CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 0.7322 0.7311 -0.0011 -0.2% 0.7277
High 0.7337 0.7326 -0.0011 -0.1% 0.7348
Low 0.7288 0.7202 -0.0086 -1.2% 0.7259
Close 0.7303 0.7211 -0.0092 -1.3% 0.7303
Range 0.0049 0.0124 0.0075 153.1% 0.0089
ATR 0.0060 0.0064 0.0005 7.7% 0.0000
Volume 28 22 -6 -21.4% 143
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7618 0.7539 0.7279
R3 0.7494 0.7415 0.7245
R2 0.7370 0.7370 0.7234
R1 0.7291 0.7291 0.7222 0.7269
PP 0.7246 0.7246 0.7246 0.7235
S1 0.7167 0.7167 0.7200 0.7145
S2 0.7122 0.7122 0.7188
S3 0.6998 0.7043 0.7177
S4 0.6874 0.6919 0.7143
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7570 0.7526 0.7352
R3 0.7481 0.7437 0.7327
R2 0.7392 0.7392 0.7319
R1 0.7348 0.7348 0.7311 0.7370
PP 0.7303 0.7303 0.7303 0.7315
S1 0.7259 0.7259 0.7295 0.7281
S2 0.7214 0.7214 0.7287
S3 0.7125 0.7170 0.7279
S4 0.7036 0.7081 0.7254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7348 0.7202 0.0146 2.0% 0.0074 1.0% 6% False True 30
10 0.7348 0.7199 0.0149 2.1% 0.0071 1.0% 8% False False 27
20 0.7414 0.7155 0.0259 3.6% 0.0061 0.8% 22% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7853
2.618 0.7651
1.618 0.7527
1.000 0.7450
0.618 0.7403
HIGH 0.7326
0.618 0.7279
0.500 0.7264
0.382 0.7249
LOW 0.7202
0.618 0.7125
1.000 0.7078
1.618 0.7001
2.618 0.6877
4.250 0.6675
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 0.7264 0.7270
PP 0.7246 0.7250
S1 0.7229 0.7231

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

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