CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 18-Dec-2020
Day Change Summary
Previous Current
17-Dec-2020 18-Dec-2020 Change Change % Previous Week
Open 0.7581 0.7630 0.0050 0.7% 0.7559
High 0.7648 0.7634 -0.0014 -0.2% 0.7648
Low 0.7575 0.7591 0.0017 0.2% 0.7514
Close 0.7628 0.7623 -0.0005 -0.1% 0.7623
Range 0.0073 0.0043 -0.0031 -41.8% 0.0134
ATR 0.0063 0.0061 -0.0001 -2.3% 0.0000
Volume 77,009 84,677 7,668 10.0% 397,888
Daily Pivots for day following 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7743 0.7726 0.7646
R3 0.7701 0.7683 0.7635
R2 0.7658 0.7658 0.7631
R1 0.7641 0.7641 0.7627 0.7628
PP 0.7616 0.7616 0.7616 0.7610
S1 0.7598 0.7598 0.7619 0.7586
S2 0.7573 0.7573 0.7615
S3 0.7531 0.7556 0.7611
S4 0.7488 0.7513 0.7600
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7995 0.7943 0.7696
R3 0.7862 0.7809 0.7660
R2 0.7728 0.7728 0.7647
R1 0.7676 0.7676 0.7635 0.7702
PP 0.7595 0.7595 0.7595 0.7608
S1 0.7542 0.7542 0.7611 0.7569
S2 0.7461 0.7461 0.7599
S3 0.7328 0.7409 0.7586
S4 0.7194 0.7275 0.7550
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% 0.0055 0.7% 82% False False 79,577
10 0.7648 0.7379 0.0269 3.5% 0.0063 0.8% 91% False False 75,272
20 0.7648 0.7272 0.0376 4.9% 0.0059 0.8% 93% False False 38,961
40 0.7648 0.6996 0.0652 8.5% 0.0065 0.9% 96% False False 19,549
60 0.7648 0.6996 0.0652 8.5% 0.0062 0.8% 96% False False 13,040
80 0.7648 0.6996 0.0652 8.5% 0.0064 0.8% 96% False False 9,785
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7814
2.618 0.7745
1.618 0.7702
1.000 0.7676
0.618 0.7660
HIGH 0.7634
0.618 0.7617
0.500 0.7612
0.382 0.7607
LOW 0.7591
0.618 0.7565
1.000 0.7549
1.618 0.7522
2.618 0.7480
4.250 0.7410
Fisher Pivots for day following 18-Dec-2020
Pivot 1 day 3 day
R1 0.7619 0.7614
PP 0.7616 0.7606
S1 0.7612 0.7597

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

View Archives - Comment on this page... - Back to Index of Symbols