CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 18-Sep-2020
Day Change Summary
Previous Current
17-Sep-2020 18-Sep-2020 Change Change % Previous Week
Open 0.7300 0.7322 0.0022 0.3% 0.7277
High 0.7318 0.7337 0.0019 0.3% 0.7348
Low 0.7259 0.7288 0.0029 0.4% 0.7259
Close 0.7308 0.7303 -0.0005 -0.1% 0.7303
Range 0.0059 0.0049 -0.0010 -16.9% 0.0089
ATR 0.0061 0.0060 -0.0001 -1.4% 0.0000
Volume 45 28 -17 -37.8% 143
Daily Pivots for day following 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7456 0.7429 0.7330
R3 0.7407 0.7380 0.7316
R2 0.7358 0.7358 0.7312
R1 0.7331 0.7331 0.7307 0.7320
PP 0.7309 0.7309 0.7309 0.7304
S1 0.7282 0.7282 0.7299 0.7271
S2 0.7260 0.7260 0.7294
S3 0.7211 0.7233 0.7290
S4 0.7162 0.7184 0.7276
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7570 0.7526 0.7352
R3 0.7481 0.7437 0.7327
R2 0.7392 0.7392 0.7319
R1 0.7348 0.7348 0.7311 0.7370
PP 0.7303 0.7303 0.7303 0.7315
S1 0.7259 0.7259 0.7295 0.7281
S2 0.7214 0.7214 0.7287
S3 0.7125 0.7170 0.7279
S4 0.7036 0.7081 0.7254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7348 0.7259 0.0089 1.2% 0.0057 0.8% 49% False False 28
10 0.7348 0.7199 0.0149 2.0% 0.0065 0.9% 70% False False 26
20 0.7414 0.7153 0.0261 3.6% 0.0058 0.8% 57% False False 15
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7545
2.618 0.7465
1.618 0.7416
1.000 0.7386
0.618 0.7367
HIGH 0.7337
0.618 0.7318
0.500 0.7313
0.382 0.7307
LOW 0.7288
0.618 0.7258
1.000 0.7239
1.618 0.7209
2.618 0.7160
4.250 0.7080
Fisher Pivots for day following 18-Sep-2020
Pivot 1 day 3 day
R1 0.7313 0.7304
PP 0.7309 0.7303
S1 0.7306 0.7303

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

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