CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7818 |
0.7777 |
-0.0041 |
-0.5% |
0.7873 |
| High |
0.7839 |
0.7815 |
-0.0024 |
-0.3% |
0.8008 |
| Low |
0.7771 |
0.7709 |
-0.0063 |
-0.8% |
0.7692 |
| Close |
0.7794 |
0.7729 |
-0.0066 |
-0.8% |
0.7711 |
| Range |
0.0068 |
0.0107 |
0.0039 |
56.6% |
0.0316 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
1.9% |
0.0000 |
| Volume |
107,150 |
150,852 |
43,702 |
40.8% |
767,639 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8070 |
0.8006 |
0.7787 |
|
| R3 |
0.7964 |
0.7899 |
0.7758 |
|
| R2 |
0.7857 |
0.7857 |
0.7748 |
|
| R1 |
0.7793 |
0.7793 |
0.7738 |
0.7772 |
| PP |
0.7751 |
0.7751 |
0.7751 |
0.7740 |
| S1 |
0.7686 |
0.7686 |
0.7719 |
0.7665 |
| S2 |
0.7644 |
0.7644 |
0.7709 |
|
| S3 |
0.7538 |
0.7580 |
0.7699 |
|
| S4 |
0.7431 |
0.7473 |
0.7670 |
|
|
| 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 |
0.7885 |
0.7692 |
0.0193 |
2.5% |
0.0109 |
1.4% |
19% |
False |
False |
147,619 |
| 10 |
0.8008 |
0.7692 |
0.0316 |
4.1% |
0.0102 |
1.3% |
12% |
False |
False |
140,775 |
| 20 |
0.8008 |
0.7584 |
0.0424 |
5.5% |
0.0080 |
1.0% |
34% |
False |
False |
116,580 |
| 40 |
0.8008 |
0.7566 |
0.0443 |
5.7% |
0.0079 |
1.0% |
37% |
False |
False |
114,640 |
| 60 |
0.8008 |
0.7379 |
0.0630 |
8.1% |
0.0076 |
1.0% |
56% |
False |
False |
104,656 |
| 80 |
0.8008 |
0.7228 |
0.0780 |
10.1% |
0.0070 |
0.9% |
64% |
False |
False |
78,847 |
| 100 |
0.8008 |
0.6996 |
0.1012 |
13.1% |
0.0071 |
0.9% |
72% |
False |
False |
63,089 |
| 120 |
0.8008 |
0.6996 |
0.1012 |
13.1% |
0.0070 |
0.9% |
72% |
False |
False |
52,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8268 |
|
2.618 |
0.8094 |
|
1.618 |
0.7987 |
|
1.000 |
0.7922 |
|
0.618 |
0.7881 |
|
HIGH |
0.7815 |
|
0.618 |
0.7774 |
|
0.500 |
0.7762 |
|
0.382 |
0.7749 |
|
LOW |
0.7709 |
|
0.618 |
0.7643 |
|
1.000 |
0.7602 |
|
1.618 |
0.7536 |
|
2.618 |
0.7430 |
|
4.250 |
0.7256 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7762 |
0.7774 |
| PP |
0.7751 |
0.7759 |
| S1 |
0.7740 |
0.7744 |
|