CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 19-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7780 |
0.7706 |
-0.0074 |
-0.9% |
0.7760 |
| High |
0.7792 |
0.7727 |
-0.0065 |
-0.8% |
0.7808 |
| Low |
0.7684 |
0.7661 |
-0.0023 |
-0.3% |
0.7669 |
| Close |
0.7712 |
0.7698 |
-0.0015 |
-0.2% |
0.7712 |
| Range |
0.0108 |
0.0066 |
-0.0042 |
-38.9% |
0.0140 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
114,166 |
132,306 |
18,140 |
15.9% |
499,650 |
|
| Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7893 |
0.7861 |
0.7734 |
|
| R3 |
0.7827 |
0.7795 |
0.7716 |
|
| R2 |
0.7761 |
0.7761 |
0.7710 |
|
| R1 |
0.7729 |
0.7729 |
0.7704 |
0.7712 |
| PP |
0.7695 |
0.7695 |
0.7695 |
0.7687 |
| S1 |
0.7663 |
0.7663 |
0.7691 |
0.7646 |
| S2 |
0.7629 |
0.7629 |
0.7685 |
|
| S3 |
0.7563 |
0.7597 |
0.7679 |
|
| S4 |
0.7497 |
0.7531 |
0.7661 |
|
|
| 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 |
0.7661 |
0.0147 |
1.9% |
0.0080 |
1.0% |
25% |
False |
True |
105,241 |
| 10 |
0.7825 |
0.7661 |
0.0164 |
2.1% |
0.0086 |
1.1% |
22% |
False |
True |
113,932 |
| 20 |
0.7825 |
0.7471 |
0.0354 |
4.6% |
0.0078 |
1.0% |
64% |
False |
False |
101,749 |
| 40 |
0.7825 |
0.7261 |
0.0564 |
7.3% |
0.0069 |
0.9% |
77% |
False |
False |
68,247 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0069 |
0.9% |
85% |
False |
False |
45,538 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0067 |
0.9% |
85% |
False |
False |
34,159 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0067 |
0.9% |
85% |
False |
False |
27,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8008 |
|
2.618 |
0.7900 |
|
1.618 |
0.7834 |
|
1.000 |
0.7793 |
|
0.618 |
0.7768 |
|
HIGH |
0.7727 |
|
0.618 |
0.7702 |
|
0.500 |
0.7694 |
|
0.382 |
0.7686 |
|
LOW |
0.7661 |
|
0.618 |
0.7620 |
|
1.000 |
0.7595 |
|
1.618 |
0.7554 |
|
2.618 |
0.7488 |
|
4.250 |
0.7381 |
|
|
| Fisher Pivots for day following 19-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7696 |
0.7735 |
| PP |
0.7695 |
0.7722 |
| S1 |
0.7694 |
0.7710 |
|