CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 02-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7630 |
0.7629 |
-0.0001 |
0.0% |
0.7712 |
| High |
0.7665 |
0.7664 |
-0.0001 |
0.0% |
0.7767 |
| Low |
0.7608 |
0.7566 |
-0.0042 |
-0.6% |
0.7594 |
| Close |
0.7645 |
0.7593 |
-0.0052 |
-0.7% |
0.7642 |
| Range |
0.0057 |
0.0098 |
0.0041 |
71.9% |
0.0173 |
| ATR |
0.0077 |
0.0079 |
0.0001 |
1.9% |
0.0000 |
| Volume |
107,642 |
117,066 |
9,424 |
8.8% |
665,734 |
|
| Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7901 |
0.7845 |
0.7647 |
|
| R3 |
0.7803 |
0.7747 |
0.7620 |
|
| R2 |
0.7705 |
0.7705 |
0.7611 |
|
| R1 |
0.7649 |
0.7649 |
0.7602 |
0.7628 |
| PP |
0.7607 |
0.7607 |
0.7607 |
0.7597 |
| S1 |
0.7551 |
0.7551 |
0.7584 |
0.7530 |
| S2 |
0.7509 |
0.7509 |
0.7575 |
|
| S3 |
0.7411 |
0.7453 |
0.7566 |
|
| S4 |
0.7313 |
0.7355 |
0.7539 |
|
|
| 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 |
0.7566 |
0.0201 |
2.6% |
0.0091 |
1.2% |
14% |
False |
True |
138,379 |
| 10 |
0.7786 |
0.7566 |
0.0220 |
2.9% |
0.0078 |
1.0% |
13% |
False |
True |
115,485 |
| 20 |
0.7825 |
0.7566 |
0.0259 |
3.4% |
0.0082 |
1.1% |
11% |
False |
True |
114,708 |
| 40 |
0.7825 |
0.7379 |
0.0446 |
5.9% |
0.0074 |
1.0% |
48% |
False |
False |
96,874 |
| 60 |
0.7825 |
0.7151 |
0.0674 |
8.9% |
0.0069 |
0.9% |
66% |
False |
False |
64,774 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.9% |
0.0069 |
0.9% |
72% |
False |
False |
48,593 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.9% |
0.0068 |
0.9% |
72% |
False |
False |
38,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8080 |
|
2.618 |
0.7920 |
|
1.618 |
0.7822 |
|
1.000 |
0.7762 |
|
0.618 |
0.7724 |
|
HIGH |
0.7664 |
|
0.618 |
0.7626 |
|
0.500 |
0.7615 |
|
0.382 |
0.7603 |
|
LOW |
0.7566 |
|
0.618 |
0.7505 |
|
1.000 |
0.7468 |
|
1.618 |
0.7407 |
|
2.618 |
0.7309 |
|
4.250 |
0.7149 |
|
|
| Fisher Pivots for day following 02-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7636 |
| PP |
0.7607 |
0.7622 |
| S1 |
0.7600 |
0.7607 |
|