CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 0.7289 0.7279 -0.0010 -0.1% 0.7025
High 0.7344 0.7299 -0.0045 -0.6% 0.7293
Low 0.7273 0.7260 -0.0013 -0.2% 0.6996
Close 0.7298 0.7287 -0.0011 -0.2% 0.7272
Range 0.0071 0.0039 -0.0032 -45.1% 0.0297
ATR 0.0077 0.0074 -0.0003 -3.5% 0.0000
Volume 197 41 -156 -79.2% 627
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7399 0.7382 0.7308
R3 0.7360 0.7343 0.7298
R2 0.7321 0.7321 0.7294
R1 0.7304 0.7304 0.7291 0.7313
PP 0.7282 0.7282 0.7282 0.7286
S1 0.7265 0.7265 0.7283 0.7274
S2 0.7243 0.7243 0.7280
S3 0.7204 0.7226 0.7276
S4 0.7165 0.7187 0.7266
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 0.7056 0.0288 4.0% 0.0094 1.3% 80% False False 136
10 0.7344 0.6996 0.0348 4.8% 0.0093 1.3% 84% False False 116
20 0.7344 0.6996 0.0348 4.8% 0.0072 1.0% 84% False False 74
40 0.7348 0.6996 0.0352 4.8% 0.0068 0.9% 83% False False 46
60 0.7414 0.6996 0.0418 5.7% 0.0065 0.9% 70% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0023
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7465
2.618 0.7401
1.618 0.7362
1.000 0.7338
0.618 0.7323
HIGH 0.7299
0.618 0.7284
0.500 0.7280
0.382 0.7275
LOW 0.7260
0.618 0.7236
1.000 0.7221
1.618 0.7197
2.618 0.7158
4.250 0.7094
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 0.7285 0.7295
PP 0.7282 0.7292
S1 0.7280 0.7290

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

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