CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7773 |
0.7818 |
0.0045 |
0.6% |
0.7873 |
| High |
0.7838 |
0.7839 |
0.0001 |
0.0% |
0.8008 |
| Low |
0.7736 |
0.7771 |
0.0035 |
0.5% |
0.7692 |
| Close |
0.7829 |
0.7794 |
-0.0035 |
-0.4% |
0.7711 |
| Range |
0.0102 |
0.0068 |
-0.0034 |
-33.3% |
0.0316 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
118,247 |
107,150 |
-11,097 |
-9.4% |
767,639 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8005 |
0.7968 |
0.7831 |
|
| R3 |
0.7937 |
0.7900 |
0.7813 |
|
| R2 |
0.7869 |
0.7869 |
0.7806 |
|
| R1 |
0.7832 |
0.7832 |
0.7800 |
0.7817 |
| PP |
0.7801 |
0.7801 |
0.7801 |
0.7794 |
| S1 |
0.7764 |
0.7764 |
0.7788 |
0.7749 |
| S2 |
0.7733 |
0.7733 |
0.7782 |
|
| S3 |
0.7665 |
0.7696 |
0.7775 |
|
| S4 |
0.7597 |
0.7628 |
0.7757 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8752 |
0.8547 |
0.7884 |
|
| R3 |
0.8436 |
0.8231 |
0.7797 |
|
| R2 |
0.8120 |
0.8120 |
0.7768 |
|
| R1 |
0.7915 |
0.7915 |
0.7739 |
0.7859 |
| PP |
0.7804 |
0.7804 |
0.7804 |
0.7776 |
| S1 |
0.7599 |
0.7599 |
0.7682 |
0.7543 |
| S2 |
0.7488 |
0.7488 |
0.7653 |
|
| S3 |
0.7172 |
0.7283 |
0.7624 |
|
| S4 |
0.6856 |
0.6967 |
0.7537 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8008 |
0.7692 |
0.0316 |
4.1% |
0.0117 |
1.5% |
32% |
False |
False |
152,410 |
| 10 |
0.8008 |
0.7692 |
0.0316 |
4.1% |
0.0097 |
1.2% |
32% |
False |
False |
136,327 |
| 20 |
0.8008 |
0.7584 |
0.0424 |
5.4% |
0.0075 |
1.0% |
50% |
False |
False |
113,532 |
| 40 |
0.8008 |
0.7566 |
0.0443 |
5.7% |
0.0079 |
1.0% |
52% |
False |
False |
114,120 |
| 60 |
0.8008 |
0.7379 |
0.0630 |
8.1% |
0.0075 |
1.0% |
66% |
False |
False |
102,426 |
| 80 |
0.8008 |
0.7151 |
0.0857 |
11.0% |
0.0071 |
0.9% |
75% |
False |
False |
76,963 |
| 100 |
0.8008 |
0.6996 |
0.1012 |
13.0% |
0.0070 |
0.9% |
79% |
False |
False |
61,581 |
| 120 |
0.8008 |
0.6996 |
0.1012 |
13.0% |
0.0069 |
0.9% |
79% |
False |
False |
51,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8128 |
|
2.618 |
0.8017 |
|
1.618 |
0.7949 |
|
1.000 |
0.7907 |
|
0.618 |
0.7881 |
|
HIGH |
0.7839 |
|
0.618 |
0.7813 |
|
0.500 |
0.7805 |
|
0.382 |
0.7797 |
|
LOW |
0.7771 |
|
0.618 |
0.7729 |
|
1.000 |
0.7703 |
|
1.618 |
0.7661 |
|
2.618 |
0.7593 |
|
4.250 |
0.7482 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7805 |
0.7788 |
| PP |
0.7801 |
0.7782 |
| S1 |
0.7798 |
0.7776 |
|