CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 0.7391 0.7375 -0.0016 -0.2% 0.7168
High 0.7398 0.7414 0.0016 0.2% 0.7360
Low 0.7345 0.7365 0.0020 0.3% 0.7155
Close 0.7391 0.7370 -0.0021 -0.3% 0.7359
Range 0.0053 0.0049 -0.0004 -7.5% 0.0205
ATR 0.0000 0.0054 0.0054 0.0000
Volume 1 30 29 2,900.0% 5
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7530 0.7499 0.7397
R3 0.7481 0.7450 0.7383
R2 0.7432 0.7432 0.7379
R1 0.7401 0.7401 0.7374 0.7392
PP 0.7383 0.7383 0.7383 0.7379
S1 0.7352 0.7352 0.7366 0.7343
S2 0.7334 0.7334 0.7361
S3 0.7285 0.7303 0.7357
S4 0.7236 0.7254 0.7343
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 0.7414 0.7194 0.0220 3.0% 0.0045 0.6% 80% True False 7
10 0.7414 0.7145 0.0269 3.6% 0.0051 0.7% 84% True False 6
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7622
2.618 0.7542
1.618 0.7493
1.000 0.7463
0.618 0.7444
HIGH 0.7414
0.618 0.7395
0.500 0.7390
0.382 0.7384
LOW 0.7365
0.618 0.7335
1.000 0.7316
1.618 0.7286
2.618 0.7237
4.250 0.7157
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 0.7390 0.7366
PP 0.7383 0.7362
S1 0.7377 0.7358

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

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