CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7775 |
0.7738 |
-0.0038 |
-0.5% |
0.7703 |
| High |
0.7785 |
0.7808 |
0.0023 |
0.3% |
0.7825 |
| Low |
0.7725 |
0.7732 |
0.0007 |
0.1% |
0.7647 |
| Close |
0.7745 |
0.7788 |
0.0043 |
0.5% |
0.7753 |
| Range |
0.0061 |
0.0077 |
0.0016 |
26.4% |
0.0178 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.1% |
0.0000 |
| Volume |
90,123 |
96,086 |
5,963 |
6.6% |
630,112 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8005 |
0.7973 |
0.7830 |
|
| R3 |
0.7929 |
0.7896 |
0.7809 |
|
| R2 |
0.7852 |
0.7852 |
0.7802 |
|
| R1 |
0.7820 |
0.7820 |
0.7795 |
0.7836 |
| PP |
0.7776 |
0.7776 |
0.7776 |
0.7784 |
| S1 |
0.7743 |
0.7743 |
0.7780 |
0.7760 |
| S2 |
0.7699 |
0.7699 |
0.7773 |
|
| S3 |
0.7623 |
0.7667 |
0.7766 |
|
| S4 |
0.7546 |
0.7590 |
0.7745 |
|
|
| 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 |
0.7808 |
0.7669 |
0.0140 |
1.8% |
0.0078 |
1.0% |
85% |
True |
False |
102,378 |
| 10 |
0.7825 |
0.7647 |
0.0178 |
2.3% |
0.0084 |
1.1% |
79% |
False |
False |
109,891 |
| 20 |
0.7825 |
0.7471 |
0.0354 |
4.5% |
0.0075 |
1.0% |
90% |
False |
False |
97,106 |
| 40 |
0.7825 |
0.7261 |
0.0564 |
7.2% |
0.0067 |
0.9% |
93% |
False |
False |
62,100 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.6% |
0.0069 |
0.9% |
96% |
False |
False |
41,432 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.6% |
0.0067 |
0.9% |
96% |
False |
False |
31,079 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.6% |
0.0066 |
0.8% |
96% |
False |
False |
24,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8133 |
|
2.618 |
0.8008 |
|
1.618 |
0.7932 |
|
1.000 |
0.7885 |
|
0.618 |
0.7855 |
|
HIGH |
0.7808 |
|
0.618 |
0.7779 |
|
0.500 |
0.7770 |
|
0.382 |
0.7761 |
|
LOW |
0.7732 |
|
0.618 |
0.7684 |
|
1.000 |
0.7655 |
|
1.618 |
0.7608 |
|
2.618 |
0.7531 |
|
4.250 |
0.7406 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7782 |
0.7775 |
| PP |
0.7776 |
0.7762 |
| S1 |
0.7770 |
0.7749 |
|