CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 18-Mar-2021
Day Change Summary
Previous Current
17-Mar-2021 18-Mar-2021 Change Change % Previous Week
Open 0.7748 0.7805 0.0057 0.7% 0.7700
High 0.7814 0.7853 0.0039 0.5% 0.7800
Low 0.7705 0.7754 0.0050 0.6% 0.7634
Close 0.7796 0.7766 -0.0030 -0.4% 0.7761
Range 0.0110 0.0099 -0.0011 -9.6% 0.0166
ATR 0.0080 0.0081 0.0001 1.7% 0.0000
Volume 60 80 20 33.3% 155
Daily Pivots for day following 18-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8088 0.8026 0.7820
R3 0.7989 0.7927 0.7793
R2 0.7890 0.7890 0.7784
R1 0.7828 0.7828 0.7775 0.7810
PP 0.7791 0.7791 0.7791 0.7782
S1 0.7729 0.7729 0.7757 0.7711
S2 0.7692 0.7692 0.7748
S3 0.7593 0.7630 0.7739
S4 0.7494 0.7531 0.7712
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 0.7853 0.7705 0.0149 1.9% 0.0078 1.0% 41% True False 53
10 0.7853 0.7630 0.0224 2.9% 0.0080 1.0% 61% True False 46
20 0.8008 0.7630 0.0378 4.9% 0.0081 1.0% 36% False False 36
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8274
2.618 0.8112
1.618 0.8013
1.000 0.7952
0.618 0.7914
HIGH 0.7853
0.618 0.7815
0.500 0.7804
0.382 0.7792
LOW 0.7754
0.618 0.7693
1.000 0.7655
1.618 0.7594
2.618 0.7495
4.250 0.7333
Fisher Pivots for day following 18-Mar-2021
Pivot 1 day 3 day
R1 0.7804 0.7779
PP 0.7791 0.7775
S1 0.7779 0.7770

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

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