CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 09-Oct-2020
Day Change Summary
Previous Current
08-Oct-2020 09-Oct-2020 Change Change % Previous Week
Open 0.7141 0.7177 0.0036 0.5% 0.7188
High 0.7173 0.7246 0.0073 1.0% 0.7246
Low 0.7128 0.7172 0.0044 0.6% 0.7101
Close 0.7168 0.7236 0.0068 0.9% 0.7236
Range 0.0045 0.0074 0.0029 64.4% 0.0145
ATR 0.0064 0.0065 0.0001 1.5% 0.0000
Volume 19 10 -9 -47.4% 83
Daily Pivots for day following 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7440 0.7412 0.7277
R3 0.7366 0.7338 0.7256
R2 0.7292 0.7292 0.7250
R1 0.7264 0.7264 0.7243 0.7278
PP 0.7218 0.7218 0.7218 0.7225
S1 0.7190 0.7190 0.7229 0.7204
S2 0.7144 0.7144 0.7222
S3 0.7070 0.7116 0.7216
S4 0.6996 0.7042 0.7195
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7629 0.7578 0.7316
R3 0.7484 0.7433 0.7276
R2 0.7339 0.7339 0.7263
R1 0.7288 0.7288 0.7249 0.7314
PP 0.7194 0.7194 0.7194 0.7207
S1 0.7143 0.7143 0.7223 0.7169
S2 0.7049 0.7049 0.7209
S3 0.6904 0.6998 0.7196
S4 0.6759 0.6853 0.7156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7246 0.7101 0.0145 2.0% 0.0062 0.9% 93% True False 16
10 0.7246 0.7038 0.0208 2.9% 0.0058 0.8% 95% True False 14
20 0.7348 0.7011 0.0337 4.7% 0.0065 0.9% 67% False False 19
40 0.7414 0.7011 0.0403 5.6% 0.0060 0.8% 56% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7561
2.618 0.7440
1.618 0.7366
1.000 0.7320
0.618 0.7292
HIGH 0.7246
0.618 0.7218
0.500 0.7209
0.382 0.7200
LOW 0.7172
0.618 0.7126
1.000 0.7098
1.618 0.7052
2.618 0.6978
4.250 0.6858
Fisher Pivots for day following 09-Oct-2020
Pivot 1 day 3 day
R1 0.7227 0.7215
PP 0.7218 0.7194
S1 0.7209 0.7174

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

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