CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 15-Mar-2021
Day Change Summary
Previous Current
12-Mar-2021 15-Mar-2021 Change Change % Previous Week
Open 0.7796 0.7750 -0.0046 -0.6% 0.7700
High 0.7800 0.7778 -0.0022 -0.3% 0.7800
Low 0.7730 0.7710 -0.0020 -0.3% 0.7634
Close 0.7761 0.7753 -0.0008 -0.1% 0.7761
Range 0.0071 0.0068 -0.0003 -3.5% 0.0166
ATR 0.0081 0.0080 -0.0001 -1.1% 0.0000
Volume 7 84 77 1,100.0% 155
Daily Pivots for day following 15-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7951 0.7920 0.7790
R3 0.7883 0.7852 0.7771
R2 0.7815 0.7815 0.7765
R1 0.7784 0.7784 0.7759 0.7799
PP 0.7747 0.7747 0.7747 0.7755
S1 0.7716 0.7716 0.7746 0.7731
S2 0.7679 0.7679 0.7740
S3 0.7611 0.7648 0.7734
S4 0.7543 0.7580 0.7715
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8230 0.8161 0.7852
R3 0.8064 0.7995 0.7806
R2 0.7898 0.7898 0.7791
R1 0.7829 0.7829 0.7776 0.7863
PP 0.7732 0.7732 0.7732 0.7749
S1 0.7663 0.7663 0.7745 0.7697
S2 0.7566 0.7566 0.7730
S3 0.7400 0.7497 0.7715
S4 0.7234 0.7331 0.7669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7800 0.7634 0.0166 2.1% 0.0073 0.9% 71% False False 35
10 0.7842 0.7630 0.0213 2.7% 0.0080 1.0% 58% False False 37
20 0.8008 0.7630 0.0378 4.9% 0.0076 1.0% 33% False False 29
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8067
2.618 0.7956
1.618 0.7888
1.000 0.7846
0.618 0.7820
HIGH 0.7778
0.618 0.7752
0.500 0.7744
0.382 0.7736
LOW 0.7710
0.618 0.7668
1.000 0.7642
1.618 0.7600
2.618 0.7532
4.250 0.7421
Fisher Pivots for day following 15-Mar-2021
Pivot 1 day 3 day
R1 0.7750 0.7755
PP 0.7747 0.7754
S1 0.7744 0.7753

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

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