CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 13-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7698 |
0.7775 |
0.0077 |
1.0% |
0.7703 |
| High |
0.7781 |
0.7785 |
0.0004 |
0.1% |
0.7825 |
| Low |
0.7690 |
0.7725 |
0.0035 |
0.4% |
0.7647 |
| Close |
0.7774 |
0.7745 |
-0.0029 |
-0.4% |
0.7753 |
| Range |
0.0091 |
0.0061 |
-0.0031 |
-33.5% |
0.0178 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
93,527 |
90,123 |
-3,404 |
-3.6% |
630,112 |
|
| Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7933 |
0.7900 |
0.7778 |
|
| R3 |
0.7873 |
0.7839 |
0.7762 |
|
| R2 |
0.7812 |
0.7812 |
0.7756 |
|
| R1 |
0.7779 |
0.7779 |
0.7751 |
0.7765 |
| PP |
0.7752 |
0.7752 |
0.7752 |
0.7745 |
| S1 |
0.7718 |
0.7718 |
0.7739 |
0.7705 |
| S2 |
0.7691 |
0.7691 |
0.7734 |
|
| S3 |
0.7631 |
0.7658 |
0.7728 |
|
| S4 |
0.7570 |
0.7597 |
0.7712 |
|
|
| 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 |
0.7822 |
0.7669 |
0.0153 |
2.0% |
0.0082 |
1.1% |
50% |
False |
False |
103,016 |
| 10 |
0.7825 |
0.7611 |
0.0214 |
2.8% |
0.0085 |
1.1% |
63% |
False |
False |
107,925 |
| 20 |
0.7825 |
0.7471 |
0.0354 |
4.6% |
0.0075 |
1.0% |
78% |
False |
False |
95,948 |
| 40 |
0.7825 |
0.7261 |
0.0564 |
7.3% |
0.0066 |
0.9% |
86% |
False |
False |
59,702 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0068 |
0.9% |
90% |
False |
False |
39,831 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
90% |
False |
False |
29,878 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0065 |
0.8% |
90% |
False |
False |
23,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8042 |
|
2.618 |
0.7943 |
|
1.618 |
0.7883 |
|
1.000 |
0.7846 |
|
0.618 |
0.7822 |
|
HIGH |
0.7785 |
|
0.618 |
0.7762 |
|
0.500 |
0.7755 |
|
0.382 |
0.7748 |
|
LOW |
0.7725 |
|
0.618 |
0.7687 |
|
1.000 |
0.7664 |
|
1.618 |
0.7627 |
|
2.618 |
0.7566 |
|
4.250 |
0.7467 |
|
|
| Fisher Pivots for day following 13-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7755 |
0.7739 |
| PP |
0.7752 |
0.7733 |
| S1 |
0.7748 |
0.7727 |
|