CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 25-Mar-2021
Day Change Summary
Previous Current
24-Mar-2021 25-Mar-2021 Change Change % Previous Week
Open 0.7633 0.7606 -0.0027 -0.4% 0.7750
High 0.7638 0.7618 -0.0021 -0.3% 0.7853
Low 0.7584 0.7568 -0.0016 -0.2% 0.7705
Close 0.7602 0.7587 -0.0016 -0.2% 0.7753
Range 0.0055 0.0050 -0.0005 -9.2% 0.0149
ATR 0.0080 0.0078 -0.0002 -2.7% 0.0000
Volume 75 44 -31 -41.3% 293
Daily Pivots for day following 25-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7739 0.7712 0.7614
R3 0.7690 0.7663 0.7600
R2 0.7640 0.7640 0.7596
R1 0.7613 0.7613 0.7591 0.7602
PP 0.7591 0.7591 0.7591 0.7585
S1 0.7564 0.7564 0.7582 0.7553
S2 0.7541 0.7541 0.7577
S3 0.7492 0.7514 0.7573
S4 0.7442 0.7465 0.7559
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 0.7776 0.7568 0.0208 2.7% 0.0063 0.8% 9% False True 41
10 0.7853 0.7568 0.0285 3.8% 0.0071 0.9% 6% False True 47
20 0.7853 0.7568 0.0285 3.8% 0.0075 1.0% 6% False True 39
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7828
2.618 0.7747
1.618 0.7698
1.000 0.7667
0.618 0.7648
HIGH 0.7618
0.618 0.7599
0.500 0.7593
0.382 0.7587
LOW 0.7568
0.618 0.7537
1.000 0.7519
1.618 0.7488
2.618 0.7438
4.250 0.7358
Fisher Pivots for day following 25-Mar-2021
Pivot 1 day 3 day
R1 0.7593 0.7650
PP 0.7591 0.7629
S1 0.7589 0.7608

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

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