CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 16-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7756 |
0.7763 |
0.0007 |
0.1% |
0.7673 |
| High |
0.7766 |
0.7807 |
0.0041 |
0.5% |
0.7773 |
| Low |
0.7719 |
0.7746 |
0.0027 |
0.3% |
0.7653 |
| Close |
0.7757 |
0.7763 |
0.0006 |
0.1% |
0.7757 |
| Range |
0.0047 |
0.0061 |
0.0015 |
31.2% |
0.0121 |
| ATR |
0.0068 |
0.0067 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
74,090 |
144,765 |
70,675 |
95.4% |
388,945 |
|
| Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7955 |
0.7920 |
0.7796 |
|
| R3 |
0.7894 |
0.7859 |
0.7779 |
|
| R2 |
0.7833 |
0.7833 |
0.7774 |
|
| R1 |
0.7798 |
0.7798 |
0.7768 |
0.7793 |
| PP |
0.7772 |
0.7772 |
0.7772 |
0.7769 |
| S1 |
0.7737 |
0.7737 |
0.7757 |
0.7732 |
| S2 |
0.7711 |
0.7711 |
0.7751 |
|
| S3 |
0.7650 |
0.7676 |
0.7746 |
|
| S4 |
0.7589 |
0.7615 |
0.7729 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8089 |
0.8043 |
0.7823 |
|
| R3 |
0.7968 |
0.7923 |
0.7790 |
|
| R2 |
0.7848 |
0.7848 |
0.7779 |
|
| R1 |
0.7802 |
0.7802 |
0.7768 |
0.7825 |
| PP |
0.7727 |
0.7727 |
0.7727 |
0.7739 |
| S1 |
0.7682 |
0.7682 |
0.7745 |
0.7705 |
| S2 |
0.7607 |
0.7607 |
0.7734 |
|
| S3 |
0.7486 |
0.7561 |
0.7723 |
|
| S4 |
0.7366 |
0.7441 |
0.7690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7807 |
0.7703 |
0.0104 |
1.3% |
0.0049 |
0.6% |
58% |
True |
False |
90,746 |
| 10 |
0.7807 |
0.7566 |
0.0241 |
3.1% |
0.0059 |
0.8% |
82% |
True |
False |
91,811 |
| 20 |
0.7807 |
0.7566 |
0.0241 |
3.1% |
0.0067 |
0.9% |
82% |
True |
False |
104,410 |
| 40 |
0.7825 |
0.7471 |
0.0354 |
4.6% |
0.0073 |
0.9% |
82% |
False |
False |
101,697 |
| 60 |
0.7825 |
0.7261 |
0.0564 |
7.3% |
0.0068 |
0.9% |
89% |
False |
False |
78,102 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0069 |
0.9% |
93% |
False |
False |
58,603 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
93% |
False |
False |
46,887 |
| 120 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0066 |
0.9% |
93% |
False |
False |
39,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8066 |
|
2.618 |
0.7966 |
|
1.618 |
0.7905 |
|
1.000 |
0.7868 |
|
0.618 |
0.7844 |
|
HIGH |
0.7807 |
|
0.618 |
0.7783 |
|
0.500 |
0.7776 |
|
0.382 |
0.7769 |
|
LOW |
0.7746 |
|
0.618 |
0.7708 |
|
1.000 |
0.7685 |
|
1.618 |
0.7647 |
|
2.618 |
0.7586 |
|
4.250 |
0.7486 |
|
|
| Fisher Pivots for day following 16-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7776 |
0.7762 |
| PP |
0.7772 |
0.7761 |
| S1 |
0.7767 |
0.7760 |
|