CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 0.7311 0.7200 -0.0111 -1.5% 0.7277
High 0.7326 0.7238 -0.0088 -1.2% 0.7348
Low 0.7202 0.7159 -0.0043 -0.6% 0.7259
Close 0.7211 0.7170 -0.0041 -0.6% 0.7303
Range 0.0124 0.0079 -0.0045 -36.3% 0.0089
ATR 0.0064 0.0065 0.0001 1.6% 0.0000
Volume 22 19 -3 -13.6% 143
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7426 0.7377 0.7213
R3 0.7347 0.7298 0.7192
R2 0.7268 0.7268 0.7184
R1 0.7219 0.7219 0.7177 0.7204
PP 0.7189 0.7189 0.7189 0.7182
S1 0.7140 0.7140 0.7163 0.7125
S2 0.7110 0.7110 0.7156
S3 0.7031 0.7061 0.7148
S4 0.6952 0.6982 0.7127
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 0.7159 0.0189 2.6% 0.0075 1.0% 6% False True 27
10 0.7348 0.7159 0.0189 2.6% 0.0069 1.0% 6% False True 25
20 0.7414 0.7155 0.0259 3.6% 0.0063 0.9% 6% False False 17
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7574
2.618 0.7445
1.618 0.7366
1.000 0.7317
0.618 0.7287
HIGH 0.7238
0.618 0.7208
0.500 0.7199
0.382 0.7189
LOW 0.7159
0.618 0.7110
1.000 0.7080
1.618 0.7031
2.618 0.6952
4.250 0.6823
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 0.7199 0.7248
PP 0.7189 0.7222
S1 0.7180 0.7196

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

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