CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7916 |
0.7912 |
-0.0004 |
-0.1% |
0.7763 |
| High |
0.7936 |
0.7974 |
0.0039 |
0.5% |
0.7879 |
| Low |
0.7881 |
0.7896 |
0.0015 |
0.2% |
0.7726 |
| Close |
0.7912 |
0.7944 |
0.0032 |
0.4% |
0.7866 |
| Range |
0.0055 |
0.0078 |
0.0024 |
43.1% |
0.0153 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.0% |
0.0000 |
| Volume |
113,356 |
122,990 |
9,634 |
8.5% |
484,976 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8172 |
0.8136 |
0.7986 |
|
| R3 |
0.8094 |
0.8058 |
0.7965 |
|
| R2 |
0.8016 |
0.8016 |
0.7958 |
|
| R1 |
0.7980 |
0.7980 |
0.7951 |
0.7998 |
| PP |
0.7938 |
0.7938 |
0.7938 |
0.7947 |
| S1 |
0.7902 |
0.7902 |
0.7936 |
0.7920 |
| S2 |
0.7860 |
0.7860 |
0.7929 |
|
| S3 |
0.7782 |
0.7824 |
0.7922 |
|
| S4 |
0.7704 |
0.7746 |
0.7901 |
|
|
| 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 |
0.7974 |
0.7732 |
0.0243 |
3.1% |
0.0077 |
1.0% |
87% |
True |
False |
120,244 |
| 10 |
0.7974 |
0.7714 |
0.0261 |
3.3% |
0.0064 |
0.8% |
88% |
True |
False |
108,438 |
| 20 |
0.7974 |
0.7566 |
0.0409 |
5.1% |
0.0069 |
0.9% |
93% |
True |
False |
110,024 |
| 40 |
0.7974 |
0.7564 |
0.0411 |
5.2% |
0.0073 |
0.9% |
93% |
True |
False |
105,611 |
| 60 |
0.7974 |
0.7345 |
0.0629 |
7.9% |
0.0069 |
0.9% |
95% |
True |
False |
89,850 |
| 80 |
0.7974 |
0.6996 |
0.0978 |
12.3% |
0.0070 |
0.9% |
97% |
True |
False |
67,443 |
| 100 |
0.7974 |
0.6996 |
0.0978 |
12.3% |
0.0067 |
0.8% |
97% |
True |
False |
53,961 |
| 120 |
0.7974 |
0.6996 |
0.0978 |
12.3% |
0.0068 |
0.9% |
97% |
True |
False |
44,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8306 |
|
2.618 |
0.8178 |
|
1.618 |
0.8100 |
|
1.000 |
0.8052 |
|
0.618 |
0.8022 |
|
HIGH |
0.7974 |
|
0.618 |
0.7944 |
|
0.500 |
0.7935 |
|
0.382 |
0.7926 |
|
LOW |
0.7896 |
|
0.618 |
0.7848 |
|
1.000 |
0.7818 |
|
1.618 |
0.7770 |
|
2.618 |
0.7692 |
|
4.250 |
0.7565 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7941 |
0.7934 |
| PP |
0.7938 |
0.7925 |
| S1 |
0.7935 |
0.7915 |
|