CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 0.7035 0.7045 0.0010 0.1% 0.7311
High 0.7089 0.7077 -0.0012 -0.2% 0.7326
Low 0.7011 0.7038 0.0027 0.4% 0.7011
Close 0.7028 0.7072 0.0044 0.6% 0.7028
Range 0.0078 0.0039 -0.0039 -50.0% 0.0315
ATR 0.0069 0.0067 -0.0001 -2.0% 0.0000
Volume 5 6 1 20.0% 111
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7179 0.7165 0.7093
R3 0.7140 0.7126 0.7083
R2 0.7101 0.7101 0.7079
R1 0.7087 0.7087 0.7076 0.7094
PP 0.7062 0.7062 0.7062 0.7066
S1 0.7048 0.7048 0.7068 0.7055
S2 0.7023 0.7023 0.7065
S3 0.6984 0.7009 0.7061
S4 0.6945 0.6970 0.7051
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 0.7238 0.7011 0.0227 3.2% 0.0073 1.0% 27% False False 19
10 0.7348 0.7011 0.0337 4.8% 0.0073 1.0% 18% False False 24
20 0.7414 0.7011 0.0403 5.7% 0.0069 1.0% 15% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7243
2.618 0.7179
1.618 0.7140
1.000 0.7116
0.618 0.7101
HIGH 0.7077
0.618 0.7062
0.500 0.7058
0.382 0.7053
LOW 0.7038
0.618 0.7014
1.000 0.6999
1.618 0.6975
2.618 0.6936
4.250 0.6872
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 0.7067 0.7065
PP 0.7062 0.7057
S1 0.7058 0.7050

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

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