CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 0.7177 0.7235 0.0058 0.8% 0.7188
High 0.7246 0.7238 -0.0008 -0.1% 0.7246
Low 0.7172 0.7207 0.0035 0.5% 0.7101
Close 0.7236 0.7216 -0.0020 -0.3% 0.7236
Range 0.0074 0.0031 -0.0043 -58.1% 0.0145
ATR 0.0065 0.0063 -0.0002 -3.7% 0.0000
Volume 10 14 4 40.0% 83
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7313 0.7296 0.7233
R3 0.7282 0.7265 0.7225
R2 0.7251 0.7251 0.7222
R1 0.7234 0.7234 0.7219 0.7227
PP 0.7220 0.7220 0.7220 0.7217
S1 0.7203 0.7203 0.7213 0.7196
S2 0.7189 0.7189 0.7210
S3 0.7158 0.7172 0.7207
S4 0.7127 0.7141 0.7199
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% 79% False False 16
10 0.7246 0.7079 0.0167 2.3% 0.0057 0.8% 82% False False 14
20 0.7348 0.7011 0.0337 4.7% 0.0065 0.9% 61% False False 19
40 0.7414 0.7011 0.0403 5.6% 0.0060 0.8% 51% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.7370
2.618 0.7319
1.618 0.7288
1.000 0.7269
0.618 0.7257
HIGH 0.7238
0.618 0.7226
0.500 0.7223
0.382 0.7219
LOW 0.7207
0.618 0.7188
1.000 0.7176
1.618 0.7157
2.618 0.7126
4.250 0.7075
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 0.7223 0.7206
PP 0.7220 0.7197
S1 0.7218 0.7187

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

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