CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 08-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7810 |
0.7766 |
-0.0044 |
-0.6% |
0.7703 |
| High |
0.7822 |
0.7803 |
-0.0019 |
-0.2% |
0.7825 |
| Low |
0.7730 |
0.7732 |
0.0003 |
0.0% |
0.7647 |
| Close |
0.7763 |
0.7753 |
-0.0010 |
-0.1% |
0.7753 |
| Range |
0.0092 |
0.0071 |
-0.0021 |
-22.8% |
0.0178 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
99,274 |
126,409 |
27,135 |
27.3% |
630,112 |
|
| Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7976 |
0.7935 |
0.7792 |
|
| R3 |
0.7905 |
0.7864 |
0.7773 |
|
| R2 |
0.7834 |
0.7834 |
0.7766 |
|
| R1 |
0.7793 |
0.7793 |
0.7760 |
0.7778 |
| PP |
0.7763 |
0.7763 |
0.7763 |
0.7755 |
| S1 |
0.7722 |
0.7722 |
0.7746 |
0.7707 |
| S2 |
0.7692 |
0.7692 |
0.7740 |
|
| S3 |
0.7621 |
0.7651 |
0.7733 |
|
| S4 |
0.7550 |
0.7580 |
0.7714 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8274 |
0.8191 |
0.7851 |
|
| R3 |
0.8097 |
0.8014 |
0.7802 |
|
| R2 |
0.7919 |
0.7919 |
0.7786 |
|
| R1 |
0.7836 |
0.7836 |
0.7769 |
0.7878 |
| PP |
0.7742 |
0.7742 |
0.7742 |
0.7762 |
| S1 |
0.7659 |
0.7659 |
0.7737 |
0.7700 |
| S2 |
0.7564 |
0.7564 |
0.7720 |
|
| S3 |
0.7387 |
0.7481 |
0.7704 |
|
| S4 |
0.7209 |
0.7304 |
0.7655 |
|
|
| 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% |
0.0093 |
1.2% |
60% |
False |
False |
126,022 |
| 10 |
0.7825 |
0.7564 |
0.0261 |
3.4% |
0.0075 |
1.0% |
73% |
False |
False |
97,886 |
| 20 |
0.7825 |
0.7439 |
0.0386 |
5.0% |
0.0073 |
0.9% |
81% |
False |
False |
93,634 |
| 40 |
0.7825 |
0.7228 |
0.0597 |
7.7% |
0.0065 |
0.8% |
88% |
False |
False |
52,477 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
91% |
False |
False |
35,009 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0066 |
0.9% |
91% |
False |
False |
26,262 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0065 |
0.8% |
91% |
False |
False |
21,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8105 |
|
2.618 |
0.7989 |
|
1.618 |
0.7918 |
|
1.000 |
0.7874 |
|
0.618 |
0.7847 |
|
HIGH |
0.7803 |
|
0.618 |
0.7776 |
|
0.500 |
0.7768 |
|
0.382 |
0.7759 |
|
LOW |
0.7732 |
|
0.618 |
0.7688 |
|
1.000 |
0.7661 |
|
1.618 |
0.7617 |
|
2.618 |
0.7546 |
|
4.250 |
0.7430 |
|
|
| Fisher Pivots for day following 08-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7768 |
0.7777 |
| PP |
0.7763 |
0.7769 |
| S1 |
0.7758 |
0.7761 |
|