CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 10-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7706 |
0.7736 |
0.0030 |
0.4% |
0.7630 |
| High |
0.7742 |
0.7758 |
0.0016 |
0.2% |
0.7682 |
| Low |
0.7703 |
0.7719 |
0.0017 |
0.2% |
0.7566 |
| Close |
0.7739 |
0.7729 |
-0.0010 |
-0.1% |
0.7670 |
| Range |
0.0039 |
0.0039 |
-0.0001 |
-1.3% |
0.0117 |
| ATR |
0.0073 |
0.0070 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
76,894 |
88,905 |
12,011 |
15.6% |
492,051 |
|
| Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7851 |
0.7828 |
0.7750 |
|
| R3 |
0.7812 |
0.7790 |
0.7740 |
|
| R2 |
0.7774 |
0.7774 |
0.7736 |
|
| R1 |
0.7751 |
0.7751 |
0.7733 |
0.7743 |
| PP |
0.7735 |
0.7735 |
0.7735 |
0.7731 |
| S1 |
0.7713 |
0.7713 |
0.7725 |
0.7705 |
| S2 |
0.7697 |
0.7697 |
0.7722 |
|
| S3 |
0.7658 |
0.7674 |
0.7718 |
|
| S4 |
0.7620 |
0.7636 |
0.7708 |
|
|
| 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 |
0.7758 |
0.7584 |
0.0174 |
2.2% |
0.0060 |
0.8% |
84% |
True |
False |
84,648 |
| 10 |
0.7758 |
0.7566 |
0.0192 |
2.5% |
0.0066 |
0.9% |
85% |
True |
False |
104,818 |
| 20 |
0.7808 |
0.7566 |
0.0243 |
3.1% |
0.0071 |
0.9% |
67% |
False |
False |
105,032 |
| 40 |
0.7825 |
0.7471 |
0.0354 |
4.6% |
0.0073 |
0.9% |
73% |
False |
False |
100,404 |
| 60 |
0.7825 |
0.7228 |
0.0597 |
7.7% |
0.0068 |
0.9% |
84% |
False |
False |
73,315 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0069 |
0.9% |
88% |
False |
False |
55,005 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0068 |
0.9% |
88% |
False |
False |
44,008 |
| 120 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0066 |
0.9% |
88% |
False |
False |
36,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7921 |
|
2.618 |
0.7858 |
|
1.618 |
0.7820 |
|
1.000 |
0.7796 |
|
0.618 |
0.7781 |
|
HIGH |
0.7758 |
|
0.618 |
0.7743 |
|
0.500 |
0.7738 |
|
0.382 |
0.7734 |
|
LOW |
0.7719 |
|
0.618 |
0.7695 |
|
1.000 |
0.7681 |
|
1.618 |
0.7657 |
|
2.618 |
0.7618 |
|
4.250 |
0.7555 |
|
|
| Fisher Pivots for day following 10-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7738 |
0.7721 |
| PP |
0.7735 |
0.7713 |
| S1 |
0.7732 |
0.7705 |
|