CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 19-Mar-2021
Day Change Summary
Previous Current
18-Mar-2021 19-Mar-2021 Change Change % Previous Week
Open 0.7805 0.7750 -0.0055 -0.7% 0.7750
High 0.7853 0.7776 -0.0078 -1.0% 0.7853
Low 0.7754 0.7723 -0.0032 -0.4% 0.7705
Close 0.7766 0.7753 -0.0013 -0.2% 0.7753
Range 0.0099 0.0053 -0.0046 -46.5% 0.0149
ATR 0.0081 0.0079 -0.0002 -2.5% 0.0000
Volume 80 34 -46 -57.5% 293
Daily Pivots for day following 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7909 0.7884 0.7782
R3 0.7856 0.7831 0.7768
R2 0.7803 0.7803 0.7763
R1 0.7778 0.7778 0.7758 0.7791
PP 0.7750 0.7750 0.7750 0.7757
S1 0.7725 0.7725 0.7748 0.7738
S2 0.7697 0.7697 0.7743
S3 0.7644 0.7672 0.7738
S4 0.7591 0.7619 0.7724
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8216 0.8133 0.7835
R3 0.8067 0.7984 0.7794
R2 0.7919 0.7919 0.7780
R1 0.7836 0.7836 0.7767 0.7877
PP 0.7770 0.7770 0.7770 0.7791
S1 0.7687 0.7687 0.7739 0.7729
S2 0.7622 0.7622 0.7726
S3 0.7473 0.7539 0.7712
S4 0.7325 0.7390 0.7671
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% 0.0075 1.0% 33% False False 58
10 0.7853 0.7634 0.0219 2.8% 0.0075 1.0% 54% False False 44
20 0.8008 0.7630 0.0378 4.9% 0.0078 1.0% 33% 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 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8001
2.618 0.7914
1.618 0.7861
1.000 0.7829
0.618 0.7808
HIGH 0.7776
0.618 0.7755
0.500 0.7749
0.382 0.7743
LOW 0.7723
0.618 0.7690
1.000 0.7670
1.618 0.7637
2.618 0.7584
4.250 0.7497
Fisher Pivots for day following 19-Mar-2021
Pivot 1 day 3 day
R1 0.7752 0.7779
PP 0.7750 0.7770
S1 0.7749 0.7762

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

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