CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 01-Mar-2021
Day Change Summary
Previous Current
26-Feb-2021 01-Mar-2021 Change Change % Previous Week
Open 0.7780 0.7745 -0.0035 -0.4% 0.7884
High 0.7780 0.7789 0.0009 0.1% 0.8008
Low 0.7695 0.7745 0.0050 0.6% 0.7695
Close 0.7712 0.7779 0.0068 0.9% 0.7712
Range 0.0085 0.0044 -0.0042 -48.8% 0.0313
ATR
Volume 11 26 15 136.4% 124
Daily Pivots for day following 01-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7901 0.7884 0.7803
R3 0.7858 0.7840 0.7791
R2 0.7814 0.7814 0.7787
R1 0.7797 0.7797 0.7783 0.7806
PP 0.7771 0.7771 0.7771 0.7775
S1 0.7753 0.7753 0.7775 0.7762
S2 0.7727 0.7727 0.7771
S3 0.7684 0.7710 0.7767
S4 0.7640 0.7666 0.7755
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8742 0.8539 0.7883
R3 0.8430 0.8227 0.7797
R2 0.8117 0.8117 0.7769
R1 0.7914 0.7914 0.7740 0.7860
PP 0.7805 0.7805 0.7805 0.7777
S1 0.7602 0.7602 0.7683 0.7547
S2 0.7492 0.7492 0.7654
S3 0.7180 0.7289 0.7626
S4 0.6867 0.6977 0.7540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8008 0.7695 0.0313 4.0% 0.0078 1.0% 27% False False 13
10 0.8008 0.7695 0.0313 4.0% 0.0072 0.9% 27% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7973
2.618 0.7902
1.618 0.7859
1.000 0.7832
0.618 0.7815
HIGH 0.7789
0.618 0.7772
0.500 0.7767
0.382 0.7762
LOW 0.7745
0.618 0.7718
1.000 0.7702
1.618 0.7675
2.618 0.7631
4.250 0.7560
Fisher Pivots for day following 01-Mar-2021
Pivot 1 day 3 day
R1 0.7775 0.7851
PP 0.7771 0.7827
S1 0.7767 0.7803

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

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