CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 0.7825 0.7770 -0.0055 -0.7% 0.7884
High 0.7842 0.7818 -0.0025 -0.3% 0.8008
Low 0.7777 0.7720 -0.0057 -0.7% 0.7695
Close 0.7798 0.7733 -0.0066 -0.8% 0.7712
Range 0.0066 0.0098 0.0032 48.9% 0.0313
ATR 0.0081 0.0082 0.0001 1.4% 0.0000
Volume 21 8 -13 -61.9% 124
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8049 0.7988 0.7786
R3 0.7952 0.7891 0.7759
R2 0.7854 0.7854 0.7750
R1 0.7793 0.7793 0.7741 0.7775
PP 0.7757 0.7757 0.7757 0.7748
S1 0.7696 0.7696 0.7724 0.7678
S2 0.7659 0.7659 0.7715
S3 0.7562 0.7598 0.7706
S4 0.7464 0.7501 0.7679
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 0.7842 0.7695 0.0147 1.9% 0.0078 1.0% 26% False False 23
10 0.8008 0.7695 0.0313 4.0% 0.0083 1.1% 12% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8232
2.618 0.8073
1.618 0.7975
1.000 0.7915
0.618 0.7878
HIGH 0.7818
0.618 0.7780
0.500 0.7769
0.382 0.7757
LOW 0.7720
0.618 0.7660
1.000 0.7623
1.618 0.7562
2.618 0.7465
4.250 0.7306
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 0.7769 0.7781
PP 0.7757 0.7765
S1 0.7745 0.7749

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

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