CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 0.7245 0.7300 0.0055 0.8% 0.7289
High 0.7279 0.7332 0.0053 0.7% 0.7344
Low 0.7228 0.7290 0.0062 0.9% 0.7228
Close 0.7271 0.7320 0.0049 0.7% 0.7271
Range 0.0051 0.0042 -0.0009 -17.6% 0.0116
ATR 0.0071 0.0070 -0.0001 -1.0% 0.0000
Volume 263 163 -100 -38.0% 641
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7440 0.7422 0.7343
R3 0.7398 0.7380 0.7332
R2 0.7356 0.7356 0.7328
R1 0.7338 0.7338 0.7324 0.7347
PP 0.7314 0.7314 0.7314 0.7319
S1 0.7296 0.7296 0.7316 0.7305
S2 0.7272 0.7272 0.7312
S3 0.7230 0.7254 0.7308
S4 0.7188 0.7212 0.7297
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 0.7332 0.7228 0.0104 1.4% 0.0051 0.7% 88% True False 121
10 0.7344 0.7034 0.0310 4.2% 0.0083 1.1% 92% False False 132
20 0.7344 0.6996 0.0348 4.8% 0.0072 1.0% 93% False False 95
40 0.7344 0.6996 0.0348 4.8% 0.0066 0.9% 93% False False 57
60 0.7414 0.6996 0.0418 5.7% 0.0065 0.9% 78% False False 43
Crabel Price Patterns
NR True
NR4 True
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 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7511
2.618 0.7442
1.618 0.7400
1.000 0.7374
0.618 0.7358
HIGH 0.7332
0.618 0.7316
0.500 0.7311
0.382 0.7306
LOW 0.7290
0.618 0.7264
1.000 0.7248
1.618 0.7222
2.618 0.7180
4.250 0.7112
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 0.7317 0.7307
PP 0.7314 0.7293
S1 0.7311 0.7280

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

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