CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 0.7273 0.7277 0.0004 0.1% 0.7295
High 0.7308 0.7308 0.0000 0.0% 0.7327
Low 0.7265 0.7270 0.0005 0.1% 0.7199
Close 0.7278 0.7296 0.0018 0.2% 0.7278
Range 0.0043 0.0038 -0.0005 -11.6% 0.0128
ATR 0.0061 0.0060 -0.0002 -2.7% 0.0000
Volume 37 15 -22 -59.5% 112
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7405 0.7389 0.7317
R3 0.7367 0.7351 0.7306
R2 0.7329 0.7329 0.7303
R1 0.7313 0.7313 0.7299 0.7321
PP 0.7291 0.7291 0.7291 0.7296
S1 0.7275 0.7275 0.7293 0.7283
S2 0.7253 0.7253 0.7289
S3 0.7215 0.7237 0.7286
S4 0.7177 0.7199 0.7275
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7652 0.7593 0.7348
R3 0.7524 0.7465 0.7313
R2 0.7396 0.7396 0.7301
R1 0.7337 0.7337 0.7290 0.7303
PP 0.7268 0.7268 0.7268 0.7251
S1 0.7209 0.7209 0.7266 0.7175
S2 0.7140 0.7140 0.7255
S3 0.7012 0.7081 0.7243
S4 0.6884 0.6953 0.7208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7327 0.7199 0.0128 1.8% 0.0068 0.9% 76% False False 25
10 0.7414 0.7199 0.0215 2.9% 0.0064 0.9% 45% False False 17
20 0.7414 0.7145 0.0269 3.7% 0.0055 0.8% 56% False False 12
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7470
2.618 0.7407
1.618 0.7369
1.000 0.7346
0.618 0.7331
HIGH 0.7308
0.618 0.7293
0.500 0.7289
0.382 0.7285
LOW 0.7270
0.618 0.7247
1.000 0.7232
1.618 0.7209
2.618 0.7171
4.250 0.7109
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 0.7294 0.7294
PP 0.7291 0.7292
S1 0.7289 0.7290

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

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