CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 26-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7712 |
0.7716 |
0.0004 |
0.1% |
0.7706 |
| High |
0.7750 |
0.7757 |
0.0008 |
0.1% |
0.7786 |
| Low |
0.7685 |
0.7672 |
-0.0014 |
-0.2% |
0.7661 |
| Close |
0.7706 |
0.7750 |
0.0044 |
0.6% |
0.7721 |
| Range |
0.0065 |
0.0086 |
0.0021 |
32.6% |
0.0125 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.3% |
0.0000 |
| Volume |
101,826 |
96,719 |
-5,107 |
-5.0% |
396,720 |
|
| Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7983 |
0.7952 |
0.7797 |
|
| R3 |
0.7897 |
0.7866 |
0.7773 |
|
| R2 |
0.7812 |
0.7812 |
0.7765 |
|
| R1 |
0.7781 |
0.7781 |
0.7757 |
0.7796 |
| PP |
0.7726 |
0.7726 |
0.7726 |
0.7734 |
| S1 |
0.7695 |
0.7695 |
0.7742 |
0.7711 |
| S2 |
0.7641 |
0.7641 |
0.7734 |
|
| S3 |
0.7555 |
0.7610 |
0.7726 |
|
| S4 |
0.7470 |
0.7524 |
0.7702 |
|
|
| 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 |
0.7672 |
0.0114 |
1.5% |
0.0066 |
0.8% |
68% |
False |
True |
92,591 |
| 10 |
0.7808 |
0.7661 |
0.0147 |
1.9% |
0.0073 |
0.9% |
60% |
False |
False |
98,916 |
| 20 |
0.7825 |
0.7564 |
0.0261 |
3.4% |
0.0077 |
1.0% |
71% |
False |
False |
101,199 |
| 40 |
0.7825 |
0.7345 |
0.0480 |
6.2% |
0.0069 |
0.9% |
84% |
False |
False |
79,762 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0070 |
0.9% |
91% |
False |
False |
53,250 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
91% |
False |
False |
39,945 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0068 |
0.9% |
91% |
False |
False |
31,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8120 |
|
2.618 |
0.7981 |
|
1.618 |
0.7895 |
|
1.000 |
0.7843 |
|
0.618 |
0.7810 |
|
HIGH |
0.7757 |
|
0.618 |
0.7724 |
|
0.500 |
0.7714 |
|
0.382 |
0.7704 |
|
LOW |
0.7672 |
|
0.618 |
0.7619 |
|
1.000 |
0.7586 |
|
1.618 |
0.7533 |
|
2.618 |
0.7448 |
|
4.250 |
0.7308 |
|
|
| Fisher Pivots for day following 26-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7738 |
0.7740 |
| PP |
0.7726 |
0.7731 |
| S1 |
0.7714 |
0.7722 |
|