CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 0.7443 0.7542 0.0099 1.3% 0.7437
High 0.7547 0.7579 0.0032 0.4% 0.7579
Low 0.7439 0.7528 0.0089 1.2% 0.7379
Close 0.7534 0.7545 0.0011 0.1% 0.7545
Range 0.0108 0.0051 -0.0057 -52.8% 0.0200
ATR 0.0065 0.0064 -0.0001 -1.5% 0.0000
Volume 58,800 97,643 38,843 66.1% 354,834
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7703 0.7675 0.7573
R3 0.7652 0.7624 0.7559
R2 0.7601 0.7601 0.7554
R1 0.7573 0.7573 0.7549 0.7587
PP 0.7550 0.7550 0.7550 0.7557
S1 0.7522 0.7522 0.7540 0.7536
S2 0.7499 0.7499 0.7535
S3 0.7448 0.7471 0.7530
S4 0.7397 0.7420 0.7516
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8101 0.8023 0.7655
R3 0.7901 0.7823 0.7600
R2 0.7701 0.7701 0.7581
R1 0.7623 0.7623 0.7563 0.7662
PP 0.7501 0.7501 0.7501 0.7520
S1 0.7423 0.7423 0.7526 0.7462
S2 0.7301 0.7301 0.7508
S3 0.7101 0.7223 0.7490
S4 0.6901 0.7023 0.7435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7579 0.7379 0.0200 2.7% 0.0071 0.9% 83% True False 70,966
10 0.7579 0.7345 0.0234 3.1% 0.0061 0.8% 85% True False 37,849
20 0.7579 0.7228 0.0351 4.6% 0.0058 0.8% 90% True False 19,136
40 0.7579 0.6996 0.0583 7.7% 0.0065 0.9% 94% True False 9,607
60 0.7579 0.6996 0.0583 7.7% 0.0065 0.9% 94% True False 6,411
80 0.7579 0.6996 0.0583 7.7% 0.0063 0.8% 94% True False 4,811
Crabel Price Patterns
NR True
NR4 False
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7795
2.618 0.7712
1.618 0.7661
1.000 0.7630
0.618 0.7610
HIGH 0.7579
0.618 0.7559
0.500 0.7553
0.382 0.7547
LOW 0.7528
0.618 0.7496
1.000 0.7477
1.618 0.7445
2.618 0.7394
4.250 0.7311
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 0.7553 0.7528
PP 0.7550 0.7512
S1 0.7547 0.7496

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

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