CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 0.7045 0.7088 0.0043 0.6% 0.7311
High 0.7077 0.7140 0.0063 0.9% 0.7326
Low 0.7038 0.7079 0.0041 0.6% 0.7011
Close 0.7072 0.7132 0.0060 0.8% 0.7028
Range 0.0039 0.0061 0.0022 56.4% 0.0315
ATR 0.0067 0.0067 0.0000 0.1% 0.0000
Volume 6 17 11 183.3% 111
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7300 0.7277 0.7166
R3 0.7239 0.7216 0.7149
R2 0.7178 0.7178 0.7143
R1 0.7155 0.7155 0.7138 0.7167
PP 0.7117 0.7117 0.7117 0.7123
S1 0.7094 0.7094 0.7126 0.7106
S2 0.7056 0.7056 0.7121
S3 0.6995 0.7033 0.7115
S4 0.6934 0.6972 0.7098
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.8067 0.7862 0.7201
R3 0.7752 0.7547 0.7115
R2 0.7437 0.7437 0.7086
R1 0.7232 0.7232 0.7057 0.7177
PP 0.7122 0.7122 0.7122 0.7094
S1 0.6917 0.6917 0.6999 0.6862
S2 0.6807 0.6807 0.6970
S3 0.6492 0.6602 0.6941
S4 0.6177 0.6287 0.6855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7180 0.7011 0.0169 2.4% 0.0069 1.0% 72% False False 18
10 0.7348 0.7011 0.0337 4.7% 0.0072 1.0% 36% False False 23
20 0.7414 0.7011 0.0403 5.7% 0.0069 1.0% 30% False False 21
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7399
2.618 0.7300
1.618 0.7239
1.000 0.7201
0.618 0.7178
HIGH 0.7140
0.618 0.7117
0.500 0.7110
0.382 0.7102
LOW 0.7079
0.618 0.7041
1.000 0.7018
1.618 0.6980
2.618 0.6919
4.250 0.6820
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 0.7125 0.7113
PP 0.7117 0.7094
S1 0.7110 0.7076

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

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