CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 17-Mar-2021
Day Change Summary
Previous Current
16-Mar-2021 17-Mar-2021 Change Change % Previous Week
Open 0.7750 0.7748 -0.0002 0.0% 0.7700
High 0.7761 0.7814 0.0053 0.7% 0.7800
Low 0.7716 0.7705 -0.0012 -0.1% 0.7634
Close 0.7750 0.7796 0.0047 0.6% 0.7761
Range 0.0045 0.0110 0.0065 143.3% 0.0166
ATR 0.0077 0.0080 0.0002 3.0% 0.0000
Volume 35 60 25 71.4% 155
Daily Pivots for day following 17-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8100 0.8058 0.7856
R3 0.7991 0.7948 0.7826
R2 0.7881 0.7881 0.7816
R1 0.7839 0.7839 0.7806 0.7860
PP 0.7772 0.7772 0.7772 0.7782
S1 0.7729 0.7729 0.7786 0.7750
S2 0.7662 0.7662 0.7776
S3 0.7553 0.7620 0.7766
S4 0.7443 0.7510 0.7736
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 0.7814 0.7705 0.0110 1.4% 0.0070 0.9% 84% True True 41
10 0.7818 0.7630 0.0188 2.4% 0.0079 1.0% 89% False False 39
20 0.8008 0.7630 0.0378 4.8% 0.0079 1.0% 44% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8279
2.618 0.8101
1.618 0.7991
1.000 0.7924
0.618 0.7882
HIGH 0.7814
0.618 0.7772
0.500 0.7759
0.382 0.7746
LOW 0.7705
0.618 0.7637
1.000 0.7595
1.618 0.7527
2.618 0.7418
4.250 0.7239
Fisher Pivots for day following 17-Mar-2021
Pivot 1 day 3 day
R1 0.7784 0.7784
PP 0.7772 0.7772
S1 0.7759 0.7759

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.