CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 21-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7698 |
0.7751 |
0.0053 |
0.7% |
0.7760 |
| High |
0.7764 |
0.7786 |
0.0022 |
0.3% |
0.7808 |
| Low |
0.7697 |
0.7744 |
0.0047 |
0.6% |
0.7669 |
| Close |
0.7747 |
0.7762 |
0.0015 |
0.2% |
0.7712 |
| Range |
0.0067 |
0.0042 |
-0.0025 |
-37.3% |
0.0140 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
87,543 |
82,295 |
-5,248 |
-6.0% |
499,650 |
|
| Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7890 |
0.7868 |
0.7785 |
|
| R3 |
0.7848 |
0.7826 |
0.7773 |
|
| R2 |
0.7806 |
0.7806 |
0.7769 |
|
| R1 |
0.7784 |
0.7784 |
0.7765 |
0.7795 |
| PP |
0.7764 |
0.7764 |
0.7764 |
0.7769 |
| S1 |
0.7742 |
0.7742 |
0.7758 |
0.7753 |
| S2 |
0.7722 |
0.7722 |
0.7754 |
|
| S3 |
0.7680 |
0.7700 |
0.7750 |
|
| S4 |
0.7638 |
0.7658 |
0.7738 |
|
|
| 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% |
0.0072 |
0.9% |
68% |
False |
False |
102,479 |
| 10 |
0.7822 |
0.7661 |
0.0161 |
2.1% |
0.0077 |
1.0% |
63% |
False |
False |
102,747 |
| 20 |
0.7825 |
0.7529 |
0.0296 |
3.8% |
0.0074 |
1.0% |
79% |
False |
False |
98,297 |
| 40 |
0.7825 |
0.7272 |
0.0553 |
7.1% |
0.0069 |
0.9% |
89% |
False |
False |
72,478 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0070 |
0.9% |
92% |
False |
False |
48,368 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0066 |
0.9% |
92% |
False |
False |
36,281 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
92% |
False |
False |
29,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7964 |
|
2.618 |
0.7895 |
|
1.618 |
0.7853 |
|
1.000 |
0.7828 |
|
0.618 |
0.7811 |
|
HIGH |
0.7786 |
|
0.618 |
0.7769 |
|
0.500 |
0.7765 |
|
0.382 |
0.7760 |
|
LOW |
0.7744 |
|
0.618 |
0.7718 |
|
1.000 |
0.7702 |
|
1.618 |
0.7676 |
|
2.618 |
0.7634 |
|
4.250 |
0.7565 |
|
|
| Fisher Pivots for day following 21-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7765 |
0.7749 |
| PP |
0.7764 |
0.7736 |
| S1 |
0.7763 |
0.7723 |
|