CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 0.7371 0.7395 0.0024 0.3% 0.7294
High 0.7404 0.7413 0.0009 0.1% 0.7404
Low 0.7359 0.7345 -0.0014 -0.2% 0.7272
Close 0.7397 0.7360 -0.0037 -0.5% 0.7397
Range 0.0046 0.0068 0.0023 49.5% 0.0132
ATR 0.0065 0.0066 0.0000 0.3% 0.0000
Volume 862 1,343 481 55.8% 2,628
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7577 0.7536 0.7397
R3 0.7509 0.7468 0.7379
R2 0.7441 0.7441 0.7372
R1 0.7400 0.7400 0.7366 0.7387
PP 0.7373 0.7373 0.7373 0.7366
S1 0.7332 0.7332 0.7354 0.7319
S2 0.7305 0.7305 0.7348
S3 0.7237 0.7264 0.7341
S4 0.7169 0.7196 0.7323
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 0.7413 0.7272 0.0141 1.9% 0.0063 0.9% 62% True False 794
10 0.7413 0.7261 0.0152 2.1% 0.0057 0.8% 65% True False 531
20 0.7413 0.6996 0.0417 5.7% 0.0071 1.0% 87% True False 329
40 0.7413 0.6996 0.0417 5.7% 0.0065 0.9% 87% True False 182
60 0.7413 0.6996 0.0417 5.7% 0.0066 0.9% 87% True False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7702
2.618 0.7591
1.618 0.7523
1.000 0.7481
0.618 0.7455
HIGH 0.7413
0.618 0.7387
0.500 0.7379
0.382 0.7371
LOW 0.7345
0.618 0.7303
1.000 0.7277
1.618 0.7235
2.618 0.7167
4.250 0.7056
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 0.7379 0.7372
PP 0.7373 0.7368
S1 0.7366 0.7364

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

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