CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 19-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7753 |
0.7769 |
0.0016 |
0.2% |
0.7763 |
| High |
0.7791 |
0.7879 |
0.0088 |
1.1% |
0.7879 |
| Low |
0.7732 |
0.7758 |
0.0027 |
0.3% |
0.7726 |
| Close |
0.7769 |
0.7866 |
0.0098 |
1.3% |
0.7866 |
| Range |
0.0059 |
0.0121 |
0.0062 |
104.2% |
0.0153 |
| ATR |
0.0065 |
0.0069 |
0.0004 |
6.0% |
0.0000 |
| Volume |
106,367 |
127,526 |
21,159 |
19.9% |
484,976 |
|
| Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8196 |
0.8151 |
0.7932 |
|
| R3 |
0.8075 |
0.8031 |
0.7899 |
|
| R2 |
0.7955 |
0.7955 |
0.7888 |
|
| R1 |
0.7910 |
0.7910 |
0.7877 |
0.7933 |
| PP |
0.7834 |
0.7834 |
0.7834 |
0.7845 |
| S1 |
0.7790 |
0.7790 |
0.7855 |
0.7812 |
| S2 |
0.7714 |
0.7714 |
0.7844 |
|
| S3 |
0.7593 |
0.7669 |
0.7833 |
|
| S4 |
0.7473 |
0.7549 |
0.7800 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8282 |
0.8227 |
0.7950 |
|
| R3 |
0.8129 |
0.8074 |
0.7908 |
|
| R2 |
0.7976 |
0.7976 |
0.7894 |
|
| R1 |
0.7921 |
0.7921 |
0.7880 |
0.7949 |
| PP |
0.7823 |
0.7823 |
0.7823 |
0.7837 |
| S1 |
0.7768 |
0.7768 |
0.7852 |
0.7796 |
| S2 |
0.7670 |
0.7670 |
0.7838 |
|
| S3 |
0.7517 |
0.7615 |
0.7824 |
|
| S4 |
0.7364 |
0.7462 |
0.7782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7879 |
0.7719 |
0.0160 |
2.0% |
0.0067 |
0.9% |
92% |
True |
False |
111,813 |
| 10 |
0.7879 |
0.7584 |
0.0295 |
3.7% |
0.0063 |
0.8% |
96% |
True |
False |
96,569 |
| 20 |
0.7879 |
0.7566 |
0.0313 |
4.0% |
0.0070 |
0.9% |
96% |
True |
False |
106,314 |
| 40 |
0.7879 |
0.7529 |
0.0350 |
4.4% |
0.0072 |
0.9% |
96% |
True |
False |
102,305 |
| 60 |
0.7879 |
0.7272 |
0.0607 |
7.7% |
0.0069 |
0.9% |
98% |
True |
False |
83,757 |
| 80 |
0.7879 |
0.6996 |
0.0883 |
11.2% |
0.0070 |
0.9% |
99% |
True |
False |
62,854 |
| 100 |
0.7879 |
0.6996 |
0.0883 |
11.2% |
0.0067 |
0.9% |
99% |
True |
False |
50,288 |
| 120 |
0.7879 |
0.6996 |
0.0883 |
11.2% |
0.0067 |
0.9% |
99% |
True |
False |
41,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8391 |
|
2.618 |
0.8194 |
|
1.618 |
0.8073 |
|
1.000 |
0.7999 |
|
0.618 |
0.7953 |
|
HIGH |
0.7879 |
|
0.618 |
0.7832 |
|
0.500 |
0.7818 |
|
0.382 |
0.7804 |
|
LOW |
0.7758 |
|
0.618 |
0.7684 |
|
1.000 |
0.7638 |
|
1.618 |
0.7563 |
|
2.618 |
0.7443 |
|
4.250 |
0.7246 |
|
|
| Fisher Pivots for day following 19-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7850 |
0.7845 |
| PP |
0.7834 |
0.7823 |
| S1 |
0.7818 |
0.7802 |
|