CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 0.7180 0.7188 0.0008 0.1% 0.7188
High 0.7212 0.7193 -0.0019 -0.3% 0.7246
Low 0.7155 0.7157 0.0002 0.0% 0.7101
Close 0.7158 0.7169 0.0011 0.2% 0.7236
Range 0.0057 0.0036 -0.0021 -36.8% 0.0145
ATR 0.0063 0.0061 -0.0002 -3.0% 0.0000
Volume 15 5 -10 -66.7% 83
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7281 0.7261 0.7189
R3 0.7245 0.7225 0.7179
R2 0.7209 0.7209 0.7176
R1 0.7189 0.7189 0.7172 0.7181
PP 0.7173 0.7173 0.7173 0.7169
S1 0.7153 0.7153 0.7166 0.7145
S2 0.7137 0.7137 0.7162
S3 0.7101 0.7117 0.7159
S4 0.7065 0.7081 0.7149
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7629 0.7578 0.7316
R3 0.7484 0.7433 0.7276
R2 0.7339 0.7339 0.7263
R1 0.7288 0.7288 0.7249 0.7314
PP 0.7194 0.7194 0.7194 0.7207
S1 0.7143 0.7143 0.7223 0.7169
S2 0.7049 0.7049 0.7209
S3 0.6904 0.6998 0.7196
S4 0.6759 0.6853 0.7156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7246 0.7128 0.0118 1.6% 0.0049 0.7% 35% False False 12
10 0.7246 0.7101 0.0145 2.0% 0.0053 0.7% 47% False False 14
20 0.7337 0.7011 0.0326 4.5% 0.0063 0.9% 48% False False 17
40 0.7414 0.7011 0.0403 5.6% 0.0061 0.9% 39% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7346
2.618 0.7287
1.618 0.7251
1.000 0.7229
0.618 0.7215
HIGH 0.7193
0.618 0.7179
0.500 0.7175
0.382 0.7171
LOW 0.7157
0.618 0.7135
1.000 0.7121
1.618 0.7099
2.618 0.7063
4.250 0.7004
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 0.7175 0.7197
PP 0.7173 0.7187
S1 0.7171 0.7178

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

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