CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 0.7693 0.7763 0.0070 0.9% 0.7745
High 0.7748 0.7792 0.0044 0.6% 0.7842
Low 0.7675 0.7735 0.0060 0.8% 0.7630
Close 0.7740 0.7792 0.0052 0.7% 0.7695
Range 0.0074 0.0057 -0.0017 -22.4% 0.0213
ATR 0.0083 0.0082 -0.0002 -2.3% 0.0000
Volume 35 21 -14 -40.0% 161
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7944 0.7925 0.7823
R3 0.7887 0.7868 0.7807
R2 0.7830 0.7830 0.7802
R1 0.7811 0.7811 0.7797 0.7820
PP 0.7773 0.7773 0.7773 0.7777
S1 0.7754 0.7754 0.7786 0.7763
S2 0.7716 0.7716 0.7781
S3 0.7659 0.7697 0.7776
S4 0.7602 0.7640 0.7760
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 0.7792 0.7630 0.0162 2.1% 0.0081 1.0% 100% True False 40
10 0.7842 0.7630 0.0213 2.7% 0.0079 1.0% 76% False False 32
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 0.0020
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8034
2.618 0.7941
1.618 0.7884
1.000 0.7849
0.618 0.7827
HIGH 0.7792
0.618 0.7770
0.500 0.7763
0.382 0.7756
LOW 0.7735
0.618 0.7699
1.000 0.7678
1.618 0.7642
2.618 0.7585
4.250 0.7492
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 0.7782 0.7765
PP 0.7773 0.7739
S1 0.7763 0.7713

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

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