CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 0.7293 0.7295 0.0002 0.0% 0.7295
High 0.7345 0.7348 0.0003 0.0% 0.7327
Low 0.7272 0.7284 0.0012 0.2% 0.7199
Close 0.7312 0.7300 -0.0012 -0.2% 0.7278
Range 0.0073 0.0064 -0.0009 -12.3% 0.0128
ATR 0.0061 0.0061 0.0000 0.4% 0.0000
Volume 32 23 -9 -28.1% 112
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7503 0.7465 0.7335
R3 0.7439 0.7401 0.7318
R2 0.7375 0.7375 0.7312
R1 0.7337 0.7337 0.7306 0.7356
PP 0.7311 0.7311 0.7311 0.7320
S1 0.7273 0.7273 0.7294 0.7292
S2 0.7247 0.7247 0.7288
S3 0.7183 0.7209 0.7282
S4 0.7119 0.7145 0.7265
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 0.7348 0.7253 0.0095 1.3% 0.0058 0.8% 49% True False 23
10 0.7375 0.7199 0.0176 2.4% 0.0068 0.9% 57% False False 19
20 0.7414 0.7145 0.0269 3.7% 0.0059 0.8% 58% False False 13
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7620
2.618 0.7516
1.618 0.7452
1.000 0.7412
0.618 0.7388
HIGH 0.7348
0.618 0.7324
0.500 0.7316
0.382 0.7308
LOW 0.7284
0.618 0.7244
1.000 0.7220
1.618 0.7180
2.618 0.7116
4.250 0.7012
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 0.7316 0.7309
PP 0.7311 0.7306
S1 0.7305 0.7303

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

View Archives - Comment on this page... - Back to Index of Symbols