CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 29-Mar-2021
Day Change Summary
Previous Current
26-Mar-2021 29-Mar-2021 Change Change % Previous Week
Open 0.7587 0.7645 0.0058 0.8% 0.7729
High 0.7647 0.7659 0.0012 0.2% 0.7760
Low 0.7585 0.7620 0.0035 0.5% 0.7568
Close 0.7628 0.7634 0.0006 0.1% 0.7628
Range 0.0062 0.0039 -0.0023 -37.1% 0.0192
ATR 0.0077 0.0074 -0.0003 -3.5% 0.0000
Volume 86 22 -64 -74.4% 257
Daily Pivots for day following 29-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7755 0.7733 0.7655
R3 0.7716 0.7694 0.7644
R2 0.7677 0.7677 0.7641
R1 0.7655 0.7655 0.7637 0.7646
PP 0.7638 0.7638 0.7638 0.7633
S1 0.7616 0.7616 0.7630 0.7607
S2 0.7599 0.7599 0.7626
S3 0.7560 0.7577 0.7623
S4 0.7521 0.7538 0.7612
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8228 0.8120 0.7733
R3 0.8036 0.7928 0.7680
R2 0.7844 0.7844 0.7663
R1 0.7736 0.7736 0.7645 0.7694
PP 0.7652 0.7652 0.7652 0.7631
S1 0.7544 0.7544 0.7610 0.7502
S2 0.7460 0.7460 0.7592
S3 0.7268 0.7352 0.7575
S4 0.7076 0.7160 0.7522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7732 0.7568 0.0164 2.1% 0.0063 0.8% 40% False False 52
10 0.7853 0.7568 0.0285 3.7% 0.0067 0.9% 23% False False 48
20 0.7853 0.7568 0.0285 3.7% 0.0074 1.0% 23% False False 43
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 0.0018
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.7825
2.618 0.7761
1.618 0.7722
1.000 0.7698
0.618 0.7683
HIGH 0.7659
0.618 0.7644
0.500 0.7640
0.382 0.7635
LOW 0.7620
0.618 0.7596
1.000 0.7581
1.618 0.7557
2.618 0.7518
4.250 0.7454
Fisher Pivots for day following 29-Mar-2021
Pivot 1 day 3 day
R1 0.7640 0.7627
PP 0.7638 0.7620
S1 0.7636 0.7614

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

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