CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 17-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7763 |
0.7752 |
-0.0011 |
-0.1% |
0.7673 |
| High |
0.7807 |
0.7773 |
-0.0034 |
-0.4% |
0.7773 |
| Low |
0.7746 |
0.7726 |
-0.0020 |
-0.3% |
0.7653 |
| Close |
0.7763 |
0.7750 |
-0.0013 |
-0.2% |
0.7757 |
| Range |
0.0061 |
0.0048 |
-0.0014 |
-22.1% |
0.0121 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
144,765 |
106,318 |
-38,447 |
-26.6% |
388,945 |
|
| Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7869 |
0.7776 |
|
| R3 |
0.7845 |
0.7821 |
0.7763 |
|
| R2 |
0.7797 |
0.7797 |
0.7759 |
|
| R1 |
0.7774 |
0.7774 |
0.7754 |
0.7762 |
| PP |
0.7750 |
0.7750 |
0.7750 |
0.7744 |
| S1 |
0.7726 |
0.7726 |
0.7746 |
0.7714 |
| S2 |
0.7702 |
0.7702 |
0.7741 |
|
| S3 |
0.7655 |
0.7679 |
0.7737 |
|
| S4 |
0.7607 |
0.7631 |
0.7724 |
|
|
| 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 |
0.7714 |
0.0093 |
1.2% |
0.0051 |
0.7% |
39% |
False |
False |
96,631 |
| 10 |
0.7807 |
0.7584 |
0.0223 |
2.9% |
0.0054 |
0.7% |
75% |
False |
False |
90,737 |
| 20 |
0.7807 |
0.7566 |
0.0241 |
3.1% |
0.0066 |
0.9% |
77% |
False |
False |
103,111 |
| 40 |
0.7825 |
0.7471 |
0.0354 |
4.6% |
0.0072 |
0.9% |
79% |
False |
False |
102,430 |
| 60 |
0.7825 |
0.7261 |
0.0564 |
7.3% |
0.0068 |
0.9% |
87% |
False |
False |
79,868 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0069 |
0.9% |
91% |
False |
False |
59,932 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0067 |
0.9% |
91% |
False |
False |
47,949 |
| 120 |
0.7825 |
0.6996 |
0.0829 |
10.7% |
0.0066 |
0.9% |
91% |
False |
False |
39,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7975 |
|
2.618 |
0.7897 |
|
1.618 |
0.7850 |
|
1.000 |
0.7821 |
|
0.618 |
0.7802 |
|
HIGH |
0.7773 |
|
0.618 |
0.7755 |
|
0.500 |
0.7749 |
|
0.382 |
0.7744 |
|
LOW |
0.7726 |
|
0.618 |
0.7696 |
|
1.000 |
0.7678 |
|
1.618 |
0.7649 |
|
2.618 |
0.7601 |
|
4.250 |
0.7524 |
|
|
| Fisher Pivots for day following 17-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7750 |
0.7763 |
| PP |
0.7750 |
0.7759 |
| S1 |
0.7749 |
0.7754 |
|