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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 74 trading days
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

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

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