CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 0.7284 0.7245 -0.0039 -0.5% 0.7289
High 0.7298 0.7279 -0.0019 -0.3% 0.7344
Low 0.7231 0.7228 -0.0003 0.0% 0.7228
Close 0.7244 0.7271 0.0027 0.4% 0.7271
Range 0.0067 0.0051 -0.0016 -23.9% 0.0116
ATR 0.0073 0.0071 -0.0002 -2.1% 0.0000
Volume 91 263 172 189.0% 641
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7412 0.7393 0.7299
R3 0.7361 0.7342 0.7285
R2 0.7310 0.7310 0.7280
R1 0.7291 0.7291 0.7276 0.7301
PP 0.7259 0.7259 0.7259 0.7264
S1 0.7240 0.7240 0.7266 0.7250
S2 0.7208 0.7208 0.7262
S3 0.7157 0.7189 0.7257
S4 0.7106 0.7138 0.7243
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7629 0.7566 0.7335
R3 0.7513 0.7450 0.7303
R2 0.7397 0.7397 0.7292
R1 0.7334 0.7334 0.7282 0.7308
PP 0.7281 0.7281 0.7281 0.7268
S1 0.7218 0.7218 0.7260 0.7192
S2 0.7165 0.7165 0.7250
S3 0.7049 0.7102 0.7239
S4 0.6933 0.6986 0.7207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7344 0.7228 0.0116 1.6% 0.0057 0.8% 37% False True 128
10 0.7344 0.6996 0.0348 4.8% 0.0085 1.2% 79% False False 126
20 0.7344 0.6996 0.0348 4.8% 0.0073 1.0% 79% False False 89
40 0.7344 0.6996 0.0348 4.8% 0.0068 0.9% 79% False False 54
60 0.7414 0.6996 0.0418 5.7% 0.0065 0.9% 66% False False 41
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7496
2.618 0.7413
1.618 0.7362
1.000 0.7330
0.618 0.7311
HIGH 0.7279
0.618 0.7260
0.500 0.7254
0.382 0.7247
LOW 0.7228
0.618 0.7196
1.000 0.7177
1.618 0.7145
2.618 0.7094
4.250 0.7011
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 0.7265 0.7276
PP 0.7259 0.7274
S1 0.7254 0.7273

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

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