CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 0.7182 0.7266 0.0084 1.2% 0.7025
High 0.7293 0.7291 -0.0002 0.0% 0.7293
Low 0.7151 0.7245 0.0094 1.3% 0.6996
Close 0.7290 0.7272 -0.0018 -0.2% 0.7272
Range 0.0142 0.0046 -0.0096 -67.6% 0.0297
ATR 0.0080 0.0078 -0.0002 -3.0% 0.0000
Volume 133 167 34 25.6% 627
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7407 0.7386 0.7297
R3 0.7361 0.7340 0.7285
R2 0.7315 0.7315 0.7280
R1 0.7294 0.7294 0.7276 0.7305
PP 0.7269 0.7269 0.7269 0.7275
S1 0.7248 0.7248 0.7268 0.7259
S2 0.7223 0.7223 0.7264
S3 0.7177 0.7202 0.7259
S4 0.7131 0.7156 0.7247
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.8078 0.7972 0.7435
R3 0.7781 0.7675 0.7354
R2 0.7484 0.7484 0.7326
R1 0.7378 0.7378 0.7299 0.7431
PP 0.7187 0.7187 0.7187 0.7214
S1 0.7081 0.7081 0.7245 0.7134
S2 0.6890 0.6890 0.7218
S3 0.6593 0.6784 0.7190
S4 0.6296 0.6487 0.7109
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% 0.0114 1.6% 93% False False 125
10 0.7293 0.6996 0.0297 4.1% 0.0089 1.2% 93% False False 96
20 0.7293 0.6996 0.0297 4.1% 0.0071 1.0% 93% False False 63
40 0.7348 0.6996 0.0352 4.8% 0.0068 0.9% 78% False False 41
60 0.7414 0.6996 0.0418 5.7% 0.0064 0.9% 66% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7487
2.618 0.7411
1.618 0.7365
1.000 0.7337
0.618 0.7319
HIGH 0.7291
0.618 0.7273
0.500 0.7268
0.382 0.7263
LOW 0.7245
0.618 0.7217
1.000 0.7199
1.618 0.7171
2.618 0.7125
4.250 0.7050
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 0.7271 0.7240
PP 0.7269 0.7207
S1 0.7268 0.7175

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

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