CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 0.7299 0.7309 0.0010 0.1% 0.7289
High 0.7336 0.7309 -0.0027 -0.4% 0.7344
Low 0.7279 0.7261 -0.0018 -0.2% 0.7228
Close 0.7326 0.7296 -0.0030 -0.4% 0.7271
Range 0.0057 0.0048 -0.0009 -15.8% 0.0116
ATR 0.0068 0.0068 0.0000 -0.3% 0.0000
Volume 340 359 19 5.6% 641
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7433 0.7412 0.7322
R3 0.7385 0.7364 0.7309
R2 0.7337 0.7337 0.7305
R1 0.7316 0.7316 0.7300 0.7303
PP 0.7289 0.7289 0.7289 0.7282
S1 0.7268 0.7268 0.7292 0.7255
S2 0.7241 0.7241 0.7287
S3 0.7193 0.7220 0.7283
S4 0.7145 0.7172 0.7270
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7629 0.7566 0.7335
R3 0.7513 0.7450 0.7303
R2 0.7397 0.7397 0.7292
R1 0.7334 0.7334 0.7282 0.7308
PP 0.7281 0.7281 0.7281 0.7268
S1 0.7218 0.7218 0.7260 0.7192
S2 0.7165 0.7165 0.7250
S3 0.7049 0.7102 0.7239
S4 0.6933 0.6986 0.7207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7345 0.7228 0.0117 1.6% 0.0050 0.7% 58% False False 276
10 0.7345 0.7228 0.0117 1.6% 0.0053 0.7% 58% False False 192
20 0.7345 0.6996 0.0349 4.8% 0.0071 1.0% 86% False False 137
40 0.7345 0.6996 0.0349 4.8% 0.0064 0.9% 86% False False 79
60 0.7414 0.6996 0.0418 5.7% 0.0065 0.9% 72% False False 59
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7513
2.618 0.7435
1.618 0.7387
1.000 0.7357
0.618 0.7339
HIGH 0.7309
0.618 0.7291
0.500 0.7285
0.382 0.7279
LOW 0.7261
0.618 0.7231
1.000 0.7213
1.618 0.7183
2.618 0.7135
4.250 0.7057
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 0.7292 0.7303
PP 0.7289 0.7301
S1 0.7285 0.7298

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

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