CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 08-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7602 |
0.7673 |
0.0071 |
0.9% |
0.7630 |
| High |
0.7682 |
0.7716 |
0.0034 |
0.4% |
0.7682 |
| Low |
0.7584 |
0.7653 |
0.0069 |
0.9% |
0.7566 |
| Close |
0.7670 |
0.7705 |
0.0036 |
0.5% |
0.7670 |
| Range |
0.0098 |
0.0064 |
-0.0035 |
-35.2% |
0.0117 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
91,773 |
79,976 |
-11,797 |
-12.9% |
492,051 |
|
| Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7882 |
0.7857 |
0.7740 |
|
| R3 |
0.7818 |
0.7793 |
0.7722 |
|
| R2 |
0.7755 |
0.7755 |
0.7717 |
|
| R1 |
0.7730 |
0.7730 |
0.7711 |
0.7742 |
| PP |
0.7691 |
0.7691 |
0.7691 |
0.7697 |
| S1 |
0.7666 |
0.7666 |
0.7699 |
0.7679 |
| S2 |
0.7628 |
0.7628 |
0.7693 |
|
| S3 |
0.7564 |
0.7603 |
0.7688 |
|
| S4 |
0.7501 |
0.7539 |
0.7670 |
|
|
| 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 |
0.7716 |
0.7566 |
0.0151 |
2.0% |
0.0069 |
0.9% |
93% |
True |
False |
92,877 |
| 10 |
0.7767 |
0.7566 |
0.0201 |
2.6% |
0.0079 |
1.0% |
69% |
False |
False |
113,593 |
| 20 |
0.7808 |
0.7566 |
0.0243 |
3.1% |
0.0076 |
1.0% |
58% |
False |
False |
106,706 |
| 40 |
0.7825 |
0.7439 |
0.0386 |
5.0% |
0.0075 |
1.0% |
69% |
False |
False |
100,170 |
| 60 |
0.7825 |
0.7228 |
0.0597 |
7.7% |
0.0068 |
0.9% |
80% |
False |
False |
70,554 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0069 |
0.9% |
86% |
False |
False |
52,934 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0068 |
0.9% |
86% |
False |
False |
42,351 |
| 120 |
0.7825 |
0.6996 |
0.0829 |
10.8% |
0.0067 |
0.9% |
86% |
False |
False |
35,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7986 |
|
2.618 |
0.7882 |
|
1.618 |
0.7819 |
|
1.000 |
0.7780 |
|
0.618 |
0.7755 |
|
HIGH |
0.7716 |
|
0.618 |
0.7692 |
|
0.500 |
0.7684 |
|
0.382 |
0.7677 |
|
LOW |
0.7653 |
|
0.618 |
0.7613 |
|
1.000 |
0.7589 |
|
1.618 |
0.7550 |
|
2.618 |
0.7486 |
|
4.250 |
0.7383 |
|
|
| Fisher Pivots for day following 08-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7698 |
0.7687 |
| PP |
0.7691 |
0.7668 |
| S1 |
0.7684 |
0.7650 |
|