CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7766 |
0.7760 |
-0.0006 |
-0.1% |
0.7703 |
| High |
0.7803 |
0.7762 |
-0.0042 |
-0.5% |
0.7825 |
| Low |
0.7732 |
0.7669 |
-0.0064 |
-0.8% |
0.7647 |
| Close |
0.7753 |
0.7710 |
-0.0043 |
-0.6% |
0.7753 |
| Range |
0.0071 |
0.0093 |
0.0022 |
31.0% |
0.0178 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.9% |
0.0000 |
| Volume |
126,409 |
105,748 |
-20,661 |
-16.3% |
630,112 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7992 |
0.7944 |
0.7761 |
|
| R3 |
0.7899 |
0.7851 |
0.7736 |
|
| R2 |
0.7806 |
0.7806 |
0.7727 |
|
| R1 |
0.7758 |
0.7758 |
0.7719 |
0.7736 |
| PP |
0.7713 |
0.7713 |
0.7713 |
0.7702 |
| S1 |
0.7665 |
0.7665 |
0.7701 |
0.7643 |
| S2 |
0.7620 |
0.7620 |
0.7693 |
|
| S3 |
0.7527 |
0.7572 |
0.7684 |
|
| S4 |
0.7434 |
0.7479 |
0.7659 |
|
|
| 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 |
0.7665 |
0.0160 |
2.1% |
0.0092 |
1.2% |
28% |
False |
False |
122,622 |
| 10 |
0.7825 |
0.7564 |
0.0261 |
3.4% |
0.0081 |
1.0% |
56% |
False |
False |
103,482 |
| 20 |
0.7825 |
0.7471 |
0.0354 |
4.6% |
0.0072 |
0.9% |
68% |
False |
False |
95,981 |
| 40 |
0.7825 |
0.7228 |
0.0597 |
7.7% |
0.0065 |
0.8% |
81% |
False |
False |
55,120 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0068 |
0.9% |
86% |
False |
False |
36,772 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
86% |
False |
False |
27,583 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0065 |
0.8% |
86% |
False |
False |
22,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8157 |
|
2.618 |
0.8005 |
|
1.618 |
0.7912 |
|
1.000 |
0.7855 |
|
0.618 |
0.7819 |
|
HIGH |
0.7762 |
|
0.618 |
0.7726 |
|
0.500 |
0.7715 |
|
0.382 |
0.7704 |
|
LOW |
0.7669 |
|
0.618 |
0.7611 |
|
1.000 |
0.7576 |
|
1.618 |
0.7518 |
|
2.618 |
0.7425 |
|
4.250 |
0.7273 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7715 |
0.7745 |
| PP |
0.7713 |
0.7733 |
| S1 |
0.7712 |
0.7722 |
|