CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 01-Apr-2021
Day Change Summary
Previous Current
31-Mar-2021 01-Apr-2021 Change Change % Previous Week
Open 0.7611 0.7589 -0.0022 -0.3% 0.7729
High 0.7640 0.7624 -0.0016 -0.2% 0.7760
Low 0.7593 0.7537 -0.0057 -0.7% 0.7568
Close 0.7603 0.7621 0.0018 0.2% 0.7628
Range 0.0047 0.0087 0.0041 87.1% 0.0192
ATR 0.0072 0.0073 0.0001 1.5% 0.0000
Volume 39 44 5 12.8% 257
Daily Pivots for day following 01-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7855 0.7825 0.7668
R3 0.7768 0.7738 0.7644
R2 0.7681 0.7681 0.7636
R1 0.7651 0.7651 0.7628 0.7666
PP 0.7594 0.7594 0.7594 0.7601
S1 0.7564 0.7564 0.7613 0.7579
S2 0.7507 0.7507 0.7605
S3 0.7420 0.7477 0.7597
S4 0.7333 0.7390 0.7573
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 0.7537 0.0131 1.7% 0.0062 0.8% 64% False True 42
10 0.7776 0.7537 0.0239 3.1% 0.0063 0.8% 35% False True 41
20 0.7853 0.7537 0.0317 4.2% 0.0071 0.9% 27% False True 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7993
2.618 0.7851
1.618 0.7764
1.000 0.7711
0.618 0.7677
HIGH 0.7624
0.618 0.7590
0.500 0.7580
0.382 0.7570
LOW 0.7537
0.618 0.7483
1.000 0.7450
1.618 0.7396
2.618 0.7309
4.250 0.7167
Fisher Pivots for day following 01-Apr-2021
Pivot 1 day 3 day
R1 0.7607 0.7614
PP 0.7594 0.7608
S1 0.7580 0.7602

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

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