CME Australian Dollar Future December 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 0.7653 0.7596 -0.0057 -0.7% 0.7759
High 0.7659 0.7667 0.0008 0.1% 0.7760
Low 0.7624 0.7594 -0.0030 -0.4% 0.7572
Close 0.7635 0.7596 -0.0039 -0.5% 0.7629
Range 0.0036 0.0073 0.0038 105.6% 0.0189
ATR 0.0068 0.0068 0.0000 0.6% 0.0000
Volume 1 2 1 100.0% 38
Daily Pivots for day following 30-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7838 0.7790 0.7636
R3 0.7765 0.7717 0.7616
R2 0.7692 0.7692 0.7609
R1 0.7644 0.7644 0.7603 0.7633
PP 0.7619 0.7619 0.7619 0.7613
S1 0.7571 0.7571 0.7589 0.7560
S2 0.7546 0.7546 0.7583
S3 0.7473 0.7498 0.7576
S4 0.7400 0.7425 0.7556
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8219 0.8112 0.7732
R3 0.8030 0.7924 0.7680
R2 0.7842 0.7842 0.7663
R1 0.7735 0.7735 0.7646 0.7694
PP 0.7653 0.7653 0.7653 0.7633
S1 0.7547 0.7547 0.7611 0.7506
S2 0.7465 0.7465 0.7594
S3 0.7276 0.7358 0.7577
S4 0.7088 0.7170 0.7525
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7667 0.7572 0.0096 1.3% 0.0042 0.6% 26% True False 5
10 0.7852 0.7572 0.0280 3.7% 0.0058 0.8% 9% False False 5
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 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7977
2.618 0.7858
1.618 0.7785
1.000 0.7740
0.618 0.7712
HIGH 0.7667
0.618 0.7639
0.500 0.7631
0.382 0.7622
LOW 0.7594
0.618 0.7549
1.000 0.7521
1.618 0.7476
2.618 0.7403
4.250 0.7284
Fisher Pivots for day following 30-Mar-2021
Pivot 1 day 3 day
R1 0.7631 0.7631
PP 0.7619 0.7619
S1 0.7608 0.7608

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

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