CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 05-Jan-2021

Day Change Summary
	Previous	Current
	04-Jan-2021	05-Jan-2021	Change	Change %	Previous Week
Open	0.7703	0.7672	-0.0031	-0.4%	0.7607
High	0.7746	0.7783	0.0037	0.5%	0.7747
Low	0.7647	0.7665	0.0018	0.2%	0.7564
Close	0.7675	0.7777	0.0102	1.3%	0.7700
Range	0.0099	0.0118	0.0019	19.3%	0.0183
ATR	0.0068	0.0071	0.0004	5.2%	0.0000
Volume	122,748	130,064	7,316	6.0%	298,960

Daily Pivots for day following 05-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8094	0.8053	0.7841
R3	0.7976	0.7935	0.7809
R2	0.7859	0.7859	0.7798
R1	0.7818	0.7818	0.7787	0.7838
PP	0.7741	0.7741	0.7741	0.7752
S1	0.7700	0.7700	0.7766	0.7721
S2	0.7624	0.7624	0.7755
S3	0.7506	0.7583	0.7744
S4	0.7389	0.7465	0.7712

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	0.7783	0.7585	0.0198	2.5%	0.0080	1.0%	97%	True	False	96,906
10	0.7783	0.7471	0.0312	4.0%	0.0078	1.0%	98%	True	False	94,105
20	0.7783	0.7379	0.0404	5.2%	0.0070	0.9%	99%	True	False	84,688
40	0.7783	0.7228	0.0555	7.1%	0.0062	0.8%	99%	True	False	43,055
60	0.7783	0.6996	0.0787	10.1%	0.0066	0.8%	99%	True	False	28,722
80	0.7783	0.6996	0.0787	10.1%	0.0065	0.8%	99%	True	False	21,546

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8282
2.618	0.8090
1.618	0.7973
1.000	0.7900
0.618	0.7855
HIGH	0.7783
0.618	0.7738
0.500	0.7724
0.382	0.7710
LOW	0.7665
0.618	0.7592
1.000	0.7548
1.618	0.7475
2.618	0.7357
4.250	0.7166

Fisher Pivots for day following 05-Jan-2021
Pivot	1 day	3 day
R1	0.7759	0.7756
PP	0.7741	0.7735
S1	0.7724	0.7715

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols