CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 0.7142 0.7129 -0.0013 -0.2% 0.7100
High 0.7151 0.7161 0.0010 0.1% 0.7163
Low 0.7121 0.7043 -0.0078 -1.1% 0.7026
Close 0.7137 0.7064 -0.0073 -1.0% 0.7138
Range 0.0030 0.0118 0.0088 293.3% 0.0137
ATR 0.0057 0.0061 0.0004 7.7% 0.0000
Volume 19 162 143 752.6% 183
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7443 0.7372 0.7129
R3 0.7325 0.7254 0.7096
R2 0.7207 0.7207 0.7086
R1 0.7136 0.7136 0.7075 0.7113
PP 0.7089 0.7089 0.7089 0.7078
S1 0.7018 0.7018 0.7053 0.6995
S2 0.6971 0.6971 0.7042
S3 0.6853 0.6900 0.7032
S4 0.6735 0.6782 0.6999
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 0.7043 0.0120 1.7% 0.0055 0.8% 18% False True 53
10 0.7170 0.7026 0.0144 2.0% 0.0060 0.9% 26% False False 47
20 0.7246 0.7026 0.0220 3.1% 0.0056 0.8% 17% False False 31
40 0.7375 0.7011 0.0364 5.2% 0.0063 0.9% 15% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7663
2.618 0.7470
1.618 0.7352
1.000 0.7279
0.618 0.7234
HIGH 0.7161
0.618 0.7116
0.500 0.7102
0.382 0.7088
LOW 0.7043
0.618 0.6970
1.000 0.6925
1.618 0.6852
2.618 0.6734
4.250 0.6542
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 0.7102 0.7102
PP 0.7089 0.7089
S1 0.7077 0.7077

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

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