CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 22-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7751 |
0.7765 |
0.0015 |
0.2% |
0.7706 |
| High |
0.7786 |
0.7773 |
-0.0013 |
-0.2% |
0.7786 |
| Low |
0.7744 |
0.7704 |
-0.0040 |
-0.5% |
0.7661 |
| Close |
0.7762 |
0.7721 |
-0.0041 |
-0.5% |
0.7721 |
| Range |
0.0042 |
0.0069 |
0.0027 |
63.1% |
0.0125 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
82,295 |
94,576 |
12,281 |
14.9% |
396,720 |
|
| Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7938 |
0.7898 |
0.7759 |
|
| R3 |
0.7870 |
0.7830 |
0.7740 |
|
| R2 |
0.7801 |
0.7801 |
0.7734 |
|
| R1 |
0.7761 |
0.7761 |
0.7727 |
0.7747 |
| PP |
0.7733 |
0.7733 |
0.7733 |
0.7725 |
| S1 |
0.7693 |
0.7693 |
0.7715 |
0.7678 |
| S2 |
0.7664 |
0.7664 |
0.7708 |
|
| S3 |
0.7596 |
0.7624 |
0.7702 |
|
| S4 |
0.7527 |
0.7556 |
0.7683 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8096 |
0.8033 |
0.7789 |
|
| R3 |
0.7972 |
0.7909 |
0.7755 |
|
| R2 |
0.7847 |
0.7847 |
0.7744 |
|
| R1 |
0.7784 |
0.7784 |
0.7732 |
0.7816 |
| PP |
0.7723 |
0.7723 |
0.7723 |
0.7738 |
| S1 |
0.7660 |
0.7660 |
0.7710 |
0.7691 |
| S2 |
0.7598 |
0.7598 |
0.7698 |
|
| S3 |
0.7474 |
0.7535 |
0.7687 |
|
| S4 |
0.7349 |
0.7411 |
0.7653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7792 |
0.7661 |
0.0131 |
1.7% |
0.0070 |
0.9% |
46% |
False |
False |
102,177 |
| 10 |
0.7808 |
0.7661 |
0.0147 |
1.9% |
0.0074 |
1.0% |
41% |
False |
False |
102,277 |
| 20 |
0.7825 |
0.7534 |
0.0291 |
3.8% |
0.0074 |
1.0% |
64% |
False |
False |
98,073 |
| 40 |
0.7825 |
0.7292 |
0.0533 |
6.9% |
0.0069 |
0.9% |
81% |
False |
False |
74,833 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0070 |
0.9% |
88% |
False |
False |
49,944 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
88% |
False |
False |
37,464 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
88% |
False |
False |
29,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8064 |
|
2.618 |
0.7952 |
|
1.618 |
0.7883 |
|
1.000 |
0.7841 |
|
0.618 |
0.7815 |
|
HIGH |
0.7773 |
|
0.618 |
0.7746 |
|
0.500 |
0.7738 |
|
0.382 |
0.7730 |
|
LOW |
0.7704 |
|
0.618 |
0.7662 |
|
1.000 |
0.7636 |
|
1.618 |
0.7593 |
|
2.618 |
0.7525 |
|
4.250 |
0.7413 |
|
|
| Fisher Pivots for day following 22-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7738 |
0.7741 |
| PP |
0.7733 |
0.7734 |
| S1 |
0.7727 |
0.7728 |
|