CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 05-Oct-2020
Day Change Summary
Previous Current
02-Oct-2020 05-Oct-2020 Change Change % Previous Week
Open 0.7160 0.7188 0.0028 0.4% 0.7045
High 0.7177 0.7194 0.0017 0.2% 0.7211
Low 0.7135 0.7162 0.0027 0.4% 0.7038
Close 0.7162 0.7177 0.0015 0.2% 0.7162
Range 0.0042 0.0032 -0.0010 -23.8% 0.0173
ATR 0.0066 0.0064 -0.0002 -3.7% 0.0000
Volume 25 15 -10 -40.0% 58
Daily Pivots for day following 05-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7274 0.7257 0.7195
R3 0.7242 0.7225 0.7186
R2 0.7210 0.7210 0.7183
R1 0.7193 0.7193 0.7180 0.7186
PP 0.7178 0.7178 0.7178 0.7174
S1 0.7161 0.7161 0.7174 0.7154
S2 0.7146 0.7146 0.7171
S3 0.7114 0.7129 0.7168
S4 0.7082 0.7097 0.7159
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7656 0.7582 0.7257
R3 0.7483 0.7409 0.7210
R2 0.7310 0.7310 0.7194
R1 0.7236 0.7236 0.7178 0.7273
PP 0.7137 0.7137 0.7137 0.7156
S1 0.7063 0.7063 0.7146 0.7100
S2 0.6964 0.6964 0.7130
S3 0.6791 0.6890 0.7114
S4 0.6618 0.6717 0.7067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7211 0.7079 0.0132 1.8% 0.0052 0.7% 74% False False 13
10 0.7238 0.7011 0.0227 3.2% 0.0062 0.9% 73% False False 16
20 0.7348 0.7011 0.0337 4.7% 0.0067 0.9% 49% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 26 trading days
Fibonacci Retracements and Extensions
4.250 0.7330
2.618 0.7278
1.618 0.7246
1.000 0.7226
0.618 0.7214
HIGH 0.7194
0.618 0.7182
0.500 0.7178
0.382 0.7174
LOW 0.7162
0.618 0.7142
1.000 0.7130
1.618 0.7110
2.618 0.7078
4.250 0.7026
Fisher Pivots for day following 05-Oct-2020
Pivot 1 day 3 day
R1 0.7178 0.7176
PP 0.7178 0.7174
S1 0.7177 0.7173

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

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