CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 0.7025 0.7065 0.0040 0.6% 0.7130
High 0.7061 0.7179 0.0118 1.7% 0.7161
Low 0.6996 0.7034 0.0038 0.5% 0.7007
Close 0.7053 0.7147 0.0094 1.3% 0.7033
Range 0.0065 0.0145 0.0080 123.1% 0.0154
ATR 0.0062 0.0068 0.0006 9.6% 0.0000
Volume 104 79 -25 -24.0% 335
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7555 0.7496 0.7227
R3 0.7410 0.7351 0.7187
R2 0.7265 0.7265 0.7174
R1 0.7206 0.7206 0.7160 0.7236
PP 0.7120 0.7120 0.7120 0.7135
S1 0.7061 0.7061 0.7134 0.7091
S2 0.6975 0.6975 0.7120
S3 0.6830 0.6916 0.7107
S4 0.6685 0.6771 0.7067
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 0.7179 0.6996 0.0183 2.6% 0.0092 1.3% 83% True False 96
10 0.7179 0.6996 0.0183 2.6% 0.0071 1.0% 83% True False 60
20 0.7246 0.6996 0.0250 3.5% 0.0062 0.9% 60% False False 43
40 0.7348 0.6996 0.0352 4.9% 0.0065 0.9% 43% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 0.7795
2.618 0.7559
1.618 0.7414
1.000 0.7324
0.618 0.7269
HIGH 0.7179
0.618 0.7124
0.500 0.7107
0.382 0.7089
LOW 0.7034
0.618 0.6944
1.000 0.6889
1.618 0.6799
2.618 0.6654
4.250 0.6418
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 0.7134 0.7127
PP 0.7120 0.7107
S1 0.7107 0.7088

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

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