CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 25-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7765 |
0.7712 |
-0.0053 |
-0.7% |
0.7706 |
| High |
0.7773 |
0.7750 |
-0.0023 |
-0.3% |
0.7786 |
| Low |
0.7704 |
0.7685 |
-0.0019 |
-0.2% |
0.7661 |
| Close |
0.7721 |
0.7706 |
-0.0016 |
-0.2% |
0.7721 |
| Range |
0.0069 |
0.0065 |
-0.0004 |
-5.8% |
0.0125 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
94,576 |
101,826 |
7,250 |
7.7% |
396,720 |
|
| Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7907 |
0.7871 |
0.7741 |
|
| R3 |
0.7842 |
0.7806 |
0.7723 |
|
| R2 |
0.7778 |
0.7778 |
0.7717 |
|
| R1 |
0.7742 |
0.7742 |
0.7711 |
0.7728 |
| PP |
0.7713 |
0.7713 |
0.7713 |
0.7706 |
| S1 |
0.7677 |
0.7677 |
0.7700 |
0.7663 |
| S2 |
0.7649 |
0.7649 |
0.7694 |
|
| S3 |
0.7584 |
0.7613 |
0.7688 |
|
| S4 |
0.7520 |
0.7548 |
0.7670 |
|
|
| 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 |
0.7786 |
0.7661 |
0.0125 |
1.6% |
0.0062 |
0.8% |
36% |
False |
False |
99,709 |
| 10 |
0.7808 |
0.7661 |
0.0147 |
1.9% |
0.0074 |
1.0% |
30% |
False |
False |
99,819 |
| 20 |
0.7825 |
0.7564 |
0.0261 |
3.4% |
0.0074 |
1.0% |
54% |
False |
False |
98,853 |
| 40 |
0.7825 |
0.7330 |
0.0495 |
6.4% |
0.0068 |
0.9% |
76% |
False |
False |
77,359 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0071 |
0.9% |
86% |
False |
False |
51,641 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0067 |
0.9% |
86% |
False |
False |
38,736 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0067 |
0.9% |
86% |
False |
False |
30,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8024 |
|
2.618 |
0.7918 |
|
1.618 |
0.7854 |
|
1.000 |
0.7814 |
|
0.618 |
0.7789 |
|
HIGH |
0.7750 |
|
0.618 |
0.7725 |
|
0.500 |
0.7717 |
|
0.382 |
0.7710 |
|
LOW |
0.7685 |
|
0.618 |
0.7645 |
|
1.000 |
0.7621 |
|
1.618 |
0.7581 |
|
2.618 |
0.7516 |
|
4.250 |
0.7411 |
|
|
| Fisher Pivots for day following 25-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7717 |
0.7735 |
| PP |
0.7713 |
0.7725 |
| S1 |
0.7709 |
0.7715 |
|