CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7769 |
0.7873 |
0.0104 |
1.3% |
0.7763 |
| High |
0.7879 |
0.7930 |
0.0051 |
0.6% |
0.7879 |
| Low |
0.7758 |
0.7856 |
0.0098 |
1.3% |
0.7726 |
| Close |
0.7866 |
0.7925 |
0.0059 |
0.7% |
0.7866 |
| Range |
0.0121 |
0.0074 |
-0.0047 |
-39.0% |
0.0153 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.4% |
0.0000 |
| Volume |
127,526 |
130,983 |
3,457 |
2.7% |
484,976 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8124 |
0.8098 |
0.7965 |
|
| R3 |
0.8050 |
0.8024 |
0.7945 |
|
| R2 |
0.7977 |
0.7977 |
0.7938 |
|
| R1 |
0.7951 |
0.7951 |
0.7931 |
0.7964 |
| PP |
0.7903 |
0.7903 |
0.7903 |
0.7910 |
| S1 |
0.7877 |
0.7877 |
0.7918 |
0.7890 |
| S2 |
0.7830 |
0.7830 |
0.7911 |
|
| S3 |
0.7756 |
0.7804 |
0.7904 |
|
| S4 |
0.7683 |
0.7730 |
0.7884 |
|
|
| 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 |
0.7930 |
0.7726 |
0.0204 |
2.6% |
0.0072 |
0.9% |
98% |
True |
False |
123,191 |
| 10 |
0.7930 |
0.7653 |
0.0277 |
3.5% |
0.0061 |
0.8% |
98% |
True |
False |
100,490 |
| 20 |
0.7930 |
0.7566 |
0.0364 |
4.6% |
0.0070 |
0.9% |
99% |
True |
False |
108,134 |
| 40 |
0.7930 |
0.7534 |
0.0396 |
5.0% |
0.0072 |
0.9% |
99% |
True |
False |
103,103 |
| 60 |
0.7930 |
0.7292 |
0.0638 |
8.0% |
0.0069 |
0.9% |
99% |
True |
False |
85,933 |
| 80 |
0.7930 |
0.6996 |
0.0934 |
11.8% |
0.0070 |
0.9% |
99% |
True |
False |
64,491 |
| 100 |
0.7930 |
0.6996 |
0.0934 |
11.8% |
0.0067 |
0.8% |
99% |
True |
False |
51,598 |
| 120 |
0.7930 |
0.6996 |
0.0934 |
11.8% |
0.0068 |
0.9% |
99% |
True |
False |
43,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8242 |
|
2.618 |
0.8122 |
|
1.618 |
0.8048 |
|
1.000 |
0.8003 |
|
0.618 |
0.7975 |
|
HIGH |
0.7930 |
|
0.618 |
0.7901 |
|
0.500 |
0.7893 |
|
0.382 |
0.7884 |
|
LOW |
0.7856 |
|
0.618 |
0.7811 |
|
1.000 |
0.7783 |
|
1.618 |
0.7737 |
|
2.618 |
0.7664 |
|
4.250 |
0.7544 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7914 |
0.7893 |
| PP |
0.7903 |
0.7862 |
| S1 |
0.7893 |
0.7831 |
|