CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 29-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7663 |
0.7678 |
0.0015 |
0.2% |
0.7712 |
| High |
0.7700 |
0.7706 |
0.0007 |
0.1% |
0.7767 |
| Low |
0.7594 |
0.7633 |
0.0040 |
0.5% |
0.7594 |
| Close |
0.7697 |
0.7642 |
-0.0056 |
-0.7% |
0.7642 |
| Range |
0.0106 |
0.0073 |
-0.0033 |
-31.1% |
0.0173 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
162,635 |
147,726 |
-14,909 |
-9.2% |
665,734 |
|
| Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7879 |
0.7833 |
0.7682 |
|
| R3 |
0.7806 |
0.7760 |
0.7662 |
|
| R2 |
0.7733 |
0.7733 |
0.7655 |
|
| R1 |
0.7687 |
0.7687 |
0.7648 |
0.7674 |
| PP |
0.7660 |
0.7660 |
0.7660 |
0.7653 |
| S1 |
0.7614 |
0.7614 |
0.7635 |
0.7601 |
| S2 |
0.7587 |
0.7587 |
0.7628 |
|
| S3 |
0.7514 |
0.7541 |
0.7621 |
|
| S4 |
0.7441 |
0.7468 |
0.7601 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8186 |
0.8087 |
0.7737 |
|
| R3 |
0.8013 |
0.7914 |
0.7689 |
|
| R2 |
0.7840 |
0.7840 |
0.7673 |
|
| R1 |
0.7741 |
0.7741 |
0.7657 |
0.7704 |
| PP |
0.7667 |
0.7667 |
0.7667 |
0.7649 |
| S1 |
0.7568 |
0.7568 |
0.7626 |
0.7531 |
| S2 |
0.7494 |
0.7494 |
0.7610 |
|
| S3 |
0.7321 |
0.7395 |
0.7594 |
|
| S4 |
0.7148 |
0.7222 |
0.7546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7767 |
0.7594 |
0.0173 |
2.3% |
0.0090 |
1.2% |
28% |
False |
False |
133,146 |
| 10 |
0.7792 |
0.7594 |
0.0198 |
2.6% |
0.0080 |
1.0% |
24% |
False |
False |
117,662 |
| 20 |
0.7825 |
0.7594 |
0.0231 |
3.0% |
0.0082 |
1.1% |
21% |
False |
False |
113,776 |
| 40 |
0.7825 |
0.7358 |
0.0467 |
6.1% |
0.0073 |
1.0% |
61% |
False |
False |
91,364 |
| 60 |
0.7825 |
0.7034 |
0.0791 |
10.3% |
0.0072 |
0.9% |
77% |
False |
False |
61,032 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0069 |
0.9% |
78% |
False |
False |
45,784 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0069 |
0.9% |
78% |
False |
False |
36,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8016 |
|
2.618 |
0.7897 |
|
1.618 |
0.7824 |
|
1.000 |
0.7779 |
|
0.618 |
0.7751 |
|
HIGH |
0.7706 |
|
0.618 |
0.7678 |
|
0.500 |
0.7670 |
|
0.382 |
0.7661 |
|
LOW |
0.7633 |
|
0.618 |
0.7588 |
|
1.000 |
0.7560 |
|
1.618 |
0.7515 |
|
2.618 |
0.7442 |
|
4.250 |
0.7323 |
|
|
| Fisher Pivots for day following 29-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7670 |
0.7680 |
| PP |
0.7660 |
0.7667 |
| S1 |
0.7651 |
0.7654 |
|