CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 0.7188 0.7167 -0.0021 -0.3% 0.7188
High 0.7193 0.7170 -0.0023 -0.3% 0.7246
Low 0.7157 0.7062 -0.0095 -1.3% 0.7101
Close 0.7169 0.7095 -0.0074 -1.0% 0.7236
Range 0.0036 0.0108 0.0072 200.0% 0.0145
ATR 0.0061 0.0064 0.0003 5.6% 0.0000
Volume 5 47 42 840.0% 83
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7433 0.7372 0.7154
R3 0.7325 0.7264 0.7125
R2 0.7217 0.7217 0.7115
R1 0.7156 0.7156 0.7105 0.7133
PP 0.7109 0.7109 0.7109 0.7097
S1 0.7048 0.7048 0.7085 0.7025
S2 0.7001 0.7001 0.7075
S3 0.6893 0.6940 0.7065
S4 0.6785 0.6832 0.7036
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 0.7062 0.0184 2.6% 0.0061 0.9% 18% False True 18
10 0.7246 0.7062 0.0184 2.6% 0.0059 0.8% 18% False True 18
20 0.7337 0.7011 0.0326 4.6% 0.0065 0.9% 26% False False 18
40 0.7414 0.7011 0.0403 5.7% 0.0062 0.9% 21% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7629
2.618 0.7453
1.618 0.7345
1.000 0.7278
0.618 0.7237
HIGH 0.7170
0.618 0.7129
0.500 0.7116
0.382 0.7103
LOW 0.7062
0.618 0.6995
1.000 0.6954
1.618 0.6887
2.618 0.6779
4.250 0.6603
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 0.7116 0.7137
PP 0.7109 0.7123
S1 0.7102 0.7109

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

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