CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 0.7107 0.7124 0.0017 0.2% 0.7100
High 0.7122 0.7163 0.0041 0.6% 0.7163
Low 0.7091 0.7107 0.0016 0.2% 0.7026
Close 0.7118 0.7138 0.0020 0.3% 0.7138
Range 0.0031 0.0056 0.0025 80.6% 0.0137
ATR 0.0060 0.0060 0.0000 -0.5% 0.0000
Volume 33 35 2 6.1% 183
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7304 0.7277 0.7169
R3 0.7248 0.7221 0.7153
R2 0.7192 0.7192 0.7148
R1 0.7165 0.7165 0.7143 0.7179
PP 0.7136 0.7136 0.7136 0.7143
S1 0.7109 0.7109 0.7133 0.7123
S2 0.7080 0.7080 0.7128
S3 0.7024 0.7053 0.7123
S4 0.6968 0.6997 0.7107
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7520 0.7466 0.7213
R3 0.7383 0.7329 0.7176
R2 0.7246 0.7246 0.7163
R1 0.7192 0.7192 0.7151 0.7219
PP 0.7109 0.7109 0.7109 0.7123
S1 0.7055 0.7055 0.7125 0.7082
S2 0.6972 0.6972 0.7113
S3 0.6835 0.6918 0.7100
S4 0.6698 0.6781 0.7063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7163 0.7026 0.0137 1.9% 0.0056 0.8% 82% True False 36
10 0.7238 0.7026 0.0212 3.0% 0.0054 0.7% 53% False False 31
20 0.7246 0.7026 0.0220 3.1% 0.0056 0.8% 51% False False 22
40 0.7414 0.7011 0.0403 5.6% 0.0063 0.9% 32% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7401
2.618 0.7310
1.618 0.7254
1.000 0.7219
0.618 0.7198
HIGH 0.7163
0.618 0.7142
0.500 0.7135
0.382 0.7128
LOW 0.7107
0.618 0.7072
1.000 0.7051
1.618 0.7016
2.618 0.6960
4.250 0.6869
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 0.7137 0.7128
PP 0.7136 0.7118
S1 0.7135 0.7108

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

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