CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 0.7369 0.7371 0.0002 0.0% 0.7294
High 0.7379 0.7404 0.0026 0.3% 0.7404
Low 0.7330 0.7359 0.0029 0.4% 0.7272
Close 0.7372 0.7397 0.0025 0.3% 0.7397
Range 0.0049 0.0046 -0.0003 -6.2% 0.0132
ATR 0.0067 0.0065 -0.0002 -2.3% 0.0000
Volume 595 862 267 44.9% 2,628
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7523 0.7505 0.7422
R3 0.7477 0.7460 0.7409
R2 0.7432 0.7432 0.7405
R1 0.7414 0.7414 0.7401 0.7423
PP 0.7386 0.7386 0.7386 0.7391
S1 0.7369 0.7369 0.7392 0.7378
S2 0.7341 0.7341 0.7388
S3 0.7295 0.7323 0.7384
S4 0.7250 0.7278 0.7371
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7754 0.7707 0.7469
R3 0.7622 0.7575 0.7433
R2 0.7490 0.7490 0.7421
R1 0.7443 0.7443 0.7409 0.7466
PP 0.7358 0.7358 0.7358 0.7369
S1 0.7311 0.7311 0.7384 0.7334
S2 0.7226 0.7226 0.7372
S3 0.7094 0.7179 0.7360
S4 0.6962 0.7047 0.7324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7404 0.7272 0.0132 1.8% 0.0061 0.8% 94% True False 571
10 0.7404 0.7228 0.0176 2.4% 0.0055 0.7% 96% True False 423
20 0.7404 0.6996 0.0408 5.5% 0.0071 1.0% 98% True False 267
40 0.7404 0.6996 0.0408 5.5% 0.0064 0.9% 98% True False 149
60 0.7404 0.6996 0.0408 5.5% 0.0066 0.9% 98% True False 106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7597
2.618 0.7523
1.618 0.7478
1.000 0.7450
0.618 0.7432
HIGH 0.7404
0.618 0.7387
0.500 0.7381
0.382 0.7376
LOW 0.7359
0.618 0.7330
1.000 0.7313
1.618 0.7285
2.618 0.7239
4.250 0.7165
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 0.7391 0.7380
PP 0.7386 0.7364
S1 0.7381 0.7348

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

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