CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 01-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7678 |
0.7630 |
-0.0048 |
-0.6% |
0.7712 |
| High |
0.7706 |
0.7665 |
-0.0042 |
-0.5% |
0.7767 |
| Low |
0.7633 |
0.7608 |
-0.0026 |
-0.3% |
0.7594 |
| Close |
0.7642 |
0.7645 |
0.0003 |
0.0% |
0.7642 |
| Range |
0.0073 |
0.0057 |
-0.0016 |
-21.9% |
0.0173 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
147,726 |
107,642 |
-40,084 |
-27.1% |
665,734 |
|
| Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7810 |
0.7784 |
0.7676 |
|
| R3 |
0.7753 |
0.7727 |
0.7660 |
|
| R2 |
0.7696 |
0.7696 |
0.7655 |
|
| R1 |
0.7670 |
0.7670 |
0.7650 |
0.7683 |
| PP |
0.7639 |
0.7639 |
0.7639 |
0.7645 |
| S1 |
0.7613 |
0.7613 |
0.7639 |
0.7626 |
| S2 |
0.7582 |
0.7582 |
0.7634 |
|
| S3 |
0.7525 |
0.7556 |
0.7629 |
|
| S4 |
0.7468 |
0.7499 |
0.7613 |
|
|
| 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% |
0.0089 |
1.2% |
29% |
False |
False |
134,310 |
| 10 |
0.7786 |
0.7594 |
0.0192 |
2.5% |
0.0075 |
1.0% |
27% |
False |
False |
117,009 |
| 20 |
0.7825 |
0.7594 |
0.0231 |
3.0% |
0.0082 |
1.1% |
22% |
False |
False |
114,992 |
| 40 |
0.7825 |
0.7379 |
0.0446 |
5.8% |
0.0073 |
1.0% |
60% |
False |
False |
94,006 |
| 60 |
0.7825 |
0.7056 |
0.0769 |
10.1% |
0.0071 |
0.9% |
77% |
False |
False |
62,825 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0068 |
0.9% |
78% |
False |
False |
47,130 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0068 |
0.9% |
78% |
False |
False |
37,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7907 |
|
2.618 |
0.7814 |
|
1.618 |
0.7757 |
|
1.000 |
0.7722 |
|
0.618 |
0.7700 |
|
HIGH |
0.7665 |
|
0.618 |
0.7643 |
|
0.500 |
0.7636 |
|
0.382 |
0.7629 |
|
LOW |
0.7608 |
|
0.618 |
0.7572 |
|
1.000 |
0.7551 |
|
1.618 |
0.7515 |
|
2.618 |
0.7458 |
|
4.250 |
0.7365 |
|
|
| Fisher Pivots for day following 01-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7642 |
0.7650 |
| PP |
0.7639 |
0.7648 |
| S1 |
0.7636 |
0.7646 |
|