CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 0.7297 0.7369 0.0072 1.0% 0.7300
High 0.7373 0.7379 0.0006 0.1% 0.7345
Low 0.7292 0.7330 0.0038 0.5% 0.7261
Close 0.7360 0.7372 0.0012 0.2% 0.7317
Range 0.0081 0.0049 -0.0033 -40.1% 0.0084
ATR 0.0068 0.0067 -0.0001 -2.1% 0.0000
Volume 774 595 -179 -23.1% 1,347
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7506 0.7487 0.7398
R3 0.7457 0.7439 0.7385
R2 0.7409 0.7409 0.7380
R1 0.7390 0.7390 0.7376 0.7399
PP 0.7360 0.7360 0.7360 0.7365
S1 0.7342 0.7342 0.7367 0.7351
S2 0.7312 0.7312 0.7363
S3 0.7263 0.7293 0.7358
S4 0.7215 0.7245 0.7345
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 0.7379 0.7261 0.0118 1.6% 0.0061 0.8% 94% True False 470
10 0.7379 0.7228 0.0151 2.0% 0.0057 0.8% 95% True False 346
20 0.7379 0.6996 0.0383 5.2% 0.0072 1.0% 98% True False 225
40 0.7379 0.6996 0.0383 5.2% 0.0064 0.9% 98% True False 128
60 0.7379 0.6996 0.0383 5.2% 0.0066 0.9% 98% True False 92
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7585
2.618 0.7505
1.618 0.7457
1.000 0.7427
0.618 0.7408
HIGH 0.7379
0.618 0.7360
0.500 0.7354
0.382 0.7349
LOW 0.7330
0.618 0.7300
1.000 0.7282
1.618 0.7252
2.618 0.7203
4.250 0.7124
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 0.7366 0.7356
PP 0.7360 0.7341
S1 0.7354 0.7325

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

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