CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 0.7690 0.7703 0.0013 0.2% 0.7607
High 0.7747 0.7746 -0.0001 0.0% 0.7747
Low 0.7690 0.7647 -0.0043 -0.6% 0.7564
Close 0.7700 0.7675 -0.0025 -0.3% 0.7700
Range 0.0057 0.0099 0.0042 72.8% 0.0183
ATR 0.0066 0.0068 0.0002 3.6% 0.0000
Volume 83,314 122,748 39,434 47.3% 298,960
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7985 0.7928 0.7729
R3 0.7886 0.7830 0.7702
R2 0.7788 0.7788 0.7693
R1 0.7731 0.7731 0.7684 0.7710
PP 0.7689 0.7689 0.7689 0.7679
S1 0.7633 0.7633 0.7666 0.7612
S2 0.7591 0.7591 0.7657
S3 0.7492 0.7534 0.7648
S4 0.7394 0.7436 0.7621
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8219 0.8143 0.7801
R3 0.8036 0.7960 0.7750
R2 0.7853 0.7853 0.7734
R1 0.7777 0.7777 0.7717 0.7815
PP 0.7670 0.7670 0.7670 0.7689
S1 0.7594 0.7594 0.7683 0.7632
S2 0.7487 0.7487 0.7666
S3 0.7304 0.7411 0.7650
S4 0.7121 0.7228 0.7599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7747 0.7564 0.0183 2.4% 0.0070 0.9% 61% False False 84,341
10 0.7747 0.7471 0.0276 3.6% 0.0071 0.9% 74% False False 89,566
20 0.7747 0.7379 0.0368 4.8% 0.0066 0.9% 81% False False 79,039
40 0.7747 0.7151 0.0596 7.8% 0.0063 0.8% 88% False False 39,807
60 0.7747 0.6996 0.0751 9.8% 0.0065 0.8% 90% False False 26,554
80 0.7747 0.6996 0.0751 9.8% 0.0065 0.8% 90% False False 19,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8164
2.618 0.8003
1.618 0.7905
1.000 0.7844
0.618 0.7806
HIGH 0.7746
0.618 0.7708
0.500 0.7696
0.382 0.7685
LOW 0.7647
0.618 0.7586
1.000 0.7549
1.618 0.7488
2.618 0.7389
4.250 0.7228
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 0.7696 0.7679
PP 0.7689 0.7677
S1 0.7682 0.7676

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

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