CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 0.7067 0.7069 0.0002 0.0% 0.7235
High 0.7076 0.7140 0.0064 0.9% 0.7238
Low 0.7026 0.7053 0.0027 0.4% 0.7062
Close 0.7069 0.7131 0.0062 0.9% 0.7089
Range 0.0050 0.0087 0.0037 74.0% 0.0176
ATR 0.0060 0.0062 0.0002 3.2% 0.0000
Volume 52 16 -36 -69.2% 130
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7369 0.7337 0.7179
R3 0.7282 0.7250 0.7155
R2 0.7195 0.7195 0.7147
R1 0.7163 0.7163 0.7139 0.7179
PP 0.7108 0.7108 0.7108 0.7116
S1 0.7076 0.7076 0.7123 0.7092
S2 0.7021 0.7021 0.7115
S3 0.6934 0.6989 0.7107
S4 0.6847 0.6902 0.7083
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 0.7170 0.7026 0.0144 2.0% 0.0065 0.9% 73% False False 42
10 0.7246 0.7026 0.0220 3.1% 0.0057 0.8% 48% False False 27
20 0.7246 0.7011 0.0235 3.3% 0.0058 0.8% 51% False False 21
40 0.7414 0.7011 0.0403 5.7% 0.0062 0.9% 30% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7510
2.618 0.7368
1.618 0.7281
1.000 0.7227
0.618 0.7194
HIGH 0.7140
0.618 0.7107
0.500 0.7097
0.382 0.7086
LOW 0.7053
0.618 0.6999
1.000 0.6966
1.618 0.6912
2.618 0.6825
4.250 0.6683
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 0.7120 0.7115
PP 0.7108 0.7099
S1 0.7097 0.7083

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

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