CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 0.7088 0.7151 0.0063 0.9% 0.7311
High 0.7140 0.7177 0.0037 0.5% 0.7326
Low 0.7079 0.7105 0.0026 0.4% 0.7011
Close 0.7132 0.7165 0.0033 0.5% 0.7028
Range 0.0061 0.0072 0.0011 18.0% 0.0315
ATR 0.0067 0.0068 0.0000 0.5% 0.0000
Volume 17 4 -13 -76.5% 111
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7365 0.7337 0.7205
R3 0.7293 0.7265 0.7185
R2 0.7221 0.7221 0.7178
R1 0.7193 0.7193 0.7172 0.7207
PP 0.7149 0.7149 0.7149 0.7156
S1 0.7121 0.7121 0.7158 0.7135
S2 0.7077 0.7077 0.7152
S3 0.7005 0.7049 0.7145
S4 0.6933 0.6977 0.7125
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 0.7177 0.7011 0.0166 2.3% 0.0062 0.9% 93% True False 14
10 0.7337 0.7011 0.0326 4.5% 0.0073 1.0% 47% False False 21
20 0.7375 0.7011 0.0364 5.1% 0.0070 1.0% 42% False False 20
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7483
2.618 0.7365
1.618 0.7293
1.000 0.7249
0.618 0.7221
HIGH 0.7177
0.618 0.7149
0.500 0.7141
0.382 0.7133
LOW 0.7105
0.618 0.7061
1.000 0.7033
1.618 0.6989
2.618 0.6917
4.250 0.6799
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 0.7157 0.7146
PP 0.7149 0.7127
S1 0.7141 0.7108

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

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