CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 0.7188 0.7210 0.0022 0.3% 0.7045
High 0.7194 0.7212 0.0018 0.3% 0.7211
Low 0.7162 0.7105 -0.0057 -0.8% 0.7038
Close 0.7177 0.7123 -0.0054 -0.8% 0.7162
Range 0.0032 0.0107 0.0075 234.4% 0.0173
ATR 0.0064 0.0067 0.0003 4.9% 0.0000
Volume 15 31 16 106.7% 58
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7468 0.7402 0.7182
R3 0.7361 0.7295 0.7152
R2 0.7254 0.7254 0.7143
R1 0.7188 0.7188 0.7133 0.7168
PP 0.7147 0.7147 0.7147 0.7136
S1 0.7081 0.7081 0.7113 0.7061
S2 0.7040 0.7040 0.7103
S3 0.6933 0.6974 0.7094
S4 0.6826 0.6867 0.7064
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 0.7212 0.7105 0.0107 1.5% 0.0061 0.9% 17% True True 16
10 0.7212 0.7011 0.0201 2.8% 0.0065 0.9% 56% True False 17
20 0.7348 0.7011 0.0337 4.7% 0.0067 0.9% 33% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7667
2.618 0.7492
1.618 0.7385
1.000 0.7319
0.618 0.7278
HIGH 0.7212
0.618 0.7171
0.500 0.7159
0.382 0.7146
LOW 0.7105
0.618 0.7039
1.000 0.6998
1.618 0.6932
2.618 0.6825
4.250 0.6650
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 0.7159 0.7159
PP 0.7147 0.7147
S1 0.7135 0.7135

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

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