CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 0.7200 0.7148 -0.0052 -0.7% 0.7277
High 0.7238 0.7180 -0.0058 -0.8% 0.7348
Low 0.7159 0.7073 -0.0086 -1.2% 0.7259
Close 0.7170 0.7080 -0.0090 -1.3% 0.7303
Range 0.0079 0.0107 0.0028 35.4% 0.0089
ATR 0.0065 0.0068 0.0003 4.5% 0.0000
Volume 19 27 8 42.1% 143
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7432 0.7363 0.7139
R3 0.7325 0.7256 0.7109
R2 0.7218 0.7218 0.7100
R1 0.7149 0.7149 0.7090 0.7130
PP 0.7111 0.7111 0.7111 0.7102
S1 0.7042 0.7042 0.7070 0.7023
S2 0.7004 0.7004 0.7060
S3 0.6897 0.6935 0.7051
S4 0.6790 0.6828 0.7021
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 0.7337 0.7073 0.0264 3.7% 0.0084 1.2% 3% False True 28
10 0.7348 0.7073 0.0275 3.9% 0.0071 1.0% 3% False True 25
20 0.7414 0.7073 0.0341 4.8% 0.0066 0.9% 2% False True 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7635
2.618 0.7460
1.618 0.7353
1.000 0.7287
0.618 0.7246
HIGH 0.7180
0.618 0.7139
0.500 0.7127
0.382 0.7114
LOW 0.7073
0.618 0.7007
1.000 0.6966
1.618 0.6900
2.618 0.6793
4.250 0.6618
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 0.7127 0.7200
PP 0.7111 0.7160
S1 0.7096 0.7120

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

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