CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 0.7319 0.7277 -0.0042 -0.6% 0.7391
High 0.7338 0.7301 -0.0037 -0.5% 0.7414
Low 0.7273 0.7231 -0.0042 -0.6% 0.7231
Close 0.7278 0.7301 0.0023 0.3% 0.7301
Range 0.0065 0.0070 0.0005 7.7% 0.0183
ATR 0.0056 0.0057 0.0001 1.8% 0.0000
Volume 3 11 8 266.7% 47
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7488 0.7464 0.7340
R3 0.7418 0.7394 0.7320
R2 0.7348 0.7348 0.7314
R1 0.7324 0.7324 0.7307 0.7336
PP 0.7278 0.7278 0.7278 0.7284
S1 0.7254 0.7254 0.7295 0.7266
S2 0.7208 0.7208 0.7288
S3 0.7138 0.7184 0.7282
S4 0.7068 0.7114 0.7263
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7864 0.7766 0.7402
R3 0.7681 0.7583 0.7351
R2 0.7498 0.7498 0.7335
R1 0.7400 0.7400 0.7318 0.7358
PP 0.7315 0.7315 0.7315 0.7294
S1 0.7217 0.7217 0.7284 0.7175
S2 0.7132 0.7132 0.7267
S3 0.6949 0.7034 0.7251
S4 0.6766 0.6851 0.7200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7414 0.7231 0.0183 2.5% 0.0061 0.8% 38% False True 9
10 0.7414 0.7155 0.0259 3.5% 0.0051 0.7% 56% 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 0.0008
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7599
2.618 0.7484
1.618 0.7414
1.000 0.7371
0.618 0.7344
HIGH 0.7301
0.618 0.7274
0.500 0.7266
0.382 0.7258
LOW 0.7231
0.618 0.7188
1.000 0.7161
1.618 0.7118
2.618 0.7048
4.250 0.6934
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 0.7289 0.7303
PP 0.7278 0.7302
S1 0.7266 0.7302

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

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