CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 07-Oct-2020
Day Change Summary
Previous Current
06-Oct-2020 07-Oct-2020 Change Change % Previous Week
Open 0.7210 0.7105 -0.0105 -1.5% 0.7045
High 0.7212 0.7154 -0.0058 -0.8% 0.7211
Low 0.7105 0.7101 -0.0004 -0.1% 0.7038
Close 0.7123 0.7144 0.0021 0.3% 0.7162
Range 0.0107 0.0053 -0.0054 -50.5% 0.0173
ATR 0.0067 0.0066 -0.0001 -1.5% 0.0000
Volume 31 8 -23 -74.2% 58
Daily Pivots for day following 07-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7292 0.7271 0.7173
R3 0.7239 0.7218 0.7159
R2 0.7186 0.7186 0.7154
R1 0.7165 0.7165 0.7149 0.7176
PP 0.7133 0.7133 0.7133 0.7138
S1 0.7112 0.7112 0.7139 0.7123
S2 0.7080 0.7080 0.7134
S3 0.7027 0.7059 0.7129
S4 0.6974 0.7006 0.7115
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 0.7101 0.0111 1.6% 0.0057 0.8% 39% False True 17
10 0.7212 0.7011 0.0201 2.8% 0.0060 0.8% 66% False False 15
20 0.7348 0.7011 0.0337 4.7% 0.0065 0.9% 39% 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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7379
2.618 0.7293
1.618 0.7240
1.000 0.7207
0.618 0.7187
HIGH 0.7154
0.618 0.7134
0.500 0.7128
0.382 0.7121
LOW 0.7101
0.618 0.7068
1.000 0.7048
1.618 0.7015
2.618 0.6962
4.250 0.6876
Fisher Pivots for day following 07-Oct-2020
Pivot 1 day 3 day
R1 0.7139 0.7157
PP 0.7133 0.7152
S1 0.7128 0.7148

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

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