CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 0.7071 0.7035 -0.0036 -0.5% 0.7311
High 0.7084 0.7089 0.0005 0.1% 0.7326
Low 0.7022 0.7011 -0.0011 -0.2% 0.7011
Close 0.7055 0.7028 -0.0027 -0.4% 0.7028
Range 0.0062 0.0078 0.0016 25.8% 0.0315
ATR 0.0068 0.0069 0.0001 1.1% 0.0000
Volume 38 5 -33 -86.8% 111
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7277 0.7230 0.7071
R3 0.7199 0.7152 0.7049
R2 0.7121 0.7121 0.7042
R1 0.7074 0.7074 0.7035 0.7059
PP 0.7043 0.7043 0.7043 0.7035
S1 0.6996 0.6996 0.7021 0.6981
S2 0.6965 0.6965 0.7014
S3 0.6887 0.6918 0.7007
S4 0.6809 0.6840 0.6985
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.8067 0.7862 0.7201
R3 0.7752 0.7547 0.7115
R2 0.7437 0.7437 0.7086
R1 0.7232 0.7232 0.7057 0.7177
PP 0.7122 0.7122 0.7122 0.7094
S1 0.6917 0.6917 0.6999 0.6862
S2 0.6807 0.6807 0.6970
S3 0.6492 0.6602 0.6941
S4 0.6177 0.6287 0.6855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7326 0.7011 0.0315 4.5% 0.0090 1.3% 5% False True 22
10 0.7348 0.7011 0.0337 4.8% 0.0073 1.0% 5% False True 25
20 0.7414 0.7011 0.0403 5.7% 0.0070 1.0% 4% False True 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 0.7421
2.618 0.7293
1.618 0.7215
1.000 0.7167
0.618 0.7137
HIGH 0.7089
0.618 0.7059
0.500 0.7050
0.382 0.7041
LOW 0.7011
0.618 0.6963
1.000 0.6933
1.618 0.6885
2.618 0.6807
4.250 0.6680
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 0.7050 0.7096
PP 0.7043 0.7073
S1 0.7035 0.7051

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

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