CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 0.7738 0.7780 0.0042 0.5% 0.7760
High 0.7808 0.7792 -0.0017 -0.2% 0.7808
Low 0.7732 0.7684 -0.0048 -0.6% 0.7669
Close 0.7788 0.7712 -0.0076 -1.0% 0.7712
Range 0.0077 0.0108 0.0032 41.2% 0.0140
ATR 0.0075 0.0078 0.0002 3.1% 0.0000
Volume 96,086 114,152 18,066 18.8% 499,636
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8053 0.7991 0.7771
R3 0.7945 0.7883 0.7742
R2 0.7837 0.7837 0.7732
R1 0.7775 0.7775 0.7722 0.7752
PP 0.7729 0.7729 0.7729 0.7718
S1 0.7667 0.7667 0.7702 0.7644
S2 0.7621 0.7621 0.7692
S3 0.7513 0.7559 0.7682
S4 0.7405 0.7451 0.7653
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8148 0.8070 0.7789
R3 0.8009 0.7930 0.7750
R2 0.7869 0.7869 0.7738
R1 0.7791 0.7791 0.7725 0.7760
PP 0.7730 0.7730 0.7730 0.7714
S1 0.7651 0.7651 0.7699 0.7621
S2 0.7590 0.7590 0.7686
S3 0.7451 0.7512 0.7674
S4 0.7311 0.7372 0.7635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7808 0.7669 0.0140 1.8% 0.0086 1.1% 31% False False 99,927
10 0.7825 0.7647 0.0178 2.3% 0.0089 1.2% 37% False False 112,974
20 0.7825 0.7471 0.0354 4.6% 0.0079 1.0% 68% False False 98,983
40 0.7825 0.7261 0.0564 7.3% 0.0069 0.9% 80% False False 64,948
60 0.7825 0.6996 0.0829 10.7% 0.0070 0.9% 86% False False 43,333
80 0.7825 0.6996 0.0829 10.7% 0.0067 0.9% 86% False False 32,505
100 0.7825 0.6996 0.0829 10.7% 0.0066 0.9% 86% False False 26,008
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 0.0016
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8251
2.618 0.8074
1.618 0.7966
1.000 0.7900
0.618 0.7858
HIGH 0.7792
0.618 0.7750
0.500 0.7738
0.382 0.7725
LOW 0.7684
0.618 0.7617
1.000 0.7576
1.618 0.7509
2.618 0.7401
4.250 0.7225
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 0.7738 0.7746
PP 0.7729 0.7735
S1 0.7721 0.7723

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

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