CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 0.7065 0.7199 0.0134 1.9% 0.7130
High 0.7179 0.7227 0.0048 0.7% 0.7161
Low 0.7034 0.7056 0.0022 0.3% 0.7007
Close 0.7147 0.7194 0.0047 0.7% 0.7033
Range 0.0145 0.0171 0.0026 17.9% 0.0154
ATR 0.0068 0.0075 0.0007 10.8% 0.0000
Volume 79 144 65 82.3% 335
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7672 0.7604 0.7288
R3 0.7501 0.7433 0.7241
R2 0.7330 0.7330 0.7225
R1 0.7262 0.7262 0.7210 0.7211
PP 0.7159 0.7159 0.7159 0.7133
S1 0.7091 0.7091 0.7178 0.7040
S2 0.6988 0.6988 0.7163
S3 0.6817 0.6920 0.7147
S4 0.6646 0.6749 0.7100
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 0.7227 0.6996 0.0231 3.2% 0.0103 1.4% 86% True False 92
10 0.7227 0.6996 0.0231 3.2% 0.0079 1.1% 86% True False 73
20 0.7246 0.6996 0.0250 3.5% 0.0068 0.9% 79% False False 50
40 0.7348 0.6996 0.0352 4.9% 0.0067 0.9% 56% False False 35
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 0.0021
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 0.7954
2.618 0.7675
1.618 0.7504
1.000 0.7398
0.618 0.7333
HIGH 0.7227
0.618 0.7162
0.500 0.7142
0.382 0.7121
LOW 0.7056
0.618 0.6950
1.000 0.6885
1.618 0.6779
2.618 0.6608
4.250 0.6329
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 0.7177 0.7167
PP 0.7159 0.7139
S1 0.7142 0.7112

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

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