CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7690 |
0.7703 |
0.0013 |
0.2% |
0.7607 |
| High |
0.7747 |
0.7746 |
-0.0001 |
0.0% |
0.7747 |
| Low |
0.7690 |
0.7647 |
-0.0043 |
-0.6% |
0.7564 |
| Close |
0.7700 |
0.7675 |
-0.0025 |
-0.3% |
0.7700 |
| Range |
0.0057 |
0.0099 |
0.0042 |
72.8% |
0.0183 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.6% |
0.0000 |
| Volume |
83,314 |
122,748 |
39,434 |
47.3% |
298,960 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7928 |
0.7729 |
|
| R3 |
0.7886 |
0.7830 |
0.7702 |
|
| R2 |
0.7788 |
0.7788 |
0.7693 |
|
| R1 |
0.7731 |
0.7731 |
0.7684 |
0.7710 |
| PP |
0.7689 |
0.7689 |
0.7689 |
0.7679 |
| S1 |
0.7633 |
0.7633 |
0.7666 |
0.7612 |
| S2 |
0.7591 |
0.7591 |
0.7657 |
|
| S3 |
0.7492 |
0.7534 |
0.7648 |
|
| S4 |
0.7394 |
0.7436 |
0.7621 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8219 |
0.8143 |
0.7801 |
|
| R3 |
0.8036 |
0.7960 |
0.7750 |
|
| R2 |
0.7853 |
0.7853 |
0.7734 |
|
| R1 |
0.7777 |
0.7777 |
0.7717 |
0.7815 |
| PP |
0.7670 |
0.7670 |
0.7670 |
0.7689 |
| S1 |
0.7594 |
0.7594 |
0.7683 |
0.7632 |
| S2 |
0.7487 |
0.7487 |
0.7666 |
|
| S3 |
0.7304 |
0.7411 |
0.7650 |
|
| S4 |
0.7121 |
0.7228 |
0.7599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7747 |
0.7564 |
0.0183 |
2.4% |
0.0070 |
0.9% |
61% |
False |
False |
84,341 |
| 10 |
0.7747 |
0.7471 |
0.0276 |
3.6% |
0.0071 |
0.9% |
74% |
False |
False |
89,566 |
| 20 |
0.7747 |
0.7379 |
0.0368 |
4.8% |
0.0066 |
0.9% |
81% |
False |
False |
79,039 |
| 40 |
0.7747 |
0.7151 |
0.0596 |
7.8% |
0.0063 |
0.8% |
88% |
False |
False |
39,807 |
| 60 |
0.7747 |
0.6996 |
0.0751 |
9.8% |
0.0065 |
0.8% |
90% |
False |
False |
26,554 |
| 80 |
0.7747 |
0.6996 |
0.0751 |
9.8% |
0.0065 |
0.8% |
90% |
False |
False |
19,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8164 |
|
2.618 |
0.8003 |
|
1.618 |
0.7905 |
|
1.000 |
0.7844 |
|
0.618 |
0.7806 |
|
HIGH |
0.7746 |
|
0.618 |
0.7708 |
|
0.500 |
0.7696 |
|
0.382 |
0.7685 |
|
LOW |
0.7647 |
|
0.618 |
0.7586 |
|
1.000 |
0.7549 |
|
1.618 |
0.7488 |
|
2.618 |
0.7389 |
|
4.250 |
0.7228 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7696 |
0.7679 |
| PP |
0.7689 |
0.7677 |
| S1 |
0.7682 |
0.7676 |
|