CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 0.7328 0.7299 -0.0029 -0.4% 0.7289
High 0.7345 0.7336 -0.0009 -0.1% 0.7344
Low 0.7295 0.7279 -0.0016 -0.2% 0.7228
Close 0.7312 0.7326 0.0014 0.2% 0.7271
Range 0.0050 0.0057 0.0007 14.0% 0.0116
ATR 0.0069 0.0068 -0.0001 -1.2% 0.0000
Volume 258 340 82 31.8% 641
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7485 0.7462 0.7357
R3 0.7428 0.7405 0.7342
R2 0.7371 0.7371 0.7336
R1 0.7348 0.7348 0.7331 0.7360
PP 0.7314 0.7314 0.7314 0.7319
S1 0.7291 0.7291 0.7321 0.7303
S2 0.7257 0.7257 0.7316
S3 0.7200 0.7234 0.7310
S4 0.7143 0.7177 0.7295
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% 84% False False 223
10 0.7345 0.7151 0.0194 2.6% 0.0062 0.8% 90% False False 170
20 0.7345 0.6996 0.0349 4.8% 0.0071 1.0% 95% False False 121
40 0.7345 0.6996 0.0349 4.8% 0.0064 0.9% 95% False False 71
60 0.7414 0.6996 0.0418 5.7% 0.0065 0.9% 79% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7578
2.618 0.7485
1.618 0.7428
1.000 0.7393
0.618 0.7371
HIGH 0.7336
0.618 0.7314
0.500 0.7308
0.382 0.7301
LOW 0.7279
0.618 0.7244
1.000 0.7222
1.618 0.7187
2.618 0.7130
4.250 0.7037
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 0.7320 0.7321
PP 0.7314 0.7317
S1 0.7308 0.7312

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

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