CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 0.7382 0.7419 0.0037 0.5% 0.7294
High 0.7426 0.7456 0.0030 0.4% 0.7404
Low 0.7358 0.7405 0.0047 0.6% 0.7272
Close 0.7408 0.7453 0.0045 0.6% 0.7397
Range 0.0068 0.0051 -0.0017 -25.0% 0.0132
ATR 0.0063 0.0063 -0.0001 -1.4% 0.0000
Volume 1,934 2,364 430 22.2% 2,628
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7591 0.7573 0.7481
R3 0.7540 0.7522 0.7467
R2 0.7489 0.7489 0.7462
R1 0.7471 0.7471 0.7458 0.7480
PP 0.7438 0.7438 0.7438 0.7443
S1 0.7420 0.7420 0.7448 0.7429
S2 0.7387 0.7387 0.7444
S3 0.7336 0.7369 0.7439
S4 0.7285 0.7318 0.7425
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 0.7456 0.7345 0.0111 1.5% 0.0053 0.7% 97% True False 1,487
10 0.7456 0.7261 0.0195 2.6% 0.0057 0.8% 98% True False 978
20 0.7456 0.7151 0.0305 4.1% 0.0059 0.8% 99% True False 574
40 0.7456 0.6996 0.0460 6.2% 0.0064 0.9% 99% True False 312
60 0.7456 0.6996 0.0460 6.2% 0.0064 0.9% 99% True False 215
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 False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7673
2.618 0.7590
1.618 0.7539
1.000 0.7507
0.618 0.7488
HIGH 0.7456
0.618 0.7437
0.500 0.7431
0.382 0.7424
LOW 0.7405
0.618 0.7373
1.000 0.7354
1.618 0.7322
2.618 0.7271
4.250 0.7188
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 0.7446 0.7436
PP 0.7438 0.7419
S1 0.7431 0.7403

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

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