CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 0.7300 0.7328 0.0028 0.4% 0.7289
High 0.7332 0.7345 0.0013 0.2% 0.7344
Low 0.7290 0.7295 0.0005 0.1% 0.7228
Close 0.7320 0.7312 -0.0008 -0.1% 0.7271
Range 0.0042 0.0050 0.0008 19.0% 0.0116
ATR 0.0070 0.0069 -0.0001 -2.1% 0.0000
Volume 163 258 95 58.3% 641
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7467 0.7440 0.7340
R3 0.7417 0.7390 0.7326
R2 0.7367 0.7367 0.7321
R1 0.7340 0.7340 0.7317 0.7329
PP 0.7317 0.7317 0.7317 0.7312
S1 0.7290 0.7290 0.7307 0.7279
S2 0.7267 0.7267 0.7303
S3 0.7217 0.7240 0.7298
S4 0.7167 0.7190 0.7285
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 0.7345 0.7228 0.0117 1.6% 0.0053 0.7% 72% True False 164
10 0.7345 0.7056 0.0289 4.0% 0.0074 1.0% 89% True False 150
20 0.7345 0.6996 0.0349 4.8% 0.0072 1.0% 91% True False 105
40 0.7345 0.6996 0.0349 4.8% 0.0066 0.9% 91% True False 63
60 0.7414 0.6996 0.0418 5.7% 0.0065 0.9% 76% False False 48
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 True
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7558
2.618 0.7476
1.618 0.7426
1.000 0.7395
0.618 0.7376
HIGH 0.7345
0.618 0.7326
0.500 0.7320
0.382 0.7314
LOW 0.7295
0.618 0.7264
1.000 0.7245
1.618 0.7214
2.618 0.7164
4.250 0.7083
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 0.7320 0.7304
PP 0.7317 0.7295
S1 0.7315 0.7287

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

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