CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7777 |
0.7722 |
-0.0055 |
-0.7% |
0.7718 |
| High |
0.7815 |
0.7727 |
-0.0088 |
-1.1% |
0.7839 |
| Low |
0.7709 |
0.7623 |
-0.0086 |
-1.1% |
0.7623 |
| Close |
0.7729 |
0.7690 |
-0.0039 |
-0.5% |
0.7690 |
| Range |
0.0107 |
0.0105 |
-0.0002 |
-1.9% |
0.0217 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.7% |
0.0000 |
| Volume |
150,852 |
160,656 |
9,804 |
6.5% |
673,248 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7993 |
0.7946 |
0.7747 |
|
| R3 |
0.7889 |
0.7841 |
0.7718 |
|
| R2 |
0.7784 |
0.7784 |
0.7709 |
|
| R1 |
0.7737 |
0.7737 |
0.7699 |
0.7708 |
| PP |
0.7680 |
0.7680 |
0.7680 |
0.7665 |
| S1 |
0.7632 |
0.7632 |
0.7680 |
0.7604 |
| S2 |
0.7575 |
0.7575 |
0.7670 |
|
| S3 |
0.7471 |
0.7528 |
0.7661 |
|
| S4 |
0.7366 |
0.7423 |
0.7632 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8367 |
0.8245 |
0.7809 |
|
| R3 |
0.8150 |
0.8028 |
0.7749 |
|
| R2 |
0.7934 |
0.7934 |
0.7729 |
|
| R1 |
0.7812 |
0.7812 |
0.7709 |
0.7764 |
| PP |
0.7717 |
0.7717 |
0.7717 |
0.7693 |
| S1 |
0.7595 |
0.7595 |
0.7670 |
0.7548 |
| S2 |
0.7501 |
0.7501 |
0.7650 |
|
| S3 |
0.7284 |
0.7379 |
0.7630 |
|
| S4 |
0.7068 |
0.7162 |
0.7570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7839 |
0.7623 |
0.0217 |
2.8% |
0.0091 |
1.2% |
31% |
False |
True |
134,649 |
| 10 |
0.8008 |
0.7623 |
0.0386 |
5.0% |
0.0100 |
1.3% |
17% |
False |
True |
144,088 |
| 20 |
0.8008 |
0.7584 |
0.0424 |
5.5% |
0.0082 |
1.1% |
25% |
False |
False |
120,329 |
| 40 |
0.8008 |
0.7566 |
0.0443 |
5.8% |
0.0079 |
1.0% |
28% |
False |
False |
114,866 |
| 60 |
0.8008 |
0.7408 |
0.0601 |
7.8% |
0.0076 |
1.0% |
47% |
False |
False |
107,069 |
| 80 |
0.8008 |
0.7228 |
0.0780 |
10.1% |
0.0071 |
0.9% |
59% |
False |
False |
80,853 |
| 100 |
0.8008 |
0.6996 |
0.1012 |
13.2% |
0.0071 |
0.9% |
69% |
False |
False |
64,695 |
| 120 |
0.8008 |
0.6996 |
0.1012 |
13.2% |
0.0070 |
0.9% |
69% |
False |
False |
53,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8171 |
|
2.618 |
0.8001 |
|
1.618 |
0.7896 |
|
1.000 |
0.7832 |
|
0.618 |
0.7792 |
|
HIGH |
0.7727 |
|
0.618 |
0.7687 |
|
0.500 |
0.7675 |
|
0.382 |
0.7662 |
|
LOW |
0.7623 |
|
0.618 |
0.7558 |
|
1.000 |
0.7518 |
|
1.618 |
0.7453 |
|
2.618 |
0.7349 |
|
4.250 |
0.7178 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7685 |
0.7731 |
| PP |
0.7680 |
0.7717 |
| S1 |
0.7675 |
0.7703 |
|