CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 0.7266 0.7289 0.0023 0.3% 0.7025
High 0.7291 0.7344 0.0053 0.7% 0.7293
Low 0.7245 0.7273 0.0028 0.4% 0.6996
Close 0.7272 0.7298 0.0026 0.4% 0.7272
Range 0.0046 0.0071 0.0025 54.3% 0.0297
ATR 0.0078 0.0077 0.0000 -0.5% 0.0000
Volume 167 197 30 18.0% 627
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7518 0.7479 0.7337
R3 0.7447 0.7408 0.7318
R2 0.7376 0.7376 0.7311
R1 0.7337 0.7337 0.7305 0.7357
PP 0.7305 0.7305 0.7305 0.7315
S1 0.7266 0.7266 0.7291 0.7286
S2 0.7234 0.7234 0.7285
S3 0.7163 0.7195 0.7278
S4 0.7092 0.7124 0.7259
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 0.7344 0.7034 0.0310 4.2% 0.0115 1.6% 85% True False 144
10 0.7344 0.6996 0.0348 4.8% 0.0092 1.3% 87% True False 114
20 0.7344 0.6996 0.0348 4.8% 0.0073 1.0% 87% True False 72
40 0.7348 0.6996 0.0352 4.8% 0.0069 0.9% 86% False False 46
60 0.7414 0.6996 0.0418 5.7% 0.0065 0.9% 72% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7646
2.618 0.7530
1.618 0.7459
1.000 0.7415
0.618 0.7388
HIGH 0.7344
0.618 0.7317
0.500 0.7309
0.382 0.7300
LOW 0.7273
0.618 0.7229
1.000 0.7202
1.618 0.7158
2.618 0.7087
4.250 0.6971
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 0.7309 0.7281
PP 0.7305 0.7264
S1 0.7302 0.7248

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

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