 0.6967 0.7017
S3 0.6895 0.6926 0.7010
S4 0.6823 0.6854 0.6990
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7520 0.7466 0.7213
R3 0.7383 0.7329 0.7176
R2 0.7246 0.7246 0.7163
R1 0.7192 0.7192 0.7151 0.7219
PP 0.7109 0.7109 0.7109 0.7123
S1 0.7055 0.7055 0.7125 0.7082
S2 0.6972 0.6972 0.7113
S3 0.6835 0.6918 0.7100
S4 0.6698 0.6781 0.7063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7163 0.7007 0.0156 2.2% 0.0064 0.9% 15% False True 54
10 0.7163 0.7007 0.0156 2.2% 0.0057 0.8% 15% False True 46
20 0.7246 0.7007 0.0239 3.4% 0.0058 0.8% 10% False True 32
40 0.7348 0.7007 0.0341 4.9% 0.0064 0.9% 7% False True 26
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7385
2.618 0.7267
1.618 0.7195
1.000 0.7151
0.618 0.7123
HIGH 0.7079
0.618 0.7051
0.500 0.7043
0.382 0.7035
LOW 0.7007
0.618 0.6963
1.000 0.6935
1.618 0.6891
2.618 0.6819
4.250 0.6701
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 0.7043 0.7084
PP 0.7039 0.7066
S1 0.7034 0.7048

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

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