CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 05-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7623 |
0.7602 |
-0.0021 |
-0.3% |
0.7630 |
| High |
0.7650 |
0.7682 |
0.0033 |
0.4% |
0.7682 |
| Low |
0.7590 |
0.7584 |
-0.0006 |
-0.1% |
0.7566 |
| Close |
0.7604 |
0.7670 |
0.0066 |
0.9% |
0.7670 |
| Range |
0.0060 |
0.0098 |
0.0039 |
64.7% |
0.0117 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.3% |
0.0000 |
| Volume |
85,694 |
91,773 |
6,079 |
7.1% |
492,051 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7939 |
0.7902 |
0.7723 |
|
| R3 |
0.7841 |
0.7804 |
0.7696 |
|
| R2 |
0.7743 |
0.7743 |
0.7687 |
|
| R1 |
0.7706 |
0.7706 |
0.7678 |
0.7725 |
| PP |
0.7645 |
0.7645 |
0.7645 |
0.7654 |
| S1 |
0.7608 |
0.7608 |
0.7661 |
0.7627 |
| S2 |
0.7547 |
0.7547 |
0.7652 |
|
| S3 |
0.7449 |
0.7510 |
0.7643 |
|
| S4 |
0.7351 |
0.7412 |
0.7616 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7989 |
0.7946 |
0.7734 |
|
| R3 |
0.7872 |
0.7829 |
0.7702 |
|
| R2 |
0.7756 |
0.7756 |
0.7691 |
|
| R1 |
0.7713 |
0.7713 |
0.7680 |
0.7734 |
| PP |
0.7639 |
0.7639 |
0.7639 |
0.7650 |
| S1 |
0.7596 |
0.7596 |
0.7659 |
0.7618 |
| S2 |
0.7523 |
0.7523 |
0.7648 |
|
| S3 |
0.7406 |
0.7480 |
0.7637 |
|
| S4 |
0.7290 |
0.7363 |
0.7605 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7682 |
0.7566 |
0.0117 |
1.5% |
0.0068 |
0.9% |
89% |
True |
False |
98,410 |
| 10 |
0.7767 |
0.7566 |
0.0201 |
2.6% |
0.0079 |
1.0% |
52% |
False |
False |
115,778 |
| 20 |
0.7808 |
0.7566 |
0.0243 |
3.2% |
0.0077 |
1.0% |
43% |
False |
False |
109,028 |
| 40 |
0.7825 |
0.7414 |
0.0411 |
5.4% |
0.0075 |
1.0% |
62% |
False |
False |
101,255 |
| 60 |
0.7825 |
0.7228 |
0.0597 |
7.8% |
0.0068 |
0.9% |
74% |
False |
False |
69,221 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0069 |
0.9% |
81% |
False |
False |
51,934 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0069 |
0.9% |
81% |
False |
False |
41,551 |
| 120 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0066 |
0.9% |
81% |
False |
False |
34,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8099 |
|
2.618 |
0.7939 |
|
1.618 |
0.7841 |
|
1.000 |
0.7780 |
|
0.618 |
0.7743 |
|
HIGH |
0.7682 |
|
0.618 |
0.7645 |
|
0.500 |
0.7633 |
|
0.382 |
0.7621 |
|
LOW |
0.7584 |
|
0.618 |
0.7523 |
|
1.000 |
0.7486 |
|
1.618 |
0.7425 |
|
2.618 |
0.7327 |
|
4.250 |
0.7168 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7657 |
0.7657 |
| PP |
0.7645 |
0.7645 |
| S1 |
0.7633 |
0.7633 |
|