CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7760 |
0.7810 |
0.0050 |
0.6% |
0.7607 |
| High |
0.7825 |
0.7822 |
-0.0003 |
0.0% |
0.7747 |
| Low |
0.7738 |
0.7730 |
-0.0009 |
-0.1% |
0.7564 |
| Close |
0.7795 |
0.7763 |
-0.0032 |
-0.4% |
0.7700 |
| Range |
0.0087 |
0.0092 |
0.0006 |
6.4% |
0.0183 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.9% |
0.0000 |
| Volume |
151,617 |
99,274 |
-52,343 |
-34.5% |
298,960 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8047 |
0.7997 |
0.7813 |
|
| R3 |
0.7955 |
0.7905 |
0.7788 |
|
| R2 |
0.7863 |
0.7863 |
0.7779 |
|
| R1 |
0.7813 |
0.7813 |
0.7771 |
0.7792 |
| PP |
0.7771 |
0.7771 |
0.7771 |
0.7761 |
| S1 |
0.7721 |
0.7721 |
0.7754 |
0.7700 |
| S2 |
0.7679 |
0.7679 |
0.7746 |
|
| S3 |
0.7587 |
0.7629 |
0.7737 |
|
| S4 |
0.7495 |
0.7537 |
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 |
0.7825 |
0.7647 |
0.0178 |
2.3% |
0.0090 |
1.2% |
65% |
False |
False |
117,403 |
| 10 |
0.7825 |
0.7534 |
0.0291 |
3.7% |
0.0074 |
1.0% |
79% |
False |
False |
93,868 |
| 20 |
0.7825 |
0.7414 |
0.0411 |
5.3% |
0.0073 |
0.9% |
85% |
False |
False |
93,482 |
| 40 |
0.7825 |
0.7228 |
0.0597 |
7.7% |
0.0064 |
0.8% |
90% |
False |
False |
49,318 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
93% |
False |
False |
32,903 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0066 |
0.9% |
93% |
False |
False |
24,682 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0064 |
0.8% |
93% |
False |
False |
19,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8213 |
|
2.618 |
0.8062 |
|
1.618 |
0.7970 |
|
1.000 |
0.7914 |
|
0.618 |
0.7878 |
|
HIGH |
0.7822 |
|
0.618 |
0.7786 |
|
0.500 |
0.7776 |
|
0.382 |
0.7765 |
|
LOW |
0.7730 |
|
0.618 |
0.7673 |
|
1.000 |
0.7638 |
|
1.618 |
0.7581 |
|
2.618 |
0.7489 |
|
4.250 |
0.7339 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7776 |
0.7757 |
| PP |
0.7771 |
0.7751 |
| S1 |
0.7767 |
0.7745 |
|