CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 0.7763 0.7796 0.0033 0.4% 0.7700
High 0.7792 0.7800 0.0009 0.1% 0.7800
Low 0.7735 0.7730 -0.0005 -0.1% 0.7634
Close 0.7792 0.7761 -0.0031 -0.4% 0.7761
Range 0.0057 0.0071 0.0014 23.7% 0.0166
ATR 0.0082 0.0081 -0.0001 -1.0% 0.0000
Volume 21 7 -14 -66.7% 155
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7975 0.7938 0.7799
R3 0.7904 0.7868 0.7780
R2 0.7834 0.7834 0.7773
R1 0.7797 0.7797 0.7767 0.7780
PP 0.7763 0.7763 0.7763 0.7755
S1 0.7727 0.7727 0.7754 0.7710
S2 0.7693 0.7693 0.7748
S3 0.7622 0.7656 0.7741
S4 0.7552 0.7586 0.7722
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8230 0.8161 0.7852
R3 0.8064 0.7995 0.7806
R2 0.7898 0.7898 0.7791
R1 0.7829 0.7829 0.7776 0.7863
PP 0.7732 0.7732 0.7732 0.7749
S1 0.7663 0.7663 0.7745 0.7697
S2 0.7566 0.7566 0.7730
S3 0.7400 0.7497 0.7715
S4 0.7234 0.7331 0.7669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7800 0.7634 0.0166 2.1% 0.0075 1.0% 76% True False 31
10 0.7842 0.7630 0.0213 2.7% 0.0078 1.0% 62% False False 31
20 0.8008 0.7630 0.0378 4.9% 0.0075 1.0% 35% False False 25
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8100
2.618 0.7985
1.618 0.7914
1.000 0.7871
0.618 0.7844
HIGH 0.7800
0.618 0.7773
0.500 0.7765
0.382 0.7756
LOW 0.7730
0.618 0.7686
1.000 0.7659
1.618 0.7615
2.618 0.7545
4.250 0.7430
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 0.7765 0.7753
PP 0.7763 0.7745
S1 0.7762 0.7737

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

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