CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 23-Mar-2021
Day Change Summary
Previous Current
22-Mar-2021 23-Mar-2021 Change Change % Previous Week
Open 0.7729 0.7732 0.0004 0.0% 0.7750
High 0.7760 0.7732 -0.0028 -0.4% 0.7853
Low 0.7710 0.7623 -0.0088 -1.1% 0.7705
Close 0.7758 0.7648 -0.0110 -1.4% 0.7753
Range 0.0050 0.0110 0.0060 119.0% 0.0149
ATR 0.0077 0.0081 0.0004 5.4% 0.0000
Volume 18 34 16 88.9% 293
Daily Pivots for day following 23-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7996 0.7932 0.7708
R3 0.7887 0.7822 0.7678
R2 0.7777 0.7777 0.7668
R1 0.7713 0.7713 0.7658 0.7690
PP 0.7668 0.7668 0.7668 0.7656
S1 0.7603 0.7603 0.7638 0.7581
S2 0.7558 0.7558 0.7628
S3 0.7449 0.7494 0.7618
S4 0.7339 0.7384 0.7588
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8216 0.8133 0.7835
R3 0.8067 0.7984 0.7794
R2 0.7919 0.7919 0.7780
R1 0.7836 0.7836 0.7767 0.7877
PP 0.7770 0.7770 0.7770 0.7791
S1 0.7687 0.7687 0.7739 0.7729
S2 0.7622 0.7622 0.7726
S3 0.7473 0.7539 0.7712
S4 0.7325 0.7390 0.7671
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7853 0.7623 0.0231 3.0% 0.0084 1.1% 11% False True 45
10 0.7853 0.7623 0.0231 3.0% 0.0074 1.0% 11% False True 40
20 0.8008 0.7623 0.0385 5.0% 0.0081 1.1% 7% False True 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8197
2.618 0.8019
1.618 0.7909
1.000 0.7842
0.618 0.7800
HIGH 0.7732
0.618 0.7690
0.500 0.7677
0.382 0.7664
LOW 0.7623
0.618 0.7555
1.000 0.7513
1.618 0.7445
2.618 0.7336
4.250 0.7157
Fisher Pivots for day following 23-Mar-2021
Pivot 1 day 3 day
R1 0.7677 0.7699
PP 0.7668 0.7682
S1 0.7658 0.7665

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

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