CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 11-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7736 |
0.7724 |
-0.0013 |
-0.2% |
0.7630 |
| High |
0.7758 |
0.7773 |
0.0016 |
0.2% |
0.7682 |
| Low |
0.7719 |
0.7714 |
-0.0006 |
-0.1% |
0.7566 |
| Close |
0.7729 |
0.7750 |
0.0021 |
0.3% |
0.7670 |
| Range |
0.0039 |
0.0060 |
0.0021 |
54.5% |
0.0117 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
88,905 |
69,080 |
-19,825 |
-22.3% |
492,051 |
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7897 |
0.7783 |
|
| R3 |
0.7865 |
0.7837 |
0.7766 |
|
| R2 |
0.7805 |
0.7805 |
0.7761 |
|
| R1 |
0.7778 |
0.7778 |
0.7755 |
0.7791 |
| PP |
0.7746 |
0.7746 |
0.7746 |
0.7752 |
| S1 |
0.7718 |
0.7718 |
0.7745 |
0.7732 |
| S2 |
0.7686 |
0.7686 |
0.7739 |
|
| S3 |
0.7627 |
0.7659 |
0.7734 |
|
| S4 |
0.7567 |
0.7599 |
0.7717 |
|
|
| 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 |
0.7773 |
0.7584 |
0.0189 |
2.4% |
0.0060 |
0.8% |
88% |
True |
False |
81,325 |
| 10 |
0.7773 |
0.7566 |
0.0208 |
2.7% |
0.0061 |
0.8% |
89% |
True |
False |
95,463 |
| 20 |
0.7808 |
0.7566 |
0.0243 |
3.1% |
0.0071 |
0.9% |
76% |
False |
False |
103,980 |
| 40 |
0.7825 |
0.7471 |
0.0354 |
4.6% |
0.0073 |
0.9% |
79% |
False |
False |
99,964 |
| 60 |
0.7825 |
0.7261 |
0.0564 |
7.3% |
0.0068 |
0.9% |
87% |
False |
False |
74,461 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0069 |
0.9% |
91% |
False |
False |
55,868 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0068 |
0.9% |
91% |
False |
False |
44,698 |
| 120 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0066 |
0.9% |
91% |
False |
False |
37,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8026 |
|
2.618 |
0.7929 |
|
1.618 |
0.7869 |
|
1.000 |
0.7833 |
|
0.618 |
0.7810 |
|
HIGH |
0.7773 |
|
0.618 |
0.7750 |
|
0.500 |
0.7743 |
|
0.382 |
0.7736 |
|
LOW |
0.7714 |
|
0.618 |
0.7677 |
|
1.000 |
0.7654 |
|
1.618 |
0.7617 |
|
2.618 |
0.7558 |
|
4.250 |
0.7461 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7748 |
0.7746 |
| PP |
0.7746 |
0.7742 |
| S1 |
0.7743 |
0.7738 |
|