CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 27-Jan-2021

Day Change Summary
	Previous	Current
	26-Jan-2021	27-Jan-2021	Change	Change %	Previous Week
Open	0.7716	0.7749	0.0033	0.4%	0.7706
High	0.7757	0.7767	0.0010	0.1%	0.7786
Low	0.7672	0.7646	-0.0026	-0.3%	0.7661
Close	0.7750	0.7666	-0.0084	-1.1%	0.7721
Range	0.0086	0.0121	0.0036	41.5%	0.0125
ATR	0.0074	0.0077	0.0003	4.6%	0.0000
Volume	96,719	156,828	60,109	62.1%	396,720

Daily Pivots for day following 27-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8056	0.7982	0.7733
R3	0.7935	0.7861	0.7699
R2	0.7814	0.7814	0.7688
R1	0.7740	0.7740	0.7677	0.7716
PP	0.7693	0.7693	0.7693	0.7681
S1	0.7619	0.7619	0.7655	0.7595
S2	0.7572	0.7572	0.7644
S3	0.7451	0.7498	0.7633
S4	0.7330	0.7377	0.7599

Weekly Pivots for week ending 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8096	0.8033	0.7789
R3	0.7972	0.7909	0.7755
R2	0.7847	0.7847	0.7744
R1	0.7784	0.7784	0.7732	0.7816
PP	0.7723	0.7723	0.7723	0.7738
S1	0.7660	0.7660	0.7710	0.7691
S2	0.7598	0.7598	0.7698
S3	0.7474	0.7535	0.7687
S4	0.7349	0.7411	0.7653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7786	0.7646	0.0140	1.8%	0.0076	1.0%	15%	False	True	106,448
10	0.7808	0.7646	0.0163	2.1%	0.0076	1.0%	13%	False	True	105,246
20	0.7825	0.7585	0.0240	3.1%	0.0080	1.0%	34%	False	False	105,678
40	0.7825	0.7345	0.0480	6.3%	0.0071	0.9%	67%	False	False	83,661
60	0.7825	0.6996	0.0829	10.8%	0.0071	0.9%	81%	False	False	55,863
80	0.7825	0.6996	0.0829	10.8%	0.0068	0.9%	81%	False	False	41,905
100	0.7825	0.6996	0.0829	10.8%	0.0068	0.9%	81%	False	False	33,528

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8281
2.618	0.8083
1.618	0.7962
1.000	0.7888
0.618	0.7841
HIGH	0.7767
0.618	0.7720
0.500	0.7706
0.382	0.7692
LOW	0.7646
0.618	0.7571
1.000	0.7525
1.618	0.7450
2.618	0.7329
4.250	0.7131

Fisher Pivots for day following 27-Jan-2021
Pivot	1 day	3 day
R1	0.7706	0.7706
PP	0.7693	0.7693
S1	0.7679	0.7679

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