CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 0.7295 0.7284 -0.0011 -0.2% 0.7025
High 0.7323 0.7298 -0.0025 -0.3% 0.7293
Low 0.7266 0.7231 -0.0035 -0.5% 0.6996
Close 0.7281 0.7244 -0.0037 -0.5% 0.7272
Range 0.0057 0.0067 0.0010 17.5% 0.0297
ATR 0.0073 0.0073 0.0000 -0.6% 0.0000
Volume 49 91 42 85.7% 627
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7459 0.7418 0.7281
R3 0.7392 0.7351 0.7262
R2 0.7325 0.7325 0.7256
R1 0.7284 0.7284 0.7250 0.7271
PP 0.7258 0.7258 0.7258 0.7251
S1 0.7217 0.7217 0.7238 0.7204
S2 0.7191 0.7191 0.7232
S3 0.7124 0.7150 0.7226
S4 0.7057 0.7083 0.7207
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 0.7231 0.0113 1.6% 0.0056 0.8% 12% False True 109
10 0.7344 0.6996 0.0348 4.8% 0.0086 1.2% 71% False False 110
20 0.7344 0.6996 0.0348 4.8% 0.0071 1.0% 71% False False 78
40 0.7344 0.6996 0.0348 4.8% 0.0068 0.9% 71% False False 48
60 0.7414 0.6996 0.0418 5.8% 0.0065 0.9% 59% False False 37
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7583
2.618 0.7473
1.618 0.7406
1.000 0.7365
0.618 0.7339
HIGH 0.7298
0.618 0.7272
0.500 0.7265
0.382 0.7257
LOW 0.7231
0.618 0.7190
1.000 0.7164
1.618 0.7123
2.618 0.7056
4.250 0.6946
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 0.7265 0.7277
PP 0.7258 0.7266
S1 0.7251 0.7255

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.