CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7672 |
0.7760 |
0.0088 |
1.1% |
0.7607 |
| High |
0.7783 |
0.7825 |
0.0042 |
0.5% |
0.7747 |
| Low |
0.7665 |
0.7738 |
0.0073 |
1.0% |
0.7564 |
| Close |
0.7777 |
0.7795 |
0.0018 |
0.2% |
0.7700 |
| Range |
0.0118 |
0.0087 |
-0.0031 |
-26.4% |
0.0183 |
| ATR |
0.0071 |
0.0073 |
0.0001 |
1.5% |
0.0000 |
| Volume |
130,064 |
151,617 |
21,553 |
16.6% |
298,960 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8045 |
0.8006 |
0.7842 |
|
| R3 |
0.7959 |
0.7920 |
0.7818 |
|
| R2 |
0.7872 |
0.7872 |
0.7810 |
|
| R1 |
0.7833 |
0.7833 |
0.7802 |
0.7853 |
| PP |
0.7786 |
0.7786 |
0.7786 |
0.7795 |
| S1 |
0.7747 |
0.7747 |
0.7787 |
0.7766 |
| S2 |
0.7699 |
0.7699 |
0.7779 |
|
| S3 |
0.7613 |
0.7660 |
0.7771 |
|
| S4 |
0.7526 |
0.7574 |
0.7747 |
|
|
| 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 |
0.7825 |
0.7611 |
0.0214 |
2.7% |
0.0088 |
1.1% |
86% |
True |
False |
112,833 |
| 10 |
0.7825 |
0.7529 |
0.0296 |
3.8% |
0.0072 |
0.9% |
90% |
True |
False |
93,847 |
| 20 |
0.7825 |
0.7408 |
0.0417 |
5.3% |
0.0071 |
0.9% |
93% |
True |
False |
91,475 |
| 40 |
0.7825 |
0.7228 |
0.0597 |
7.7% |
0.0063 |
0.8% |
95% |
True |
False |
46,841 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.6% |
0.0066 |
0.8% |
96% |
True |
False |
31,249 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.6% |
0.0066 |
0.8% |
96% |
True |
False |
23,441 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.6% |
0.0064 |
0.8% |
96% |
True |
False |
18,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8192 |
|
2.618 |
0.8051 |
|
1.618 |
0.7964 |
|
1.000 |
0.7911 |
|
0.618 |
0.7878 |
|
HIGH |
0.7825 |
|
0.618 |
0.7791 |
|
0.500 |
0.7781 |
|
0.382 |
0.7771 |
|
LOW |
0.7738 |
|
0.618 |
0.7685 |
|
1.000 |
0.7652 |
|
1.618 |
0.7598 |
|
2.618 |
0.7512 |
|
4.250 |
0.7370 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7790 |
0.7775 |
| PP |
0.7786 |
0.7755 |
| S1 |
0.7781 |
0.7736 |
|