CME Australian Dollar Future December 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 0.7596 0.7605 0.0009 0.1% 0.7759
High 0.7667 0.7638 -0.0029 -0.4% 0.7760
Low 0.7594 0.7595 0.0001 0.0% 0.7572
Close 0.7596 0.7605 0.0009 0.1% 0.7629
Range 0.0073 0.0043 -0.0030 -41.1% 0.0189
ATR 0.0068 0.0066 -0.0002 -2.6% 0.0000
Volume 2 0 -2 -100.0% 38
Daily Pivots for day following 31-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7742 0.7716 0.7628
R3 0.7699 0.7673 0.7616
R2 0.7656 0.7656 0.7612
R1 0.7630 0.7630 0.7608 0.7626
PP 0.7613 0.7613 0.7613 0.7611
S1 0.7587 0.7587 0.7601 0.7583
S2 0.7570 0.7570 0.7597
S3 0.7527 0.7544 0.7593
S4 0.7484 0.7501 0.7581
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8219 0.8112 0.7732
R3 0.8030 0.7924 0.7680
R2 0.7842 0.7842 0.7663
R1 0.7735 0.7735 0.7646 0.7694
PP 0.7653 0.7653 0.7653 0.7633
S1 0.7547 0.7547 0.7611 0.7506
S2 0.7465 0.7465 0.7594
S3 0.7276 0.7358 0.7577
S4 0.7088 0.7170 0.7525
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7667 0.7572 0.0096 1.3% 0.0044 0.6% 35% False False 4
10 0.7852 0.7572 0.0280 3.7% 0.0052 0.7% 12% False False 4
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7821
2.618 0.7751
1.618 0.7708
1.000 0.7681
0.618 0.7665
HIGH 0.7638
0.618 0.7622
0.500 0.7617
0.382 0.7611
LOW 0.7595
0.618 0.7568
1.000 0.7552
1.618 0.7525
2.618 0.7482
4.250 0.7412
Fisher Pivots for day following 31-Mar-2021
Pivot 1 day 3 day
R1 0.7617 0.7631
PP 0.7613 0.7622
S1 0.7609 0.7613

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

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