CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 0.7352 0.7382 0.0030 0.4% 0.7294
High 0.7379 0.7426 0.0047 0.6% 0.7404
Low 0.7349 0.7358 0.0009 0.1% 0.7272
Close 0.7370 0.7408 0.0038 0.5% 0.7397
Range 0.0030 0.0068 0.0038 126.7% 0.0132
ATR 0.0063 0.0063 0.0000 0.6% 0.0000
Volume 934 1,934 1,000 107.1% 2,628
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7601 0.7573 0.7445
R3 0.7533 0.7505 0.7427
R2 0.7465 0.7465 0.7420
R1 0.7437 0.7437 0.7414 0.7451
PP 0.7397 0.7397 0.7397 0.7405
S1 0.7369 0.7369 0.7402 0.7383
S2 0.7329 0.7329 0.7396
S3 0.7261 0.7301 0.7389
S4 0.7193 0.7233 0.7371
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7754 0.7707 0.7469
R3 0.7622 0.7575 0.7433
R2 0.7490 0.7490 0.7421
R1 0.7443 0.7443 0.7409 0.7466
PP 0.7358 0.7358 0.7358 0.7369
S1 0.7311 0.7311 0.7384 0.7334
S2 0.7226 0.7226 0.7372
S3 0.7094 0.7179 0.7360
S4 0.6962 0.7047 0.7324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7426 0.7330 0.0096 1.3% 0.0052 0.7% 81% True False 1,133
10 0.7426 0.7261 0.0165 2.2% 0.0057 0.8% 89% True False 776
20 0.7426 0.7056 0.0370 5.0% 0.0065 0.9% 95% True False 463
40 0.7426 0.6996 0.0430 5.8% 0.0064 0.9% 96% True False 253
60 0.7426 0.6996 0.0430 5.8% 0.0065 0.9% 96% True False 176
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7715
2.618 0.7604
1.618 0.7536
1.000 0.7494
0.618 0.7468
HIGH 0.7426
0.618 0.7400
0.500 0.7392
0.382 0.7384
LOW 0.7358
0.618 0.7316
1.000 0.7290
1.618 0.7248
2.618 0.7180
4.250 0.7069
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 0.7403 0.7401
PP 0.7397 0.7393
S1 0.7392 0.7386

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

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