CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 0.7130 0.7142 0.0012 0.2% 0.7100
High 0.7150 0.7151 0.0001 0.0% 0.7163
Low 0.7108 0.7121 0.0013 0.2% 0.7026
Close 0.7130 0.7137 0.0007 0.1% 0.7138
Range 0.0042 0.0030 -0.0012 -28.6% 0.0137
ATR 0.0059 0.0057 -0.0002 -3.5% 0.0000
Volume 18 19 1 5.6% 183
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7226 0.7212 0.7154
R3 0.7196 0.7182 0.7145
R2 0.7166 0.7166 0.7143
R1 0.7152 0.7152 0.7140 0.7144
PP 0.7136 0.7136 0.7136 0.7133
S1 0.7122 0.7122 0.7134 0.7114
S2 0.7106 0.7106 0.7132
S3 0.7076 0.7092 0.7129
S4 0.7046 0.7062 0.7121
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 0.7053 0.0110 1.5% 0.0049 0.7% 76% False False 24
10 0.7193 0.7026 0.0167 2.3% 0.0052 0.7% 66% False False 32
20 0.7246 0.7026 0.0220 3.1% 0.0054 0.8% 50% False False 23
40 0.7414 0.7011 0.0403 5.6% 0.0062 0.9% 31% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7279
2.618 0.7230
1.618 0.7200
1.000 0.7181
0.618 0.7170
HIGH 0.7151
0.618 0.7140
0.500 0.7136
0.382 0.7132
LOW 0.7121
0.618 0.7102
1.000 0.7091
1.618 0.7072
2.618 0.7042
4.250 0.6994
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 0.7137 0.7136
PP 0.7136 0.7136
S1 0.7136 0.7135

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

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