CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 30-Dec-2020
Day Change Summary
Previous Current
29-Dec-2020 30-Dec-2020 Change Change % Previous Week
Open 0.7586 0.7611 0.0025 0.3% 0.7610
High 0.7631 0.7692 0.0061 0.8% 0.7615
Low 0.7585 0.7611 0.0026 0.3% 0.7471
Close 0.7616 0.7682 0.0066 0.9% 0.7609
Range 0.0047 0.0081 0.0035 74.2% 0.0144
ATR 0.0064 0.0066 0.0001 1.8% 0.0000
Volume 71,979 76,426 4,447 6.2% 389,281
Daily Pivots for day following 30-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7904 0.7874 0.7726
R3 0.7823 0.7793 0.7704
R2 0.7742 0.7742 0.7696
R1 0.7712 0.7712 0.7689 0.7727
PP 0.7661 0.7661 0.7661 0.7669
S1 0.7631 0.7631 0.7674 0.7646
S2 0.7580 0.7580 0.7667
S3 0.7499 0.7550 0.7659
S4 0.7418 0.7469 0.7637
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7997 0.7947 0.7688
R3 0.7853 0.7803 0.7649
R2 0.7709 0.7709 0.7635
R1 0.7659 0.7659 0.7622 0.7612
PP 0.7565 0.7565 0.7565 0.7542
S1 0.7515 0.7515 0.7596 0.7468
S2 0.7421 0.7421 0.7583
S3 0.7277 0.7371 0.7569
S4 0.7133 0.7227 0.7530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7692 0.7534 0.0158 2.1% 0.0058 0.8% 94% True False 70,333
10 0.7692 0.7471 0.0221 2.9% 0.0066 0.9% 95% True False 84,322
20 0.7692 0.7358 0.0334 4.3% 0.0064 0.8% 97% True False 68,951
40 0.7692 0.7034 0.0658 8.6% 0.0067 0.9% 98% True False 34,661
60 0.7692 0.6996 0.0696 9.1% 0.0065 0.8% 99% True False 23,121
80 0.7692 0.6996 0.0696 9.1% 0.0065 0.8% 99% True False 17,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8036
2.618 0.7904
1.618 0.7823
1.000 0.7773
0.618 0.7742
HIGH 0.7692
0.618 0.7661
0.500 0.7651
0.382 0.7641
LOW 0.7611
0.618 0.7560
1.000 0.7530
1.618 0.7479
2.618 0.7398
4.250 0.7266
Fisher Pivots for day following 30-Dec-2020
Pivot 1 day 3 day
R1 0.7671 0.7664
PP 0.7661 0.7646
S1 0.7651 0.7628

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

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