CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 30-Oct-2020
Day Change Summary
Previous Current
29-Oct-2020 30-Oct-2020 Change Change % Previous Week
Open 0.7068 0.7029 -0.0039 -0.6% 0.7130
High 0.7079 0.7076 -0.0003 0.0% 0.7161
Low 0.7007 0.7016 0.0009 0.1% 0.7007
Close 0.7030 0.7033 0.0003 0.0% 0.7033
Range 0.0072 0.0060 -0.0012 -16.7% 0.0154
ATR 0.0062 0.0062 0.0000 -0.2% 0.0000
Volume 37 99 62 167.6% 335
Daily Pivots for day following 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7222 0.7187 0.7066
R3 0.7162 0.7127 0.7050
R2 0.7102 0.7102 0.7044
R1 0.7067 0.7067 0.7039 0.7085
PP 0.7042 0.7042 0.7042 0.7050
S1 0.7007 0.7007 0.7028 0.7025
S2 0.6982 0.6982 0.7022
S3 0.6922 0.6947 0.7017
S4 0.6862 0.6887 0.7000
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7529 0.7435 0.7118
R3 0.7375 0.7281 0.7075
R2 0.7221 0.7221 0.7061
R1 0.7127 0.7127 0.7047 0.7097
PP 0.7067 0.7067 0.7067 0.7052
S1 0.6973 0.6973 0.7019 0.6943
S2 0.6913 0.6913 0.7005
S3 0.6759 0.6819 0.6991
S4 0.6605 0.6665 0.6948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7161 0.7007 0.0154 2.2% 0.0064 0.9% 17% False False 67
10 0.7163 0.7007 0.0156 2.2% 0.0060 0.9% 17% False False 51
20 0.7246 0.7007 0.0239 3.4% 0.0058 0.8% 11% False False 36
40 0.7348 0.7007 0.0341 4.8% 0.0063 0.9% 8% False False 29
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7331
2.618 0.7233
1.618 0.7173
1.000 0.7136
0.618 0.7113
HIGH 0.7076
0.618 0.7053
0.500 0.7046
0.382 0.7039
LOW 0.7016
0.618 0.6979
1.000 0.6956
1.618 0.6919
2.618 0.6859
4.250 0.6761
Fisher Pivots for day following 30-Oct-2020
Pivot 1 day 3 day
R1 0.7046 0.7084
PP 0.7042 0.7067
S1 0.7037 0.7050

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

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