CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 28-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7749 |
0.7663 |
-0.0086 |
-1.1% |
0.7706 |
| High |
0.7767 |
0.7700 |
-0.0067 |
-0.9% |
0.7786 |
| Low |
0.7646 |
0.7594 |
-0.0052 |
-0.7% |
0.7661 |
| Close |
0.7666 |
0.7697 |
0.0031 |
0.4% |
0.7721 |
| Range |
0.0121 |
0.0106 |
-0.0015 |
-12.4% |
0.0125 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.7% |
0.0000 |
| Volume |
156,828 |
162,635 |
5,807 |
3.7% |
396,720 |
|
| Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7981 |
0.7945 |
0.7755 |
|
| R3 |
0.7875 |
0.7839 |
0.7726 |
|
| R2 |
0.7769 |
0.7769 |
0.7716 |
|
| R1 |
0.7733 |
0.7733 |
0.7707 |
0.7751 |
| PP |
0.7663 |
0.7663 |
0.7663 |
0.7672 |
| S1 |
0.7627 |
0.7627 |
0.7687 |
0.7645 |
| S2 |
0.7557 |
0.7557 |
0.7678 |
|
| S3 |
0.7451 |
0.7521 |
0.7668 |
|
| S4 |
0.7345 |
0.7415 |
0.7639 |
|
|
| 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 |
0.7773 |
0.7594 |
0.0179 |
2.3% |
0.0089 |
1.2% |
58% |
False |
True |
122,516 |
| 10 |
0.7808 |
0.7594 |
0.0215 |
2.8% |
0.0081 |
1.0% |
48% |
False |
True |
112,498 |
| 20 |
0.7825 |
0.7594 |
0.0231 |
3.0% |
0.0083 |
1.1% |
45% |
False |
True |
110,211 |
| 40 |
0.7825 |
0.7349 |
0.0476 |
6.2% |
0.0072 |
0.9% |
73% |
False |
False |
87,694 |
| 60 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0072 |
0.9% |
85% |
False |
False |
58,572 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0068 |
0.9% |
85% |
False |
False |
43,938 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0068 |
0.9% |
85% |
False |
False |
35,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8150 |
|
2.618 |
0.7977 |
|
1.618 |
0.7871 |
|
1.000 |
0.7806 |
|
0.618 |
0.7765 |
|
HIGH |
0.7700 |
|
0.618 |
0.7659 |
|
0.500 |
0.7647 |
|
0.382 |
0.7634 |
|
LOW |
0.7594 |
|
0.618 |
0.7528 |
|
1.000 |
0.7488 |
|
1.618 |
0.7422 |
|
2.618 |
0.7316 |
|
4.250 |
0.7143 |
|
|
| Fisher Pivots for day following 28-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7680 |
0.7691 |
| PP |
0.7663 |
0.7686 |
| S1 |
0.7647 |
0.7680 |
|