CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 0.7167 0.7089 -0.0078 -1.1% 0.7235
High 0.7170 0.7099 -0.0071 -1.0% 0.7238
Low 0.7062 0.7075 0.0013 0.2% 0.7062
Close 0.7095 0.7089 -0.0006 -0.1% 0.7089
Range 0.0108 0.0024 -0.0084 -77.8% 0.0176
ATR 0.0064 0.0061 -0.0003 -4.5% 0.0000
Volume 47 49 2 4.3% 130
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7160 0.7148 0.7102
R3 0.7136 0.7124 0.7096
R2 0.7112 0.7112 0.7093
R1 0.7100 0.7100 0.7091 0.7101
PP 0.7088 0.7088 0.7088 0.7088
S1 0.7076 0.7076 0.7087 0.7077
S2 0.7064 0.7064 0.7085
S3 0.7040 0.7052 0.7082
S4 0.7016 0.7028 0.7076
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7658 0.7549 0.7186
R3 0.7482 0.7373 0.7137
R2 0.7306 0.7306 0.7121
R1 0.7197 0.7197 0.7105 0.7164
PP 0.7130 0.7130 0.7130 0.7113
S1 0.7021 0.7021 0.7073 0.6988
S2 0.6954 0.6954 0.7057
S3 0.6778 0.6845 0.7041
S4 0.6602 0.6669 0.6992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7238 0.7062 0.0176 2.5% 0.0051 0.7% 15% False False 26
10 0.7246 0.7062 0.0184 2.6% 0.0057 0.8% 15% False False 21
20 0.7326 0.7011 0.0315 4.4% 0.0064 0.9% 25% False False 19
40 0.7414 0.7011 0.0403 5.7% 0.0061 0.9% 19% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.7201
2.618 0.7162
1.618 0.7138
1.000 0.7123
0.618 0.7114
HIGH 0.7099
0.618 0.7090
0.500 0.7087
0.382 0.7084
LOW 0.7075
0.618 0.7060
1.000 0.7051
1.618 0.7036
2.618 0.7012
4.250 0.6973
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 0.7088 0.7128
PP 0.7088 0.7115
S1 0.7087 0.7102

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

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