CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 03-Mar-2021
Day Change Summary
Previous Current
02-Mar-2021 03-Mar-2021 Change Change % Previous Week
Open 0.7759 0.7825 0.0066 0.8% 0.7884
High 0.7839 0.7842 0.0004 0.0% 0.8008
Low 0.7741 0.7777 0.0036 0.5% 0.7695
Close 0.7833 0.7798 -0.0035 -0.4% 0.7712
Range 0.0098 0.0066 -0.0032 -32.8% 0.0313
ATR 0.0000 0.0081 0.0081 0.0000
Volume 52 21 -31 -59.6% 124
Daily Pivots for day following 03-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8002 0.7966 0.7834
R3 0.7937 0.7900 0.7816
R2 0.7871 0.7871 0.7810
R1 0.7835 0.7835 0.7804 0.7820
PP 0.7806 0.7806 0.7806 0.7798
S1 0.7769 0.7769 0.7792 0.7755
S2 0.7740 0.7740 0.7786
S3 0.7675 0.7704 0.7780
S4 0.7609 0.7638 0.7762
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8742 0.8539 0.7883
R3 0.8430 0.8227 0.7797
R2 0.8117 0.8117 0.7769
R1 0.7914 0.7914 0.7740 0.7860
PP 0.7805 0.7805 0.7805 0.7777
S1 0.7602 0.7602 0.7683 0.7547
S2 0.7492 0.7492 0.7654
S3 0.7180 0.7289 0.7626
S4 0.6867 0.6977 0.7540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8008 0.7695 0.0313 4.0% 0.0087 1.1% 33% False False 27
10 0.8008 0.7695 0.0313 4.0% 0.0079 1.0% 33% False False 26
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8120
2.618 0.8013
1.618 0.7948
1.000 0.7908
0.618 0.7882
HIGH 0.7842
0.618 0.7817
0.500 0.7809
0.382 0.7802
LOW 0.7777
0.618 0.7736
1.000 0.7711
1.618 0.7671
2.618 0.7605
4.250 0.7498
Fisher Pivots for day following 03-Mar-2021
Pivot 1 day 3 day
R1 0.7809 0.7796
PP 0.7806 0.7794
S1 0.7802 0.7792

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

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