CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 03-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7629 |
0.7609 |
-0.0020 |
-0.3% |
0.7712 |
| High |
0.7664 |
0.7628 |
-0.0036 |
-0.5% |
0.7767 |
| Low |
0.7566 |
0.7603 |
0.0038 |
0.5% |
0.7594 |
| Close |
0.7593 |
0.7625 |
0.0032 |
0.4% |
0.7642 |
| Range |
0.0098 |
0.0025 |
-0.0073 |
-74.5% |
0.0173 |
| ATR |
0.0079 |
0.0075 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
117,066 |
89,876 |
-27,190 |
-23.2% |
665,734 |
|
| Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7694 |
0.7684 |
0.7638 |
|
| R3 |
0.7669 |
0.7659 |
0.7631 |
|
| R2 |
0.7644 |
0.7644 |
0.7629 |
|
| R1 |
0.7634 |
0.7634 |
0.7627 |
0.7639 |
| PP |
0.7619 |
0.7619 |
0.7619 |
0.7621 |
| S1 |
0.7609 |
0.7609 |
0.7622 |
0.7614 |
| S2 |
0.7594 |
0.7594 |
0.7620 |
|
| S3 |
0.7569 |
0.7584 |
0.7618 |
|
| S4 |
0.7544 |
0.7559 |
0.7611 |
|
|
| 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 |
0.7706 |
0.7566 |
0.0141 |
1.8% |
0.0072 |
0.9% |
42% |
False |
False |
124,989 |
| 10 |
0.7786 |
0.7566 |
0.0220 |
2.9% |
0.0074 |
1.0% |
27% |
False |
False |
115,718 |
| 20 |
0.7825 |
0.7566 |
0.0259 |
3.4% |
0.0078 |
1.0% |
23% |
False |
False |
112,699 |
| 40 |
0.7825 |
0.7379 |
0.0446 |
5.8% |
0.0074 |
1.0% |
55% |
False |
False |
98,694 |
| 60 |
0.7825 |
0.7228 |
0.0597 |
7.8% |
0.0067 |
0.9% |
66% |
False |
False |
66,270 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.9% |
0.0069 |
0.9% |
76% |
False |
False |
49,716 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.9% |
0.0068 |
0.9% |
76% |
False |
False |
39,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7734 |
|
2.618 |
0.7693 |
|
1.618 |
0.7668 |
|
1.000 |
0.7653 |
|
0.618 |
0.7643 |
|
HIGH |
0.7628 |
|
0.618 |
0.7618 |
|
0.500 |
0.7616 |
|
0.382 |
0.7613 |
|
LOW |
0.7603 |
|
0.618 |
0.7588 |
|
1.000 |
0.7578 |
|
1.618 |
0.7563 |
|
2.618 |
0.7538 |
|
4.250 |
0.7497 |
|
|
| Fisher Pivots for day following 03-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7622 |
0.7621 |
| PP |
0.7619 |
0.7618 |
| S1 |
0.7616 |
0.7615 |
|