CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 09-Mar-2021
Day Change Summary
Previous Current
08-Mar-2021 09-Mar-2021 Change Change % Previous Week
Open 0.7700 0.7662 -0.0038 -0.5% 0.7745
High 0.7721 0.7730 0.0010 0.1% 0.7842
Low 0.7643 0.7634 -0.0009 -0.1% 0.7630
Close 0.7668 0.7722 0.0054 0.7% 0.7695
Range 0.0078 0.0096 0.0019 23.9% 0.0213
ATR 0.0083 0.0084 0.0001 1.1% 0.0000
Volume 61 31 -30 -49.2% 161
Daily Pivots for day following 09-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7983 0.7948 0.7774
R3 0.7887 0.7852 0.7748
R2 0.7791 0.7791 0.7739
R1 0.7756 0.7756 0.7730 0.7774
PP 0.7695 0.7695 0.7695 0.7704
S1 0.7660 0.7660 0.7713 0.7678
S2 0.7599 0.7599 0.7704
S3 0.7503 0.7564 0.7695
S4 0.7407 0.7468 0.7669
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8360 0.8240 0.7811
R3 0.8147 0.8027 0.7753
R2 0.7935 0.7935 0.7733
R1 0.7815 0.7815 0.7714 0.7768
PP 0.7722 0.7722 0.7722 0.7699
S1 0.7602 0.7602 0.7675 0.7556
S2 0.7510 0.7510 0.7656
S3 0.7297 0.7390 0.7636
S4 0.7085 0.7177 0.7578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7842 0.7630 0.0213 2.8% 0.0087 1.1% 43% False False 35
10 0.8008 0.7630 0.0378 4.9% 0.0088 1.1% 24% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8138
2.618 0.7981
1.618 0.7885
1.000 0.7826
0.618 0.7789
HIGH 0.7730
0.618 0.7693
0.500 0.7682
0.382 0.7671
LOW 0.7634
0.618 0.7575
1.000 0.7538
1.618 0.7479
2.618 0.7383
4.250 0.7226
Fisher Pivots for day following 09-Mar-2021
Pivot 1 day 3 day
R1 0.7708 0.7708
PP 0.7695 0.7694
S1 0.7682 0.7680

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

View Archives - Comment on this page... - Back to Index of Symbols