CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 01-Feb-2021
Day Change Summary
Previous Current
29-Jan-2021 01-Feb-2021 Change Change % Previous Week
Open 0.7678 0.7630 -0.0048 -0.6% 0.7712
High 0.7706 0.7665 -0.0042 -0.5% 0.7767
Low 0.7633 0.7608 -0.0026 -0.3% 0.7594
Close 0.7642 0.7645 0.0003 0.0% 0.7642
Range 0.0073 0.0057 -0.0016 -21.9% 0.0173
ATR 0.0079 0.0077 -0.0002 -2.0% 0.0000
Volume 147,726 107,642 -40,084 -27.1% 665,734
Daily Pivots for day following 01-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7810 0.7784 0.7676
R3 0.7753 0.7727 0.7660
R2 0.7696 0.7696 0.7655
R1 0.7670 0.7670 0.7650 0.7683
PP 0.7639 0.7639 0.7639 0.7645
S1 0.7613 0.7613 0.7639 0.7626
S2 0.7582 0.7582 0.7634
S3 0.7525 0.7556 0.7629
S4 0.7468 0.7499 0.7613
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8186 0.8087 0.7737
R3 0.8013 0.7914 0.7689
R2 0.7840 0.7840 0.7673
R1 0.7741 0.7741 0.7657 0.7704
PP 0.7667 0.7667 0.7667 0.7649
S1 0.7568 0.7568 0.7626 0.7531
S2 0.7494 0.7494 0.7610
S3 0.7321 0.7395 0.7594
S4 0.7148 0.7222 0.7546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7767 0.7594 0.0173 2.3% 0.0089 1.2% 29% False False 134,310
10 0.7786 0.7594 0.0192 2.5% 0.0075 1.0% 27% False False 117,009
20 0.7825 0.7594 0.0231 3.0% 0.0082 1.1% 22% False False 114,992
40 0.7825 0.7379 0.0446 5.8% 0.0073 1.0% 60% False False 94,006
60 0.7825 0.7056 0.0769 10.1% 0.0071 0.9% 77% False False 62,825
80 0.7825 0.6996 0.0829 10.8% 0.0068 0.9% 78% False False 47,130
100 0.7825 0.6996 0.0829 10.8% 0.0068 0.9% 78% False False 37,708
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0021
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7907
2.618 0.7814
1.618 0.7757
1.000 0.7722
0.618 0.7700
HIGH 0.7665
0.618 0.7643
0.500 0.7636
0.382 0.7629
LOW 0.7608
0.618 0.7572
1.000 0.7551
1.618 0.7515
2.618 0.7458
4.250 0.7365
Fisher Pivots for day following 01-Feb-2021
Pivot 1 day 3 day
R1 0.7642 0.7650
PP 0.7639 0.7648
S1 0.7636 0.7646

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

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