CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 16-Mar-2021
Day Change Summary
Previous Current
15-Mar-2021 16-Mar-2021 Change Change % Previous Week
Open 0.7750 0.7750 -0.0001 0.0% 0.7700
High 0.7778 0.7761 -0.0017 -0.2% 0.7800
Low 0.7710 0.7716 0.0006 0.1% 0.7634
Close 0.7753 0.7750 -0.0003 0.0% 0.7761
Range 0.0068 0.0045 -0.0023 -33.8% 0.0166
ATR 0.0080 0.0077 -0.0002 -3.1% 0.0000
Volume 84 35 -49 -58.3% 155
Daily Pivots for day following 16-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7877 0.7858 0.7774
R3 0.7832 0.7813 0.7762
R2 0.7787 0.7787 0.7758
R1 0.7768 0.7768 0.7754 0.7772
PP 0.7742 0.7742 0.7742 0.7744
S1 0.7723 0.7723 0.7745 0.7727
S2 0.7697 0.7697 0.7741
S3 0.7652 0.7678 0.7737
S4 0.7607 0.7633 0.7725
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 0.7675 0.0126 1.6% 0.0063 0.8% 60% False False 36
10 0.7842 0.7630 0.0213 2.7% 0.0075 1.0% 56% False False 35
20 0.8008 0.7630 0.0378 4.9% 0.0076 1.0% 32% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7952
2.618 0.7879
1.618 0.7834
1.000 0.7806
0.618 0.7789
HIGH 0.7761
0.618 0.7744
0.500 0.7739
0.382 0.7733
LOW 0.7716
0.618 0.7688
1.000 0.7671
1.618 0.7643
2.618 0.7598
4.250 0.7525
Fisher Pivots for day following 16-Mar-2021
Pivot 1 day 3 day
R1 0.7746 0.7755
PP 0.7742 0.7753
S1 0.7739 0.7751

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

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