CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 0.7276 0.7294 0.0018 0.2% 0.7300
High 0.7330 0.7343 0.0013 0.2% 0.7345
Low 0.7273 0.7272 -0.0001 0.0% 0.7261
Close 0.7317 0.7297 -0.0020 -0.3% 0.7317
Range 0.0057 0.0071 0.0014 23.7% 0.0084
ATR 0.0067 0.0067 0.0000 0.4% 0.0000
Volume 227 397 170 74.9% 1,347
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7515 0.7477 0.7336
R3 0.7445 0.7406 0.7316
R2 0.7374 0.7374 0.7310
R1 0.7336 0.7336 0.7303 0.7355
PP 0.7304 0.7304 0.7304 0.7314
S1 0.7265 0.7265 0.7291 0.7285
S2 0.7233 0.7233 0.7284
S3 0.7163 0.7195 0.7278
S4 0.7092 0.7124 0.7258
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7560 0.7522 0.7363
R3 0.7476 0.7438 0.7340
R2 0.7392 0.7392 0.7332
R1 0.7354 0.7354 0.7325 0.7373
PP 0.7308 0.7308 0.7308 0.7317
S1 0.7270 0.7270 0.7309 0.7289
S2 0.7224 0.7224 0.7302
S3 0.7140 0.7186 0.7294
S4 0.7056 0.7102 0.7271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7345 0.7261 0.0084 1.2% 0.0057 0.8% 43% False False 316
10 0.7345 0.7228 0.0117 1.6% 0.0054 0.7% 59% False False 218
20 0.7345 0.6996 0.0349 4.8% 0.0073 1.0% 86% False False 166
40 0.7345 0.6996 0.0349 4.8% 0.0064 0.9% 86% False False 94
60 0.7414 0.6996 0.0418 5.7% 0.0066 0.9% 72% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7642
2.618 0.7527
1.618 0.7457
1.000 0.7413
0.618 0.7386
HIGH 0.7343
0.618 0.7316
0.500 0.7307
0.382 0.7299
LOW 0.7272
0.618 0.7228
1.000 0.7202
1.618 0.7158
2.618 0.7087
4.250 0.6972
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 0.7307 0.7302
PP 0.7304 0.7300
S1 0.7300 0.7299

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.