CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 17-Dec-2020
Day Change Summary
Previous Current
16-Dec-2020 17-Dec-2020 Change Change % Previous Week
Open 0.7561 0.7581 0.0020 0.3% 0.7437
High 0.7586 0.7648 0.0062 0.8% 0.7579
Low 0.7547 0.7575 0.0028 0.4% 0.7379
Close 0.7570 0.7628 0.0059 0.8% 0.7545
Range 0.0040 0.0073 0.0034 84.8% 0.0200
ATR 0.0062 0.0063 0.0001 1.9% 0.0000
Volume 76,612 77,009 397 0.5% 354,834
Daily Pivots for day following 17-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7836 0.7805 0.7668
R3 0.7763 0.7732 0.7648
R2 0.7690 0.7690 0.7641
R1 0.7659 0.7659 0.7635 0.7674
PP 0.7617 0.7617 0.7617 0.7624
S1 0.7586 0.7586 0.7621 0.7601
S2 0.7544 0.7544 0.7615
S3 0.7471 0.7513 0.7608
S4 0.7398 0.7440 0.7588
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8101 0.8023 0.7655
R3 0.7901 0.7823 0.7600
R2 0.7701 0.7701 0.7581
R1 0.7623 0.7623 0.7563 0.7662
PP 0.7501 0.7501 0.7501 0.7520
S1 0.7423 0.7423 0.7526 0.7462
S2 0.7301 0.7301 0.7508
S3 0.7101 0.7223 0.7490
S4 0.6901 0.7023 0.7435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7648 0.7514 0.0134 1.8% 0.0056 0.7% 85% True False 82,170
10 0.7648 0.7379 0.0269 3.5% 0.0062 0.8% 93% True False 68,512
20 0.7648 0.7261 0.0387 5.1% 0.0059 0.8% 95% True False 34,745
40 0.7648 0.6996 0.0652 8.5% 0.0065 0.9% 97% True False 17,433
60 0.7648 0.6996 0.0652 8.5% 0.0063 0.8% 97% True False 11,629
80 0.7648 0.6996 0.0652 8.5% 0.0064 0.8% 97% True False 8,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7958
2.618 0.7839
1.618 0.7766
1.000 0.7721
0.618 0.7693
HIGH 0.7648
0.618 0.7620
0.500 0.7611
0.382 0.7602
LOW 0.7575
0.618 0.7529
1.000 0.7502
1.618 0.7456
2.618 0.7383
4.250 0.7264
Fisher Pivots for day following 17-Dec-2020
Pivot 1 day 3 day
R1 0.7622 0.7612
PP 0.7617 0.7597
S1 0.7611 0.7581

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

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