CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 0.7295 0.7214 -0.0081 -1.1% 0.7391
High 0.7310 0.7289 -0.0021 -0.3% 0.7414
Low 0.7216 0.7199 -0.0017 -0.2% 0.7231
Close 0.7220 0.7275 0.0055 0.8% 0.7301
Range 0.0094 0.0090 -0.0004 -4.3% 0.0183
ATR 0.0060 0.0062 0.0002 3.7% 0.0000
Volume 45 22 -23 -51.1% 47
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7524 0.7490 0.7325
R3 0.7434 0.7400 0.7300
R2 0.7344 0.7344 0.7292
R1 0.7310 0.7310 0.7283 0.7327
PP 0.7254 0.7254 0.7254 0.7263
S1 0.7220 0.7220 0.7267 0.7237
S2 0.7164 0.7164 0.7259
S3 0.7074 0.7130 0.7250
S4 0.6984 0.7040 0.7226
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 0.7375 0.7199 0.0176 2.4% 0.0077 1.1% 43% False True 16
10 0.7414 0.7194 0.0220 3.0% 0.0061 0.8% 37% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7672
2.618 0.7525
1.618 0.7435
1.000 0.7379
0.618 0.7345
HIGH 0.7289
0.618 0.7255
0.500 0.7244
0.382 0.7233
LOW 0.7199
0.618 0.7143
1.000 0.7109
1.618 0.7053
2.618 0.6963
4.250 0.6817
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 0.7265 0.7268
PP 0.7254 0.7261
S1 0.7244 0.7255

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

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