CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 0.7069 0.7107 0.0038 0.5% 0.7235
High 0.7140 0.7122 -0.0018 -0.3% 0.7238
Low 0.7053 0.7091 0.0038 0.5% 0.7062
Close 0.7131 0.7118 -0.0013 -0.2% 0.7089
Range 0.0087 0.0031 -0.0056 -64.4% 0.0176
ATR 0.0062 0.0060 -0.0002 -2.5% 0.0000
Volume 16 33 17 106.3% 130
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7203 0.7192 0.7135
R3 0.7172 0.7161 0.7127
R2 0.7141 0.7141 0.7124
R1 0.7130 0.7130 0.7121 0.7136
PP 0.7110 0.7110 0.7110 0.7113
S1 0.7099 0.7099 0.7115 0.7105
S2 0.7079 0.7079 0.7112
S3 0.7048 0.7068 0.7109
S4 0.7017 0.7037 0.7101
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 0.7140 0.7026 0.0114 1.6% 0.0049 0.7% 81% False False 39
10 0.7246 0.7026 0.0220 3.1% 0.0055 0.8% 42% False False 28
20 0.7246 0.7011 0.0235 3.3% 0.0057 0.8% 46% False False 21
40 0.7414 0.7011 0.0403 5.7% 0.0062 0.9% 27% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7254
2.618 0.7203
1.618 0.7172
1.000 0.7153
0.618 0.7141
HIGH 0.7122
0.618 0.7110
0.500 0.7107
0.382 0.7103
LOW 0.7091
0.618 0.7072
1.000 0.7060
1.618 0.7041
2.618 0.7010
4.250 0.6959
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 0.7114 0.7106
PP 0.7110 0.7095
S1 0.7107 0.7083

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

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