CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 0.7277 0.7295 0.0018 0.2% 0.7391
High 0.7301 0.7310 0.0009 0.1% 0.7414
Low 0.7231 0.7216 -0.0015 -0.2% 0.7231
Close 0.7301 0.7220 -0.0081 -1.1% 0.7301
Range 0.0070 0.0094 0.0024 34.3% 0.0183
ATR 0.0057 0.0060 0.0003 4.7% 0.0000
Volume 11 45 34 309.1% 47
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7531 0.7469 0.7272
R3 0.7437 0.7375 0.7246
R2 0.7343 0.7343 0.7237
R1 0.7281 0.7281 0.7229 0.7265
PP 0.7249 0.7249 0.7249 0.7241
S1 0.7187 0.7187 0.7211 0.7171
S2 0.7155 0.7155 0.7203
S3 0.7061 0.7093 0.7194
S4 0.6967 0.6999 0.7168
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 0.7216 0.0198 2.7% 0.0069 1.0% 2% False True 18
10 0.7414 0.7155 0.0259 3.6% 0.0056 0.8% 25% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7710
2.618 0.7556
1.618 0.7462
1.000 0.7404
0.618 0.7368
HIGH 0.7310
0.618 0.7274
0.500 0.7263
0.382 0.7252
LOW 0.7216
0.618 0.7158
1.000 0.7122
1.618 0.7064
2.618 0.6970
4.250 0.6817
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 0.7263 0.7277
PP 0.7249 0.7258
S1 0.7234 0.7239

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

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