CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 0.7200 0.7262 0.0062 0.9% 0.7211
High 0.7236 0.7284 0.0048 0.7% 0.7275
Low 0.7194 0.7262 0.0068 0.9% 0.7145
Close 0.7229 0.7262 0.0033 0.5% 0.7163
Range 0.0042 0.0022 -0.0020 -47.6% 0.0130
ATR
Volume 2 0 -2 -100.0% 72
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7335 0.7321 0.7274
R3 0.7313 0.7299 0.7268
R2 0.7291 0.7291 0.7266
R1 0.7277 0.7277 0.7264 0.7273
PP 0.7269 0.7269 0.7269 0.7268
S1 0.7255 0.7255 0.7260 0.7251
S2 0.7247 0.7247 0.7258
S3 0.7225 0.7233 0.7256
S4 0.7203 0.7211 0.7250
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7584 0.7504 0.7235
R3 0.7454 0.7374 0.7199
R2 0.7324 0.7324 0.7187
R1 0.7244 0.7244 0.7175 0.7219
PP 0.7194 0.7194 0.7194 0.7182
S1 0.7114 0.7114 0.7151 0.7089
S2 0.7064 0.7064 0.7139
S3 0.6934 0.6984 0.7127
S4 0.6804 0.6854 0.7092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7284 0.7153 0.0131 1.8% 0.0041 0.6% 83% True False
10 0.7284 0.7139 0.0145 2.0% 0.0044 0.6% 85% True False 7
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 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7378
2.618 0.7342
1.618 0.7320
1.000 0.7306
0.618 0.7298
HIGH 0.7284
0.618 0.7276
0.500 0.7273
0.382 0.7270
LOW 0.7262
0.618 0.7248
1.000 0.7240
1.618 0.7226
2.618 0.7204
4.250 0.7169
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 0.7273 0.7248
PP 0.7269 0.7234
S1 0.7266 0.7220

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

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