CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 27-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7716 |
0.7749 |
0.0033 |
0.4% |
0.7706 |
| High |
0.7757 |
0.7767 |
0.0010 |
0.1% |
0.7786 |
| Low |
0.7672 |
0.7646 |
-0.0026 |
-0.3% |
0.7661 |
| Close |
0.7750 |
0.7666 |
-0.0084 |
-1.1% |
0.7721 |
| Range |
0.0086 |
0.0121 |
0.0036 |
41.5% |
0.0125 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
4.6% |
0.0000 |
| Volume |
96,719 |
156,828 |
60,109 |
62.1% |
396,720 |
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8056 |
0.7982 |
0.7733 |
|
| R3 |
0.7935 |
0.7861 |
0.7699 |
|
| R2 |
0.7814 |
0.7814 |
0.7688 |
|
| R1 |
0.7740 |
0.7740 |
0.7677 |
0.7716 |
| PP |
0.7693 |
0.7693 |
0.7693 |
0.7681 |
| S1 |
0.7619 |
0.7619 |
0.7655 |
0.7595 |
| S2 |
0.7572 |
0.7572 |
0.7644 |
|
| S3 |
0.7451 |
0.7498 |
0.7633 |
|
| S4 |
0.7330 |
0.7377 |
0.7599 |
|
|
| 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 |
0.7646 |
0.0140 |
1.8% |
0.0076 |
1.0% |
15% |
False |
True |
106,448 |
| 10 |
0.7808 |
0.7646 |
0.0163 |
2.1% |
0.0076 |
1.0% |
13% |
False |
True |
105,246 |
| 20 |
0.7825 |
0.7585 |
0.0240 |
3.1% |
0.0080 |
1.0% |
34% |
False |
False |
105,678 |
| 40 |
0.7825 |
0.7345 |
0.0480 |
6.3% |
0.0071 |
0.9% |
67% |
False |
False |
83,661 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0071 |
0.9% |
81% |
False |
False |
55,863 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0068 |
0.9% |
81% |
False |
False |
41,905 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0068 |
0.9% |
81% |
False |
False |
33,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8281 |
|
2.618 |
0.8083 |
|
1.618 |
0.7962 |
|
1.000 |
0.7888 |
|
0.618 |
0.7841 |
|
HIGH |
0.7767 |
|
0.618 |
0.7720 |
|
0.500 |
0.7706 |
|
0.382 |
0.7692 |
|
LOW |
0.7646 |
|
0.618 |
0.7571 |
|
1.000 |
0.7525 |
|
1.618 |
0.7450 |
|
2.618 |
0.7329 |
|
4.250 |
0.7131 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7706 |
0.7706 |
| PP |
0.7693 |
0.7693 |
| S1 |
0.7679 |
0.7679 |
|