CME Australian Dollar Future March 2021
Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.7738 |
0.7780 |
0.0042 |
0.5% |
0.7760 |
High |
0.7808 |
0.7792 |
-0.0017 |
-0.2% |
0.7808 |
Low |
0.7732 |
0.7684 |
-0.0048 |
-0.6% |
0.7669 |
Close |
0.7788 |
0.7712 |
-0.0076 |
-1.0% |
0.7712 |
Range |
0.0077 |
0.0108 |
0.0032 |
41.2% |
0.0140 |
ATR |
0.0075 |
0.0078 |
0.0002 |
3.1% |
0.0000 |
Volume |
96,086 |
114,166 |
18,080 |
18.8% |
499,650 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8053 |
0.7991 |
0.7771 |
|
R3 |
0.7945 |
0.7883 |
0.7742 |
|
R2 |
0.7837 |
0.7837 |
0.7732 |
|
R1 |
0.7775 |
0.7775 |
0.7722 |
0.7752 |
PP |
0.7729 |
0.7729 |
0.7729 |
0.7718 |
S1 |
0.7667 |
0.7667 |
0.7702 |
0.7644 |
S2 |
0.7621 |
0.7621 |
0.7692 |
|
S3 |
0.7513 |
0.7559 |
0.7682 |
|
S4 |
0.7405 |
0.7451 |
0.7653 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8148 |
0.8070 |
0.7789 |
|
R3 |
0.8009 |
0.7930 |
0.7750 |
|
R2 |
0.7869 |
0.7869 |
0.7738 |
|
R1 |
0.7791 |
0.7791 |
0.7725 |
0.7760 |
PP |
0.7730 |
0.7730 |
0.7730 |
0.7714 |
S1 |
0.7651 |
0.7651 |
0.7699 |
0.7621 |
S2 |
0.7590 |
0.7590 |
0.7686 |
|
S3 |
0.7451 |
0.7512 |
0.7674 |
|
S4 |
0.7311 |
0.7372 |
0.7635 |
|
|
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% |
0.0086 |
1.1% |
31% |
False |
False |
99,930 |
10 |
0.7825 |
0.7647 |
0.0178 |
2.3% |
0.0089 |
1.2% |
37% |
False |
False |
112,976 |
20 |
0.7825 |
0.7471 |
0.0354 |
4.6% |
0.0079 |
1.0% |
68% |
False |
False |
98,984 |
40 |
0.7825 |
0.7261 |
0.0564 |
7.3% |
0.0069 |
0.9% |
80% |
False |
False |
64,948 |
60 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0070 |
0.9% |
86% |
False |
False |
43,334 |
80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
86% |
False |
False |
32,506 |
100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0066 |
0.9% |
86% |
False |
False |
26,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8251 |
2.618 |
0.8074 |
1.618 |
0.7966 |
1.000 |
0.7900 |
0.618 |
0.7858 |
HIGH |
0.7792 |
0.618 |
0.7750 |
0.500 |
0.7738 |
0.382 |
0.7725 |
LOW |
0.7684 |
0.618 |
0.7617 |
1.000 |
0.7576 |
1.618 |
0.7509 |
2.618 |
0.7401 |
4.250 |
0.7225 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7738 |
0.7746 |
PP |
0.7729 |
0.7735 |
S1 |
0.7721 |
0.7723 |
|