CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 0.7420 0.7443 0.0023 0.3% 0.7395
High 0.7494 0.7547 0.0054 0.7% 0.7456
Low 0.7414 0.7439 0.0025 0.3% 0.7345
Close 0.7445 0.7534 0.0090 1.2% 0.7446
Range 0.0080 0.0108 0.0029 35.8% 0.0111
ATR 0.0062 0.0065 0.0003 5.4% 0.0000
Volume 123,384 58,800 -64,584 -52.3% 23,658
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7831 0.7790 0.7593
R3 0.7723 0.7682 0.7564
R2 0.7615 0.7615 0.7554
R1 0.7574 0.7574 0.7544 0.7595
PP 0.7507 0.7507 0.7507 0.7517
S1 0.7466 0.7466 0.7524 0.7487
S2 0.7399 0.7399 0.7514
S3 0.7291 0.7358 0.7504
S4 0.7183 0.7250 0.7475
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7749 0.7708 0.7507
R3 0.7638 0.7597 0.7477
R2 0.7527 0.7527 0.7466
R1 0.7486 0.7486 0.7456 0.7507
PP 0.7416 0.7416 0.7416 0.7426
S1 0.7375 0.7375 0.7436 0.7396
S2 0.7305 0.7305 0.7426
S3 0.7194 0.7264 0.7415
S4 0.7083 0.7153 0.7385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7547 0.7379 0.0169 2.2% 0.0068 0.9% 92% True False 54,854
10 0.7547 0.7345 0.0202 2.7% 0.0060 0.8% 94% True False 28,171
20 0.7547 0.7228 0.0319 4.2% 0.0059 0.8% 96% True False 14,258
40 0.7547 0.6996 0.0551 7.3% 0.0066 0.9% 98% True False 7,167
60 0.7547 0.6996 0.0551 7.3% 0.0065 0.9% 98% True False 4,784
80 0.7547 0.6996 0.0551 7.3% 0.0064 0.8% 98% True False 3,591
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8006
2.618 0.7830
1.618 0.7722
1.000 0.7655
0.618 0.7614
HIGH 0.7547
0.618 0.7506
0.500 0.7493
0.382 0.7480
LOW 0.7439
0.618 0.7372
1.000 0.7331
1.618 0.7264
2.618 0.7156
4.250 0.6980
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 0.7520 0.7515
PP 0.7507 0.7496
S1 0.7493 0.7477

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

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