CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 30-Mar-2021
Day Change Summary
Previous Current
29-Mar-2021 30-Mar-2021 Change Change % Previous Week
Open 0.7645 0.7660 0.0016 0.2% 0.7729
High 0.7659 0.7667 0.0008 0.1% 0.7760
Low 0.7620 0.7590 -0.0030 -0.4% 0.7568
Close 0.7634 0.7594 -0.0040 -0.5% 0.7628
Range 0.0039 0.0077 0.0038 97.4% 0.0192
ATR 0.0074 0.0074 0.0000 0.3% 0.0000
Volume 22 19 -3 -13.6% 257
Daily Pivots for day following 30-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7848 0.7798 0.7636
R3 0.7771 0.7721 0.7615
R2 0.7694 0.7694 0.7608
R1 0.7644 0.7644 0.7601 0.7631
PP 0.7617 0.7617 0.7617 0.7610
S1 0.7567 0.7567 0.7587 0.7554
S2 0.7540 0.7540 0.7580
S3 0.7463 0.7490 0.7573
S4 0.7386 0.7413 0.7552
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8228 0.8120 0.7733
R3 0.8036 0.7928 0.7680
R2 0.7844 0.7844 0.7663
R1 0.7736 0.7736 0.7645 0.7694
PP 0.7652 0.7652 0.7652 0.7631
S1 0.7544 0.7544 0.7610 0.7502
S2 0.7460 0.7460 0.7592
S3 0.7268 0.7352 0.7575
S4 0.7076 0.7160 0.7522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7667 0.7568 0.0099 1.3% 0.0056 0.7% 26% True False 49
10 0.7853 0.7568 0.0285 3.8% 0.0070 0.9% 9% False False 47
20 0.7853 0.7568 0.0285 3.8% 0.0073 1.0% 9% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7994
2.618 0.7869
1.618 0.7792
1.000 0.7744
0.618 0.7715
HIGH 0.7667
0.618 0.7638
0.500 0.7629
0.382 0.7619
LOW 0.7590
0.618 0.7542
1.000 0.7513
1.618 0.7465
2.618 0.7388
4.250 0.7263
Fisher Pivots for day following 30-Mar-2021
Pivot 1 day 3 day
R1 0.7629 0.7626
PP 0.7617 0.7615
S1 0.7606 0.7605

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

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