CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 11-Jan-2021
Day Change Summary
Previous Current
08-Jan-2021 11-Jan-2021 Change Change % Previous Week
Open 0.7766 0.7760 -0.0006 -0.1% 0.7703
High 0.7803 0.7762 -0.0042 -0.5% 0.7825
Low 0.7732 0.7669 -0.0064 -0.8% 0.7647
Close 0.7753 0.7710 -0.0043 -0.6% 0.7753
Range 0.0071 0.0093 0.0022 31.0% 0.0178
ATR 0.0074 0.0075 0.0001 1.9% 0.0000
Volume 126,409 105,748 -20,661 -16.3% 630,112
Daily Pivots for day following 11-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7992 0.7944 0.7761
R3 0.7899 0.7851 0.7736
R2 0.7806 0.7806 0.7727
R1 0.7758 0.7758 0.7719 0.7736
PP 0.7713 0.7713 0.7713 0.7702
S1 0.7665 0.7665 0.7701 0.7643
S2 0.7620 0.7620 0.7693
S3 0.7527 0.7572 0.7684
S4 0.7434 0.7479 0.7659
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8274 0.8191 0.7851
R3 0.8097 0.8014 0.7802
R2 0.7919 0.7919 0.7786
R1 0.7836 0.7836 0.7769 0.7878
PP 0.7742 0.7742 0.7742 0.7762
S1 0.7659 0.7659 0.7737 0.7700
S2 0.7564 0.7564 0.7720
S3 0.7387 0.7481 0.7704
S4 0.7209 0.7304 0.7655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7825 0.7665 0.0160 2.1% 0.0092 1.2% 28% False False 122,622
10 0.7825 0.7564 0.0261 3.4% 0.0081 1.0% 56% False False 103,482
20 0.7825 0.7471 0.0354 4.6% 0.0072 0.9% 68% False False 95,981
40 0.7825 0.7228 0.0597 7.7% 0.0065 0.8% 81% False False 55,120
60 0.7825 0.6996 0.0829 10.7% 0.0068 0.9% 86% False False 36,772
80 0.7825 0.6996 0.0829 10.7% 0.0067 0.9% 86% False False 27,583
100 0.7825 0.6996 0.0829 10.7% 0.0065 0.8% 86% False False 22,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8157
2.618 0.8005
1.618 0.7912
1.000 0.7855
0.618 0.7819
HIGH 0.7762
0.618 0.7726
0.500 0.7715
0.382 0.7704
LOW 0.7669
0.618 0.7611
1.000 0.7576
1.618 0.7518
2.618 0.7425
4.250 0.7273
Fisher Pivots for day following 11-Jan-2021
Pivot 1 day 3 day
R1 0.7715 0.7745
PP 0.7713 0.7733
S1 0.7712 0.7722

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

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