CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 0.7294 0.7297 0.0003 0.0% 0.7300
High 0.7343 0.7373 0.0031 0.4% 0.7345
Low 0.7272 0.7292 0.0020 0.3% 0.7261
Close 0.7297 0.7360 0.0063 0.9% 0.7317
Range 0.0071 0.0081 0.0011 14.9% 0.0084
ATR 0.0067 0.0068 0.0001 1.4% 0.0000
Volume 397 774 377 95.0% 1,347
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7585 0.7553 0.7404
R3 0.7504 0.7472 0.7382
R2 0.7423 0.7423 0.7374
R1 0.7391 0.7391 0.7367 0.7407
PP 0.7342 0.7342 0.7342 0.7349
S1 0.7310 0.7310 0.7352 0.7326
S2 0.7261 0.7261 0.7345
S3 0.7180 0.7229 0.7337
S4 0.7099 0.7148 0.7315
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 0.7373 0.7261 0.0112 1.5% 0.0063 0.9% 88% True False 419
10 0.7373 0.7228 0.0145 2.0% 0.0058 0.8% 91% True False 292
20 0.7373 0.6996 0.0377 5.1% 0.0075 1.0% 96% True False 204
40 0.7373 0.6996 0.0377 5.1% 0.0065 0.9% 96% True False 113
60 0.7414 0.6996 0.0418 5.7% 0.0066 0.9% 87% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7717
2.618 0.7585
1.618 0.7504
1.000 0.7454
0.618 0.7423
HIGH 0.7373
0.618 0.7342
0.500 0.7333
0.382 0.7323
LOW 0.7292
0.618 0.7242
1.000 0.7211
1.618 0.7161
2.618 0.7080
4.250 0.6948
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 0.7351 0.7347
PP 0.7342 0.7335
S1 0.7333 0.7323

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

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