CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 0.7277 0.7293 0.0016 0.2% 0.7295
High 0.7308 0.7345 0.0037 0.5% 0.7327
Low 0.7270 0.7272 0.0002 0.0% 0.7199
Close 0.7296 0.7312 0.0016 0.2% 0.7278
Range 0.0038 0.0073 0.0035 92.1% 0.0128
ATR 0.0060 0.0061 0.0001 1.6% 0.0000
Volume 15 32 17 113.3% 112
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7529 0.7493 0.7352
R3 0.7456 0.7420 0.7332
R2 0.7383 0.7383 0.7325
R1 0.7347 0.7347 0.7319 0.7365
PP 0.7310 0.7310 0.7310 0.7319
S1 0.7274 0.7274 0.7305 0.7292
S2 0.7237 0.7237 0.7299
S3 0.7164 0.7201 0.7292
S4 0.7091 0.7128 0.7272
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 0.7345 0.7199 0.0146 2.0% 0.0064 0.9% 77% True False 22
10 0.7414 0.7199 0.0215 2.9% 0.0066 0.9% 53% False False 20
20 0.7414 0.7145 0.0269 3.7% 0.0058 0.8% 62% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7655
2.618 0.7536
1.618 0.7463
1.000 0.7418
0.618 0.7390
HIGH 0.7345
0.618 0.7317
0.500 0.7309
0.382 0.7300
LOW 0.7272
0.618 0.7227
1.000 0.7199
1.618 0.7154
2.618 0.7081
4.250 0.6962
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 0.7311 0.7310
PP 0.7310 0.7307
S1 0.7309 0.7305

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

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