CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 0.7100 0.7067 -0.0033 -0.5% 0.7235
High 0.7118 0.7076 -0.0042 -0.6% 0.7238
Low 0.7063 0.7026 -0.0037 -0.5% 0.7062
Close 0.7067 0.7069 0.0002 0.0% 0.7089
Range 0.0055 0.0050 -0.0005 -9.1% 0.0176
ATR 0.0061 0.0060 -0.0001 -1.3% 0.0000
Volume 47 52 5 10.6% 130
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7207 0.7188 0.7097
R3 0.7157 0.7138 0.7083
R2 0.7107 0.7107 0.7078
R1 0.7088 0.7088 0.7074 0.7098
PP 0.7057 0.7057 0.7057 0.7062
S1 0.7038 0.7038 0.7064 0.7048
S2 0.7007 0.7007 0.7060
S3 0.6957 0.6988 0.7055
S4 0.6907 0.6938 0.7042
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 0.7193 0.7026 0.0167 2.4% 0.0055 0.8% 26% False True 40
10 0.7246 0.7026 0.0220 3.1% 0.0053 0.8% 20% False True 26
20 0.7246 0.7011 0.0235 3.3% 0.0059 0.8% 25% False False 22
40 0.7414 0.7011 0.0403 5.7% 0.0061 0.9% 14% False False 19
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7289
2.618 0.7207
1.618 0.7157
1.000 0.7126
0.618 0.7107
HIGH 0.7076
0.618 0.7057
0.500 0.7051
0.382 0.7045
LOW 0.7026
0.618 0.6995
1.000 0.6976
1.618 0.6945
2.618 0.6895
4.250 0.6814
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 0.7063 0.7072
PP 0.7057 0.7071
S1 0.7051 0.7070

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

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