CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 15-Mar-2021
Day Change Summary
Previous Current
12-Mar-2021 15-Mar-2021 Change Change % Previous Week
Open 0.7786 0.7760 -0.0026 -0.3% 0.7697
High 0.7801 0.7776 -0.0026 -0.3% 0.7801
Low 0.7725 0.7722 -0.0003 0.0% 0.7621
Close 0.7758 0.7732 -0.0026 -0.3% 0.7758
Range 0.0077 0.0054 -0.0023 -29.4% 0.0180
ATR 0.0086 0.0083 -0.0002 -2.6% 0.0000
Volume 18,628 1,135 -17,493 -93.9% 552,058
Daily Pivots for day following 15-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7905 0.7873 0.7762
R3 0.7851 0.7819 0.7747
R2 0.7797 0.7797 0.7742
R1 0.7765 0.7765 0.7737 0.7754
PP 0.7743 0.7743 0.7743 0.7738
S1 0.7711 0.7711 0.7727 0.7700
S2 0.7689 0.7689 0.7722
S3 0.7635 0.7657 0.7717
S4 0.7581 0.7603 0.7702
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8267 0.8192 0.7857
R3 0.8087 0.8012 0.7807
R2 0.7907 0.7907 0.7791
R1 0.7832 0.7832 0.7774 0.7869
PP 0.7727 0.7727 0.7727 0.7745
S1 0.7652 0.7652 0.7741 0.7689
S2 0.7547 0.7547 0.7725
S3 0.7367 0.7472 0.7708
S4 0.7187 0.7292 0.7659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7801 0.7621 0.0180 2.3% 0.0077 1.0% 62% False False 84,964
10 0.7839 0.7621 0.0218 2.8% 0.0085 1.1% 51% False False 109,009
20 0.8008 0.7621 0.0387 5.0% 0.0088 1.1% 29% False False 123,952
40 0.8008 0.7566 0.0443 5.7% 0.0079 1.0% 38% False False 113,416
60 0.8008 0.7471 0.0537 6.9% 0.0078 1.0% 49% False False 107,980
80 0.8008 0.7261 0.0747 9.7% 0.0073 0.9% 63% False False 87,758
100 0.8008 0.6996 0.1012 13.1% 0.0073 0.9% 73% False False 70,226
120 0.8008 0.6996 0.1012 13.1% 0.0071 0.9% 73% False False 58,525
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8005
2.618 0.7917
1.618 0.7863
1.000 0.7830
0.618 0.7809
HIGH 0.7776
0.618 0.7755
0.500 0.7749
0.382 0.7742
LOW 0.7722
0.618 0.7688
1.000 0.7668
1.618 0.7634
2.618 0.7580
4.250 0.7492
Fisher Pivots for day following 15-Mar-2021
Pivot 1 day 3 day
R1 0.7749 0.7761
PP 0.7743 0.7752
S1 0.7738 0.7742

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

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