CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 0.7770 0.7710 -0.0060 -0.8% 0.7745
High 0.7818 0.7729 -0.0089 -1.1% 0.7842
Low 0.7720 0.7630 -0.0091 -1.2% 0.7630
Close 0.7733 0.7695 -0.0038 -0.5% 0.7695
Range 0.0098 0.0100 0.0002 2.1% 0.0213
ATR 0.0082 0.0084 0.0001 1.8% 0.0000
Volume 8 54 46 575.0% 161
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7983 0.7938 0.7749
R3 0.7883 0.7839 0.7722
R2 0.7784 0.7784 0.7713
R1 0.7739 0.7739 0.7704 0.7712
PP 0.7684 0.7684 0.7684 0.7671
S1 0.7640 0.7640 0.7685 0.7612
S2 0.7585 0.7585 0.7676
S3 0.7485 0.7540 0.7667
S4 0.7386 0.7441 0.7640
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8360 0.8240 0.7811
R3 0.8147 0.8027 0.7753
R2 0.7935 0.7935 0.7733
R1 0.7815 0.7815 0.7714 0.7768
PP 0.7722 0.7722 0.7722 0.7699
S1 0.7602 0.7602 0.7675 0.7556
S2 0.7510 0.7510 0.7656
S3 0.7297 0.7390 0.7636
S4 0.7085 0.7177 0.7578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7842 0.7630 0.0213 2.8% 0.0081 1.0% 31% False True 32
10 0.8008 0.7630 0.0378 4.9% 0.0082 1.1% 17% False True 28
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 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8152
2.618 0.7989
1.618 0.7890
1.000 0.7829
0.618 0.7790
HIGH 0.7729
0.618 0.7691
0.500 0.7679
0.382 0.7668
LOW 0.7630
0.618 0.7568
1.000 0.7530
1.618 0.7469
2.618 0.7369
4.250 0.7207
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 0.7689 0.7736
PP 0.7684 0.7722
S1 0.7679 0.7708

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

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