CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7760 |
0.7698 |
-0.0062 |
-0.8% |
0.7703 |
| High |
0.7762 |
0.7781 |
0.0020 |
0.3% |
0.7825 |
| Low |
0.7669 |
0.7690 |
0.0022 |
0.3% |
0.7647 |
| Close |
0.7710 |
0.7774 |
0.0064 |
0.8% |
0.7753 |
| Range |
0.0093 |
0.0091 |
-0.0002 |
-2.2% |
0.0178 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.5% |
0.0000 |
| Volume |
105,748 |
93,527 |
-12,221 |
-11.6% |
630,112 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8021 |
0.7988 |
0.7824 |
|
| R3 |
0.7930 |
0.7897 |
0.7799 |
|
| R2 |
0.7839 |
0.7839 |
0.7790 |
|
| R1 |
0.7806 |
0.7806 |
0.7782 |
0.7823 |
| PP |
0.7748 |
0.7748 |
0.7748 |
0.7756 |
| S1 |
0.7715 |
0.7715 |
0.7765 |
0.7732 |
| S2 |
0.7657 |
0.7657 |
0.7757 |
|
| S3 |
0.7566 |
0.7624 |
0.7748 |
|
| S4 |
0.7475 |
0.7533 |
0.7723 |
|
|
| 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 |
0.7669 |
0.0156 |
2.0% |
0.0087 |
1.1% |
67% |
False |
False |
115,315 |
| 10 |
0.7825 |
0.7585 |
0.0240 |
3.1% |
0.0083 |
1.1% |
79% |
False |
False |
106,110 |
| 20 |
0.7825 |
0.7471 |
0.0354 |
4.5% |
0.0074 |
1.0% |
86% |
False |
False |
95,775 |
| 40 |
0.7825 |
0.7228 |
0.0597 |
7.7% |
0.0066 |
0.9% |
91% |
False |
False |
57,456 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0068 |
0.9% |
94% |
False |
False |
38,330 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
94% |
False |
False |
28,752 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0065 |
0.8% |
94% |
False |
False |
23,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8168 |
|
2.618 |
0.8019 |
|
1.618 |
0.7928 |
|
1.000 |
0.7872 |
|
0.618 |
0.7837 |
|
HIGH |
0.7781 |
|
0.618 |
0.7746 |
|
0.500 |
0.7736 |
|
0.382 |
0.7725 |
|
LOW |
0.7690 |
|
0.618 |
0.7634 |
|
1.000 |
0.7599 |
|
1.618 |
0.7543 |
|
2.618 |
0.7452 |
|
4.250 |
0.7303 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7761 |
0.7761 |
| PP |
0.7748 |
0.7748 |
| S1 |
0.7736 |
0.7736 |
|