CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 24-Mar-2021
Day Change Summary
Previous Current
23-Mar-2021 24-Mar-2021 Change Change % Previous Week
Open 0.7711 0.7626 -0.0086 -1.1% 0.7753
High 0.7711 0.7626 -0.0086 -1.1% 0.7852
Low 0.7627 0.7590 -0.0037 -0.5% 0.7711
Close 0.7649 0.7603 -0.0046 -0.6% 0.7754
Range 0.0085 0.0036 -0.0049 -58.0% 0.0141
ATR 0.0075 0.0073 -0.0001 -1.5% 0.0000
Volume 14 3 -11 -78.6% 17
Daily Pivots for day following 24-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7713 0.7693 0.7623
R3 0.7677 0.7658 0.7613
R2 0.7642 0.7642 0.7610
R1 0.7622 0.7622 0.7606 0.7614
PP 0.7606 0.7606 0.7606 0.7602
S1 0.7587 0.7587 0.7600 0.7579
S2 0.7571 0.7571 0.7596
S3 0.7535 0.7551 0.7593
S4 0.7500 0.7516 0.7583
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 0.7590 0.0262 3.4% 0.0061 0.8% 5% False True 4
10 0.7852 0.7590 0.0262 3.4% 0.0061 0.8% 5% False True 5
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 0.0006
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7776
2.618 0.7718
1.618 0.7683
1.000 0.7661
0.618 0.7647
HIGH 0.7626
0.618 0.7612
0.500 0.7608
0.382 0.7604
LOW 0.7590
0.618 0.7568
1.000 0.7555
1.618 0.7533
2.618 0.7497
4.250 0.7439
Fisher Pivots for day following 24-Mar-2021
Pivot 1 day 3 day
R1 0.7608 0.7675
PP 0.7606 0.7651
S1 0.7605 0.7627

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

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