CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 0.7419 0.7445 0.0027 0.4% 0.7395
High 0.7456 0.7450 -0.0006 -0.1% 0.7456
Low 0.7405 0.7417 0.0012 0.2% 0.7345
Close 0.7453 0.7446 -0.0007 -0.1% 0.7446
Range 0.0051 0.0034 -0.0018 -34.3% 0.0111
ATR 0.0063 0.0061 -0.0002 -3.0% 0.0000
Volume 2,364 17,083 14,719 622.6% 23,658
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7538 0.7526 0.7464
R3 0.7505 0.7492 0.7455
R2 0.7471 0.7471 0.7452
R1 0.7459 0.7459 0.7449 0.7465
PP 0.7438 0.7438 0.7438 0.7441
S1 0.7425 0.7425 0.7443 0.7431
S2 0.7404 0.7404 0.7440
S3 0.7371 0.7392 0.7437
S4 0.7337 0.7358 0.7428
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7749 0.7708 0.7507
R3 0.7638 0.7597 0.7477
R2 0.7527 0.7527 0.7466
R1 0.7486 0.7486 0.7456 0.7507
PP 0.7416 0.7416 0.7416 0.7426
S1 0.7375 0.7375 0.7436 0.7396
S2 0.7305 0.7305 0.7426
S3 0.7194 0.7264 0.7415
S4 0.7083 0.7153 0.7385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7456 0.7345 0.0111 1.5% 0.0050 0.7% 91% False False 4,731
10 0.7456 0.7272 0.0184 2.5% 0.0055 0.7% 95% False False 2,651
20 0.7456 0.7228 0.0228 3.1% 0.0054 0.7% 96% False False 1,422
40 0.7456 0.6996 0.0460 6.2% 0.0063 0.9% 98% False False 738
60 0.7456 0.6996 0.0460 6.2% 0.0064 0.9% 98% False False 499
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7592
2.618 0.7538
1.618 0.7504
1.000 0.7484
0.618 0.7471
HIGH 0.7450
0.618 0.7437
0.500 0.7433
0.382 0.7429
LOW 0.7417
0.618 0.7396
1.000 0.7383
1.618 0.7362
2.618 0.7329
4.250 0.7274
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 0.7442 0.7433
PP 0.7438 0.7420
S1 0.7433 0.7407

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

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