CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 0.7214 0.7279 0.0065 0.9% 0.7391
High 0.7289 0.7327 0.0038 0.5% 0.7414
Low 0.7199 0.7253 0.0054 0.8% 0.7231
Close 0.7275 0.7271 -0.0004 -0.1% 0.7301
Range 0.0090 0.0074 -0.0016 -17.8% 0.0183
ATR 0.0062 0.0063 0.0001 1.4% 0.0000
Volume 22 8 -14 -63.6% 47
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7506 0.7462 0.7312
R3 0.7432 0.7388 0.7291
R2 0.7358 0.7358 0.7285
R1 0.7314 0.7314 0.7278 0.7299
PP 0.7284 0.7284 0.7284 0.7276
S1 0.7240 0.7240 0.7264 0.7225
S2 0.7210 0.7210 0.7257
S3 0.7136 0.7166 0.7251
S4 0.7062 0.7092 0.7230
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 0.7338 0.7199 0.0139 1.9% 0.0079 1.1% 52% False False 17
10 0.7414 0.7199 0.0215 3.0% 0.0064 0.9% 33% False False 12
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 False
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7642
2.618 0.7521
1.618 0.7447
1.000 0.7401
0.618 0.7373
HIGH 0.7327
0.618 0.7299
0.500 0.7290
0.382 0.7281
LOW 0.7253
0.618 0.7207
1.000 0.7179
1.618 0.7133
2.618 0.7059
4.250 0.6939
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 0.7290 0.7268
PP 0.7284 0.7266
S1 0.7277 0.7263

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

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