CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 0.7309 0.7276 -0.0033 -0.5% 0.7300
High 0.7309 0.7330 0.0021 0.3% 0.7345
Low 0.7261 0.7273 0.0012 0.2% 0.7261
Close 0.7296 0.7317 0.0021 0.3% 0.7317
Range 0.0048 0.0057 0.0009 18.8% 0.0084
ATR 0.0068 0.0067 -0.0001 -1.2% 0.0000
Volume 359 227 -132 -36.8% 1,347
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7478 0.7454 0.7348
R3 0.7421 0.7397 0.7333
R2 0.7364 0.7364 0.7327
R1 0.7340 0.7340 0.7322 0.7352
PP 0.7307 0.7307 0.7307 0.7313
S1 0.7283 0.7283 0.7312 0.7295
S2 0.7250 0.7250 0.7307
S3 0.7193 0.7226 0.7301
S4 0.7136 0.7169 0.7286
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7560 0.7522 0.7363
R3 0.7476 0.7438 0.7340
R2 0.7392 0.7392 0.7332
R1 0.7354 0.7354 0.7325 0.7373
PP 0.7308 0.7308 0.7308 0.7317
S1 0.7270 0.7270 0.7309 0.7289
S2 0.7224 0.7224 0.7302
S3 0.7140 0.7186 0.7294
S4 0.7056 0.7102 0.7271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7345 0.7261 0.0084 1.1% 0.0051 0.7% 67% False False 269
10 0.7345 0.7228 0.0117 1.6% 0.0054 0.7% 76% False False 198
20 0.7345 0.6996 0.0349 4.8% 0.0072 1.0% 92% False False 147
40 0.7345 0.6996 0.0349 4.8% 0.0064 0.9% 92% False False 85
60 0.7414 0.6996 0.0418 5.7% 0.0066 0.9% 77% False False 63
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7572
2.618 0.7479
1.618 0.7422
1.000 0.7387
0.618 0.7365
HIGH 0.7330
0.618 0.7308
0.500 0.7302
0.382 0.7295
LOW 0.7273
0.618 0.7238
1.000 0.7216
1.618 0.7181
2.618 0.7124
4.250 0.7031
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 0.7312 0.7311
PP 0.7307 0.7305
S1 0.7302 0.7299

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

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