CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 23-Mar-2021
Day Change Summary
Previous Current
22-Mar-2021 23-Mar-2021 Change Change % Previous Week
Open 0.7759 0.7711 -0.0048 -0.6% 0.7753
High 0.7760 0.7711 -0.0049 -0.6% 0.7852
Low 0.7712 0.7627 -0.0085 -1.1% 0.7711
Close 0.7759 0.7649 -0.0110 -1.4% 0.7754
Range 0.0049 0.0085 0.0036 74.2% 0.0141
ATR 0.0000 0.0075 0.0075 0.0000
Volume 0 14 14 17
Daily Pivots for day following 23-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7916 0.7867 0.7695
R3 0.7831 0.7782 0.7672
R2 0.7747 0.7747 0.7664
R1 0.7698 0.7698 0.7657 0.7680
PP 0.7662 0.7662 0.7662 0.7653
S1 0.7613 0.7613 0.7641 0.7596
S2 0.7578 0.7578 0.7634
S3 0.7493 0.7529 0.7626
S4 0.7409 0.7444 0.7603
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8194 0.8114 0.7831
R3 0.8053 0.7974 0.7792
R2 0.7913 0.7913 0.7779
R1 0.7833 0.7833 0.7766 0.7873
PP 0.7772 0.7772 0.7772 0.7792
S1 0.7693 0.7693 0.7741 0.7732
S2 0.7632 0.7632 0.7728
S3 0.7491 0.7552 0.7715
S4 0.7351 0.7412 0.7676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7852 0.7627 0.0225 2.9% 0.0074 1.0% 10% False True 5
10 0.7852 0.7627 0.0225 2.9% 0.0064 0.8% 10% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8070
2.618 0.7932
1.618 0.7848
1.000 0.7796
0.618 0.7763
HIGH 0.7711
0.618 0.7679
0.500 0.7669
0.382 0.7659
LOW 0.7627
0.618 0.7574
1.000 0.7542
1.618 0.7490
2.618 0.7405
4.250 0.7267
Fisher Pivots for day following 23-Mar-2021
Pivot 1 day 3 day
R1 0.7669 0.7700
PP 0.7662 0.7683
S1 0.7656 0.7666

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

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