CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7703 |
0.7672 |
-0.0031 |
-0.4% |
0.7607 |
| High |
0.7746 |
0.7783 |
0.0037 |
0.5% |
0.7747 |
| Low |
0.7647 |
0.7665 |
0.0018 |
0.2% |
0.7564 |
| Close |
0.7675 |
0.7777 |
0.0102 |
1.3% |
0.7700 |
| Range |
0.0099 |
0.0118 |
0.0019 |
19.3% |
0.0183 |
| ATR |
0.0068 |
0.0071 |
0.0004 |
5.2% |
0.0000 |
| Volume |
122,748 |
130,064 |
7,316 |
6.0% |
298,960 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8094 |
0.8053 |
0.7841 |
|
| R3 |
0.7976 |
0.7935 |
0.7809 |
|
| R2 |
0.7859 |
0.7859 |
0.7798 |
|
| R1 |
0.7818 |
0.7818 |
0.7787 |
0.7838 |
| PP |
0.7741 |
0.7741 |
0.7741 |
0.7752 |
| S1 |
0.7700 |
0.7700 |
0.7766 |
0.7721 |
| S2 |
0.7624 |
0.7624 |
0.7755 |
|
| S3 |
0.7506 |
0.7583 |
0.7744 |
|
| S4 |
0.7389 |
0.7465 |
0.7712 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8219 |
0.8143 |
0.7801 |
|
| R3 |
0.8036 |
0.7960 |
0.7750 |
|
| R2 |
0.7853 |
0.7853 |
0.7734 |
|
| R1 |
0.7777 |
0.7777 |
0.7717 |
0.7815 |
| PP |
0.7670 |
0.7670 |
0.7670 |
0.7689 |
| S1 |
0.7594 |
0.7594 |
0.7683 |
0.7632 |
| S2 |
0.7487 |
0.7487 |
0.7666 |
|
| S3 |
0.7304 |
0.7411 |
0.7650 |
|
| S4 |
0.7121 |
0.7228 |
0.7599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7783 |
0.7585 |
0.0198 |
2.5% |
0.0080 |
1.0% |
97% |
True |
False |
96,906 |
| 10 |
0.7783 |
0.7471 |
0.0312 |
4.0% |
0.0078 |
1.0% |
98% |
True |
False |
94,105 |
| 20 |
0.7783 |
0.7379 |
0.0404 |
5.2% |
0.0070 |
0.9% |
99% |
True |
False |
84,688 |
| 40 |
0.7783 |
0.7228 |
0.0555 |
7.1% |
0.0062 |
0.8% |
99% |
True |
False |
43,055 |
| 60 |
0.7783 |
0.6996 |
0.0787 |
10.1% |
0.0066 |
0.8% |
99% |
True |
False |
28,722 |
| 80 |
0.7783 |
0.6996 |
0.0787 |
10.1% |
0.0065 |
0.8% |
99% |
True |
False |
21,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8282 |
|
2.618 |
0.8090 |
|
1.618 |
0.7973 |
|
1.000 |
0.7900 |
|
0.618 |
0.7855 |
|
HIGH |
0.7783 |
|
0.618 |
0.7738 |
|
0.500 |
0.7724 |
|
0.382 |
0.7710 |
|
LOW |
0.7665 |
|
0.618 |
0.7592 |
|
1.000 |
0.7548 |
|
1.618 |
0.7475 |
|
2.618 |
0.7357 |
|
4.250 |
0.7166 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7759 |
0.7756 |
| PP |
0.7741 |
0.7735 |
| S1 |
0.7724 |
0.7715 |
|