CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 0.7124 0.7130 0.0006 0.1% 0.7100
High 0.7163 0.7150 -0.0013 -0.2% 0.7163
Low 0.7107 0.7108 0.0001 0.0% 0.7026
Close 0.7138 0.7130 -0.0008 -0.1% 0.7138
Range 0.0056 0.0042 -0.0014 -25.0% 0.0137
ATR 0.0060 0.0059 -0.0001 -2.1% 0.0000
Volume 35 18 -17 -48.6% 183
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7255 0.7235 0.7153
R3 0.7213 0.7193 0.7142
R2 0.7171 0.7171 0.7138
R1 0.7151 0.7151 0.7134 0.7151
PP 0.7129 0.7129 0.7129 0.7130
S1 0.7109 0.7109 0.7126 0.7109
S2 0.7087 0.7087 0.7122
S3 0.7045 0.7067 0.7118
S4 0.7003 0.7025 0.7107
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7520 0.7466 0.7213
R3 0.7383 0.7329 0.7176
R2 0.7246 0.7246 0.7163
R1 0.7192 0.7192 0.7151 0.7219
PP 0.7109 0.7109 0.7109 0.7123
S1 0.7055 0.7055 0.7125 0.7082
S2 0.6972 0.6972 0.7113
S3 0.6835 0.6918 0.7100
S4 0.6698 0.6781 0.7063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7163 0.7026 0.0137 1.9% 0.0053 0.7% 76% False False 30
10 0.7212 0.7026 0.0186 2.6% 0.0055 0.8% 56% False False 31
20 0.7246 0.7026 0.0220 3.1% 0.0056 0.8% 47% False False 23
40 0.7414 0.7011 0.0403 5.7% 0.0062 0.9% 30% False False 22
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7329
2.618 0.7260
1.618 0.7218
1.000 0.7192
0.618 0.7176
HIGH 0.7150
0.618 0.7134
0.500 0.7129
0.382 0.7124
LOW 0.7108
0.618 0.7082
1.000 0.7066
1.618 0.7040
2.618 0.6998
4.250 0.6930
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 0.7130 0.7129
PP 0.7129 0.7128
S1 0.7129 0.7127

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

View Archives - Comment on this page... - Back to Index of Symbols