CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7873 |
0.7916 |
0.0044 |
0.6% |
0.7763 |
| High |
0.7930 |
0.7936 |
0.0006 |
0.1% |
0.7879 |
| Low |
0.7856 |
0.7881 |
0.0025 |
0.3% |
0.7726 |
| Close |
0.7925 |
0.7912 |
-0.0013 |
-0.2% |
0.7866 |
| Range |
0.0074 |
0.0055 |
-0.0019 |
-25.9% |
0.0153 |
| ATR |
0.0070 |
0.0068 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
130,983 |
113,356 |
-17,627 |
-13.5% |
484,976 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8073 |
0.8047 |
0.7942 |
|
| R3 |
0.8019 |
0.7993 |
0.7927 |
|
| R2 |
0.7964 |
0.7964 |
0.7922 |
|
| R1 |
0.7938 |
0.7938 |
0.7917 |
0.7924 |
| PP |
0.7910 |
0.7910 |
0.7910 |
0.7902 |
| S1 |
0.7884 |
0.7884 |
0.7907 |
0.7869 |
| S2 |
0.7855 |
0.7855 |
0.7902 |
|
| S3 |
0.7801 |
0.7829 |
0.7897 |
|
| S4 |
0.7746 |
0.7775 |
0.7882 |
|
|
| 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 |
0.7936 |
0.7726 |
0.0210 |
2.7% |
0.0071 |
0.9% |
89% |
True |
False |
116,910 |
| 10 |
0.7936 |
0.7703 |
0.0233 |
2.9% |
0.0060 |
0.8% |
90% |
True |
False |
103,828 |
| 20 |
0.7936 |
0.7566 |
0.0370 |
4.7% |
0.0069 |
0.9% |
94% |
True |
False |
108,710 |
| 40 |
0.7936 |
0.7564 |
0.0372 |
4.7% |
0.0072 |
0.9% |
94% |
True |
False |
103,782 |
| 60 |
0.7936 |
0.7330 |
0.0606 |
7.7% |
0.0069 |
0.9% |
96% |
True |
False |
87,810 |
| 80 |
0.7936 |
0.6996 |
0.0940 |
11.9% |
0.0070 |
0.9% |
97% |
True |
False |
65,908 |
| 100 |
0.7936 |
0.6996 |
0.0940 |
11.9% |
0.0067 |
0.8% |
97% |
True |
False |
52,731 |
| 120 |
0.7936 |
0.6996 |
0.0940 |
11.9% |
0.0068 |
0.9% |
97% |
True |
False |
43,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8167 |
|
2.618 |
0.8078 |
|
1.618 |
0.8024 |
|
1.000 |
0.7990 |
|
0.618 |
0.7969 |
|
HIGH |
0.7936 |
|
0.618 |
0.7915 |
|
0.500 |
0.7908 |
|
0.382 |
0.7902 |
|
LOW |
0.7881 |
|
0.618 |
0.7847 |
|
1.000 |
0.7827 |
|
1.618 |
0.7793 |
|
2.618 |
0.7738 |
|
4.250 |
0.7649 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7911 |
0.7890 |
| PP |
0.7910 |
0.7869 |
| S1 |
0.7908 |
0.7847 |
|