CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 0.7375 0.7310 -0.0065 -0.9% 0.7168
High 0.7414 0.7375 -0.0039 -0.5% 0.7360
Low 0.7365 0.7308 -0.0057 -0.8% 0.7155
Close 0.7370 0.7319 -0.0051 -0.7% 0.7359
Range 0.0049 0.0067 0.0018 36.7% 0.0205
ATR 0.0054 0.0055 0.0001 1.7% 0.0000
Volume 30 2 -28 -93.3% 5
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7535 0.7494 0.7356
R3 0.7468 0.7427 0.7337
R2 0.7401 0.7401 0.7331
R1 0.7360 0.7360 0.7325 0.7381
PP 0.7334 0.7334 0.7334 0.7344
S1 0.7293 0.7293 0.7313 0.7314
S2 0.7267 0.7267 0.7307
S3 0.7200 0.7226 0.7301
S4 0.7133 0.7159 0.7282
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7906 0.7838 0.7472
R3 0.7701 0.7633 0.7415
R2 0.7496 0.7496 0.7397
R1 0.7428 0.7428 0.7378 0.7462
PP 0.7291 0.7291 0.7291 0.7309
S1 0.7223 0.7223 0.7340 0.7257
S2 0.7086 0.7086 0.7321
S3 0.6881 0.7018 0.7303
S4 0.6676 0.6813 0.7246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7414 0.7262 0.0152 2.1% 0.0050 0.7% 38% False False 7
10 0.7414 0.7145 0.0269 3.7% 0.0049 0.7% 65% False False 5
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 0.0006
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7660
2.618 0.7550
1.618 0.7483
1.000 0.7442
0.618 0.7416
HIGH 0.7375
0.618 0.7349
0.500 0.7342
0.382 0.7334
LOW 0.7308
0.618 0.7267
1.000 0.7241
1.618 0.7200
2.618 0.7133
4.250 0.7023
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 0.7342 0.7361
PP 0.7334 0.7347
S1 0.7327 0.7333

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

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