CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 0.7199 0.7182 -0.0017 -0.2% 0.7130
High 0.7227 0.7293 0.0066 0.9% 0.7161
Low 0.7056 0.7151 0.0095 1.3% 0.7007
Close 0.7194 0.7290 0.0096 1.3% 0.7033
Range 0.0171 0.0142 -0.0029 -17.0% 0.0154
ATR 0.0075 0.0080 0.0005 6.3% 0.0000
Volume 144 133 -11 -7.6% 335
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7671 0.7622 0.7368
R3 0.7529 0.7480 0.7329
R2 0.7387 0.7387 0.7316
R1 0.7338 0.7338 0.7303 0.7363
PP 0.7245 0.7245 0.7245 0.7257
S1 0.7196 0.7196 0.7277 0.7221
S2 0.7103 0.7103 0.7264
S3 0.6961 0.7054 0.7251
S4 0.6819 0.6912 0.7212
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 0.7293 0.6996 0.0297 4.1% 0.0117 1.6% 99% True False 111
10 0.7293 0.6996 0.0297 4.1% 0.0090 1.2% 99% True False 83
20 0.7293 0.6996 0.0297 4.1% 0.0073 1.0% 99% True False 55
40 0.7348 0.6996 0.0352 4.8% 0.0068 0.9% 84% False False 38
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7897
2.618 0.7665
1.618 0.7523
1.000 0.7435
0.618 0.7381
HIGH 0.7293
0.618 0.7239
0.500 0.7222
0.382 0.7205
LOW 0.7151
0.618 0.7063
1.000 0.7009
1.618 0.6921
2.618 0.6779
4.250 0.6548
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 0.7267 0.7248
PP 0.7245 0.7206
S1 0.7222 0.7164

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

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