CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 0.7029 0.7025 -0.0004 -0.1% 0.7130
High 0.7076 0.7061 -0.0015 -0.2% 0.7161
Low 0.7016 0.6996 -0.0020 -0.3% 0.7007
Close 0.7033 0.7053 0.0020 0.3% 0.7033
Range 0.0060 0.0065 0.0005 8.3% 0.0154
ATR 0.0062 0.0062 0.0000 0.4% 0.0000
Volume 99 104 5 5.1% 335
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7232 0.7207 0.7089
R3 0.7167 0.7142 0.7071
R2 0.7102 0.7102 0.7065
R1 0.7077 0.7077 0.7059 0.7090
PP 0.7037 0.7037 0.7037 0.7043
S1 0.7012 0.7012 0.7047 0.7025
S2 0.6972 0.6972 0.7041
S3 0.6907 0.6947 0.7035
S4 0.6842 0.6882 0.7017
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7529 0.7435 0.7118
R3 0.7375 0.7281 0.7075
R2 0.7221 0.7221 0.7061
R1 0.7127 0.7127 0.7047 0.7097
PP 0.7067 0.7067 0.7067 0.7052
S1 0.6973 0.6973 0.7019 0.6943
S2 0.6913 0.6913 0.7005
S3 0.6759 0.6819 0.6991
S4 0.6605 0.6665 0.6948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7161 0.6996 0.0165 2.3% 0.0069 1.0% 35% False True 84
10 0.7163 0.6996 0.0167 2.4% 0.0061 0.9% 34% False True 57
20 0.7246 0.6996 0.0250 3.5% 0.0060 0.9% 23% False True 41
40 0.7348 0.6996 0.0352 5.0% 0.0063 0.9% 16% False True 31
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7337
2.618 0.7231
1.618 0.7166
1.000 0.7126
0.618 0.7101
HIGH 0.7061
0.618 0.7036
0.500 0.7029
0.382 0.7021
LOW 0.6996
0.618 0.6956
1.000 0.6931
1.618 0.6891
2.618 0.6826
4.250 0.6720
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 0.7045 0.7048
PP 0.7037 0.7043
S1 0.7029 0.7038

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

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