CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 0.7279 0.7273 -0.0006 -0.1% 0.7295
High 0.7327 0.7308 -0.0019 -0.3% 0.7327
Low 0.7253 0.7265 0.0012 0.2% 0.7199
Close 0.7271 0.7278 0.0007 0.1% 0.7278
Range 0.0074 0.0043 -0.0031 -41.9% 0.0128
ATR 0.0063 0.0061 -0.0001 -2.2% 0.0000
Volume 8 37 29 362.5% 112
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7413 0.7388 0.7302
R3 0.7370 0.7345 0.7290
R2 0.7327 0.7327 0.7286
R1 0.7302 0.7302 0.7282 0.7315
PP 0.7284 0.7284 0.7284 0.7290
S1 0.7259 0.7259 0.7274 0.7272
S2 0.7241 0.7241 0.7270
S3 0.7198 0.7216 0.7266
S4 0.7155 0.7173 0.7254
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7652 0.7593 0.7348
R3 0.7524 0.7465 0.7313
R2 0.7396 0.7396 0.7301
R1 0.7337 0.7337 0.7290 0.7303
PP 0.7268 0.7268 0.7268 0.7251
S1 0.7209 0.7209 0.7266 0.7175
S2 0.7140 0.7140 0.7255
S3 0.7012 0.7081 0.7243
S4 0.6884 0.6953 0.7208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7327 0.7199 0.0128 1.8% 0.0074 1.0% 62% False False 24
10 0.7414 0.7199 0.0215 3.0% 0.0066 0.9% 37% False False 16
20 0.7414 0.7139 0.0275 3.8% 0.0055 0.8% 51% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7491
2.618 0.7421
1.618 0.7378
1.000 0.7351
0.618 0.7335
HIGH 0.7308
0.618 0.7292
0.500 0.7287
0.382 0.7281
LOW 0.7265
0.618 0.7238
1.000 0.7222
1.618 0.7195
2.618 0.7152
4.250 0.7082
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 0.7287 0.7273
PP 0.7284 0.7268
S1 0.7281 0.7263

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

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