CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 31-Mar-2021
Day Change Summary
Previous Current
30-Mar-2021 31-Mar-2021 Change Change % Previous Week
Open 0.7660 0.7611 -0.0049 -0.6% 0.7729
High 0.7667 0.7640 -0.0028 -0.4% 0.7760
Low 0.7590 0.7593 0.0003 0.0% 0.7568
Close 0.7594 0.7603 0.0009 0.1% 0.7628
Range 0.0077 0.0047 -0.0031 -39.6% 0.0192
ATR 0.0074 0.0072 -0.0002 -2.7% 0.0000
Volume 19 39 20 105.3% 257
Daily Pivots for day following 31-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7751 0.7724 0.7629
R3 0.7705 0.7677 0.7616
R2 0.7658 0.7658 0.7612
R1 0.7631 0.7631 0.7607 0.7621
PP 0.7612 0.7612 0.7612 0.7607
S1 0.7584 0.7584 0.7599 0.7575
S2 0.7565 0.7565 0.7594
S3 0.7519 0.7538 0.7590
S4 0.7472 0.7491 0.7577
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 0.7667 0.7568 0.0099 1.3% 0.0055 0.7% 35% False False 42
10 0.7853 0.7568 0.0285 3.7% 0.0064 0.8% 12% False False 45
20 0.7853 0.7568 0.0285 3.7% 0.0072 0.9% 12% False False 42
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7837
2.618 0.7761
1.618 0.7715
1.000 0.7686
0.618 0.7668
HIGH 0.7640
0.618 0.7622
0.500 0.7616
0.382 0.7611
LOW 0.7593
0.618 0.7564
1.000 0.7547
1.618 0.7518
2.618 0.7471
4.250 0.7395
Fisher Pivots for day following 31-Mar-2021
Pivot 1 day 3 day
R1 0.7616 0.7629
PP 0.7612 0.7620
S1 0.7607 0.7612

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

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