CME Australian Dollar Future March 2021
Trading Metrics calculated at close of trading on 09-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2021 |
09-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.7673 |
0.7706 |
0.0033 |
0.4% |
0.7630 |
High |
0.7716 |
0.7742 |
0.0026 |
0.3% |
0.7682 |
Low |
0.7653 |
0.7703 |
0.0050 |
0.7% |
0.7566 |
Close |
0.7705 |
0.7739 |
0.0034 |
0.4% |
0.7670 |
Range |
0.0064 |
0.0039 |
-0.0025 |
-38.6% |
0.0117 |
ATR |
0.0075 |
0.0073 |
-0.0003 |
-3.4% |
0.0000 |
Volume |
79,976 |
76,894 |
-3,082 |
-3.9% |
492,051 |
|
Daily Pivots for day following 09-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7845 |
0.7831 |
0.7760 |
|
R3 |
0.7806 |
0.7792 |
0.7750 |
|
R2 |
0.7767 |
0.7767 |
0.7746 |
|
R1 |
0.7753 |
0.7753 |
0.7743 |
0.7760 |
PP |
0.7728 |
0.7728 |
0.7728 |
0.7731 |
S1 |
0.7714 |
0.7714 |
0.7735 |
0.7721 |
S2 |
0.7689 |
0.7689 |
0.7732 |
|
S3 |
0.7650 |
0.7675 |
0.7728 |
|
S4 |
0.7611 |
0.7636 |
0.7718 |
|
|
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 |
0.7742 |
0.7584 |
0.0158 |
2.0% |
0.0057 |
0.7% |
98% |
True |
False |
84,842 |
10 |
0.7767 |
0.7566 |
0.0201 |
2.6% |
0.0074 |
1.0% |
86% |
False |
False |
111,611 |
20 |
0.7808 |
0.7566 |
0.0243 |
3.1% |
0.0073 |
0.9% |
72% |
False |
False |
105,263 |
40 |
0.7825 |
0.7471 |
0.0354 |
4.6% |
0.0073 |
0.9% |
76% |
False |
False |
100,622 |
60 |
0.7825 |
0.7228 |
0.0597 |
7.7% |
0.0068 |
0.9% |
86% |
False |
False |
71,834 |
80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0069 |
0.9% |
90% |
False |
False |
53,895 |
100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0068 |
0.9% |
90% |
False |
False |
43,119 |
120 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
90% |
False |
False |
35,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7907 |
2.618 |
0.7844 |
1.618 |
0.7805 |
1.000 |
0.7781 |
0.618 |
0.7766 |
HIGH |
0.7742 |
0.618 |
0.7727 |
0.500 |
0.7722 |
0.382 |
0.7717 |
LOW |
0.7703 |
0.618 |
0.7678 |
1.000 |
0.7664 |
1.618 |
0.7639 |
2.618 |
0.7600 |
4.250 |
0.7537 |
|
|
Fisher Pivots for day following 09-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7733 |
0.7714 |
PP |
0.7728 |
0.7688 |
S1 |
0.7722 |
0.7663 |
|