CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 0.7151 0.7199 0.0048 0.7% 0.7311
High 0.7177 0.7211 0.0034 0.5% 0.7326
Low 0.7105 0.7160 0.0055 0.8% 0.7011
Close 0.7165 0.7195 0.0030 0.4% 0.7028
Range 0.0072 0.0051 -0.0021 -29.2% 0.0315
ATR 0.0068 0.0066 -0.0001 -1.8% 0.0000
Volume 4 6 2 50.0% 111
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7342 0.7319 0.7223
R3 0.7291 0.7268 0.7209
R2 0.7240 0.7240 0.7204
R1 0.7217 0.7217 0.7200 0.7203
PP 0.7189 0.7189 0.7189 0.7182
S1 0.7166 0.7166 0.7190 0.7152
S2 0.7138 0.7138 0.7186
S3 0.7087 0.7115 0.7181
S4 0.7036 0.7064 0.7167
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 0.7211 0.7011 0.0200 2.8% 0.0060 0.8% 92% True False 7
10 0.7337 0.7011 0.0326 4.5% 0.0072 1.0% 56% False False 17
20 0.7348 0.7011 0.0337 4.7% 0.0070 1.0% 55% False False 20
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7428
2.618 0.7345
1.618 0.7294
1.000 0.7262
0.618 0.7243
HIGH 0.7211
0.618 0.7192
0.500 0.7186
0.382 0.7179
LOW 0.7160
0.618 0.7128
1.000 0.7109
1.618 0.7077
2.618 0.7026
4.250 0.6943
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 0.7192 0.7178
PP 0.7189 0.7162
S1 0.7186 0.7145

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

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