CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 20-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7706 |
0.7698 |
-0.0008 |
-0.1% |
0.7760 |
| High |
0.7727 |
0.7764 |
0.0037 |
0.5% |
0.7808 |
| Low |
0.7661 |
0.7697 |
0.0036 |
0.5% |
0.7669 |
| Close |
0.7698 |
0.7747 |
0.0050 |
0.6% |
0.7712 |
| Range |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0140 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
132,306 |
87,543 |
-44,763 |
-33.8% |
499,650 |
|
| Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7937 |
0.7909 |
0.7784 |
|
| R3 |
0.7870 |
0.7842 |
0.7765 |
|
| R2 |
0.7803 |
0.7803 |
0.7759 |
|
| R1 |
0.7775 |
0.7775 |
0.7753 |
0.7789 |
| PP |
0.7736 |
0.7736 |
0.7736 |
0.7743 |
| S1 |
0.7708 |
0.7708 |
0.7741 |
0.7722 |
| S2 |
0.7669 |
0.7669 |
0.7735 |
|
| S3 |
0.7602 |
0.7641 |
0.7729 |
|
| S4 |
0.7535 |
0.7574 |
0.7710 |
|
|
| 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% |
0.0076 |
1.0% |
59% |
False |
False |
104,044 |
| 10 |
0.7825 |
0.7661 |
0.0164 |
2.1% |
0.0081 |
1.0% |
53% |
False |
False |
109,679 |
| 20 |
0.7825 |
0.7471 |
0.0354 |
4.6% |
0.0080 |
1.0% |
78% |
False |
False |
101,892 |
| 40 |
0.7825 |
0.7272 |
0.0553 |
7.1% |
0.0069 |
0.9% |
86% |
False |
False |
70,427 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0070 |
0.9% |
91% |
False |
False |
46,997 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
91% |
False |
False |
35,253 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
91% |
False |
False |
28,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8048 |
|
2.618 |
0.7939 |
|
1.618 |
0.7872 |
|
1.000 |
0.7831 |
|
0.618 |
0.7805 |
|
HIGH |
0.7764 |
|
0.618 |
0.7738 |
|
0.500 |
0.7730 |
|
0.382 |
0.7722 |
|
LOW |
0.7697 |
|
0.618 |
0.7655 |
|
1.000 |
0.7630 |
|
1.618 |
0.7588 |
|
2.618 |
0.7521 |
|
4.250 |
0.7412 |
|
|
| Fisher Pivots for day following 20-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7741 |
0.7740 |
| PP |
0.7736 |
0.7733 |
| S1 |
0.7730 |
0.7726 |
|