CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 24-Mar-2021
Day Change Summary
Previous Current
23-Mar-2021 24-Mar-2021 Change Change % Previous Week
Open 0.7732 0.7633 -0.0099 -1.3% 0.7750
High 0.7732 0.7638 -0.0094 -1.2% 0.7853
Low 0.7623 0.7584 -0.0039 -0.5% 0.7705
Close 0.7648 0.7602 -0.0046 -0.6% 0.7753
Range 0.0110 0.0055 -0.0055 -50.2% 0.0149
ATR 0.0081 0.0080 -0.0001 -1.5% 0.0000
Volume 34 75 41 120.6% 293
Daily Pivots for day following 24-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7771 0.7741 0.7632
R3 0.7717 0.7687 0.7617
R2 0.7662 0.7662 0.7612
R1 0.7632 0.7632 0.7607 0.7620
PP 0.7608 0.7608 0.7608 0.7602
S1 0.7578 0.7578 0.7597 0.7566
S2 0.7553 0.7553 0.7592
S3 0.7499 0.7523 0.7587
S4 0.7444 0.7469 0.7572
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 0.7584 0.0270 3.5% 0.0073 1.0% 7% False True 48
10 0.7853 0.7584 0.0270 3.5% 0.0072 0.9% 7% False True 44
20 0.8008 0.7584 0.0424 5.6% 0.0080 1.1% 4% False True 38
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7870
2.618 0.7781
1.618 0.7726
1.000 0.7693
0.618 0.7672
HIGH 0.7638
0.618 0.7617
0.500 0.7611
0.382 0.7604
LOW 0.7584
0.618 0.7550
1.000 0.7529
1.618 0.7495
2.618 0.7441
4.250 0.7352
Fisher Pivots for day following 24-Mar-2021
Pivot 1 day 3 day
R1 0.7611 0.7672
PP 0.7608 0.7649
S1 0.7605 0.7625

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

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