CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 08-Mar-2021
Day Change Summary
Previous Current
05-Mar-2021 08-Mar-2021 Change Change % Previous Week
Open 0.7710 0.7700 -0.0010 -0.1% 0.7745
High 0.7729 0.7721 -0.0009 -0.1% 0.7842
Low 0.7630 0.7643 0.0014 0.2% 0.7630
Close 0.7695 0.7668 -0.0027 -0.4% 0.7695
Range 0.0100 0.0078 -0.0022 -22.1% 0.0213
ATR 0.0084 0.0083 0.0000 -0.5% 0.0000
Volume 54 61 7 13.0% 161
Daily Pivots for day following 08-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7910 0.7866 0.7710
R3 0.7832 0.7789 0.7689
R2 0.7755 0.7755 0.7682
R1 0.7711 0.7711 0.7675 0.7694
PP 0.7677 0.7677 0.7677 0.7669
S1 0.7634 0.7634 0.7660 0.7617
S2 0.7600 0.7600 0.7653
S3 0.7522 0.7556 0.7646
S4 0.7445 0.7479 0.7625
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% 0.0088 1.1% 18% False False 39
10 0.8008 0.7630 0.0378 4.9% 0.0083 1.1% 10% False False 26
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8050
2.618 0.7923
1.618 0.7846
1.000 0.7798
0.618 0.7768
HIGH 0.7721
0.618 0.7691
0.500 0.7682
0.382 0.7673
LOW 0.7643
0.618 0.7595
1.000 0.7566
1.618 0.7518
2.618 0.7440
4.250 0.7314
Fisher Pivots for day following 08-Mar-2021
Pivot 1 day 3 day
R1 0.7682 0.7724
PP 0.7677 0.7705
S1 0.7672 0.7686

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

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