CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 0.7279 0.7295 0.0016 0.2% 0.7025
High 0.7299 0.7323 0.0024 0.3% 0.7293
Low 0.7260 0.7266 0.0006 0.1% 0.6996
Close 0.7287 0.7281 -0.0006 -0.1% 0.7272
Range 0.0039 0.0057 0.0018 46.2% 0.0297
ATR 0.0074 0.0073 -0.0001 -1.7% 0.0000
Volume 41 49 8 19.5% 627
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7461 0.7428 0.7312
R3 0.7404 0.7371 0.7297
R2 0.7347 0.7347 0.7291
R1 0.7314 0.7314 0.7286 0.7302
PP 0.7290 0.7290 0.7290 0.7284
S1 0.7257 0.7257 0.7276 0.7245
S2 0.7233 0.7233 0.7271
S3 0.7176 0.7200 0.7265
S4 0.7119 0.7143 0.7250
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 0.7151 0.0193 2.7% 0.0071 1.0% 67% False False 117
10 0.7344 0.6996 0.0348 4.8% 0.0087 1.2% 82% False False 105
20 0.7344 0.6996 0.0348 4.8% 0.0073 1.0% 82% False False 76
40 0.7344 0.6996 0.0348 4.8% 0.0068 0.9% 82% False False 47
60 0.7414 0.6996 0.0418 5.7% 0.0065 0.9% 68% 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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7565
2.618 0.7472
1.618 0.7415
1.000 0.7380
0.618 0.7358
HIGH 0.7323
0.618 0.7301
0.500 0.7295
0.382 0.7288
LOW 0.7266
0.618 0.7231
1.000 0.7209
1.618 0.7174
2.618 0.7117
4.250 0.7024
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 0.7295 0.7302
PP 0.7290 0.7295
S1 0.7286 0.7288

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

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