CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 0.7089 0.7100 0.0011 0.2% 0.7235
High 0.7099 0.7118 0.0019 0.3% 0.7238
Low 0.7075 0.7063 -0.0012 -0.2% 0.7062
Close 0.7089 0.7067 -0.0022 -0.3% 0.7089
Range 0.0024 0.0055 0.0031 129.2% 0.0176
ATR 0.0061 0.0061 0.0000 -0.7% 0.0000
Volume 49 47 -2 -4.1% 130
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7248 0.7212 0.7097
R3 0.7193 0.7157 0.7082
R2 0.7138 0.7138 0.7077
R1 0.7102 0.7102 0.7072 0.7093
PP 0.7083 0.7083 0.7083 0.7078
S1 0.7047 0.7047 0.7062 0.7038
S2 0.7028 0.7028 0.7057
S3 0.6973 0.6992 0.7052
S4 0.6918 0.6937 0.7037
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7658 0.7549 0.7186
R3 0.7482 0.7373 0.7137
R2 0.7306 0.7306 0.7121
R1 0.7197 0.7197 0.7105 0.7164
PP 0.7130 0.7130 0.7130 0.7113
S1 0.7021 0.7021 0.7073 0.6988
S2 0.6954 0.6954 0.7057
S3 0.6778 0.6845 0.7041
S4 0.6602 0.6669 0.6992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7212 0.7062 0.0150 2.1% 0.0056 0.8% 3% False False 32
10 0.7246 0.7062 0.0184 2.6% 0.0059 0.8% 3% False False 24
20 0.7246 0.7011 0.0235 3.3% 0.0061 0.9% 24% False False 20
40 0.7414 0.7011 0.0403 5.7% 0.0061 0.9% 14% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7352
2.618 0.7262
1.618 0.7207
1.000 0.7173
0.618 0.7152
HIGH 0.7118
0.618 0.7097
0.500 0.7091
0.382 0.7084
LOW 0.7063
0.618 0.7029
1.000 0.7008
1.618 0.6974
2.618 0.6919
4.250 0.6829
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 0.7091 0.7116
PP 0.7083 0.7100
S1 0.7075 0.7083

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

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