CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 0.7148 0.7071 -0.0077 -1.1% 0.7277
High 0.7180 0.7084 -0.0096 -1.3% 0.7348
Low 0.7073 0.7022 -0.0051 -0.7% 0.7259
Close 0.7080 0.7055 -0.0025 -0.4% 0.7303
Range 0.0107 0.0062 -0.0045 -42.1% 0.0089
ATR 0.0068 0.0068 0.0000 -0.7% 0.0000
Volume 27 38 11 40.7% 143
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7240 0.7209 0.7089
R3 0.7178 0.7147 0.7072
R2 0.7116 0.7116 0.7066
R1 0.7085 0.7085 0.7061 0.7070
PP 0.7054 0.7054 0.7054 0.7046
S1 0.7023 0.7023 0.7049 0.7008
S2 0.6992 0.6992 0.7044
S3 0.6930 0.6961 0.7038
S4 0.6868 0.6899 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 0.7022 0.0315 4.5% 0.0084 1.2% 10% False True 26
10 0.7348 0.7022 0.0326 4.6% 0.0070 1.0% 10% False True 28
20 0.7414 0.7022 0.0392 5.6% 0.0067 0.9% 8% False True 20
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 False
Stretch 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7348
2.618 0.7246
1.618 0.7184
1.000 0.7146
0.618 0.7122
HIGH 0.7084
0.618 0.7060
0.500 0.7053
0.382 0.7046
LOW 0.7022
0.618 0.6984
1.000 0.6960
1.618 0.6922
2.618 0.6860
4.250 0.6759
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 0.7054 0.7130
PP 0.7054 0.7105
S1 0.7053 0.7080

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

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