CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 04-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7609 |
0.7623 |
0.0014 |
0.2% |
0.7712 |
| High |
0.7628 |
0.7650 |
0.0022 |
0.3% |
0.7767 |
| Low |
0.7603 |
0.7590 |
-0.0013 |
-0.2% |
0.7594 |
| Close |
0.7625 |
0.7604 |
-0.0021 |
-0.3% |
0.7642 |
| Range |
0.0025 |
0.0060 |
0.0035 |
138.0% |
0.0173 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
89,876 |
85,694 |
-4,182 |
-4.7% |
665,734 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7793 |
0.7758 |
0.7636 |
|
| R3 |
0.7733 |
0.7698 |
0.7620 |
|
| R2 |
0.7674 |
0.7674 |
0.7614 |
|
| R1 |
0.7639 |
0.7639 |
0.7609 |
0.7627 |
| PP |
0.7614 |
0.7614 |
0.7614 |
0.7608 |
| S1 |
0.7579 |
0.7579 |
0.7598 |
0.7567 |
| S2 |
0.7555 |
0.7555 |
0.7593 |
|
| S3 |
0.7495 |
0.7520 |
0.7587 |
|
| S4 |
0.7436 |
0.7460 |
0.7571 |
|
|
| 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% |
0.0063 |
0.8% |
27% |
False |
False |
109,600 |
| 10 |
0.7773 |
0.7566 |
0.0207 |
2.7% |
0.0076 |
1.0% |
18% |
False |
False |
116,058 |
| 20 |
0.7822 |
0.7566 |
0.0256 |
3.4% |
0.0076 |
1.0% |
15% |
False |
False |
109,403 |
| 40 |
0.7825 |
0.7408 |
0.0417 |
5.5% |
0.0073 |
1.0% |
47% |
False |
False |
100,439 |
| 60 |
0.7825 |
0.7228 |
0.0597 |
7.8% |
0.0068 |
0.9% |
63% |
False |
False |
67,695 |
| 80 |
0.7825 |
0.6996 |
0.0829 |
10.9% |
0.0069 |
0.9% |
73% |
False |
False |
50,787 |
| 100 |
0.7825 |
0.6996 |
0.0829 |
10.9% |
0.0068 |
0.9% |
73% |
False |
False |
40,634 |
| 120 |
0.7825 |
0.6996 |
0.0829 |
10.9% |
0.0066 |
0.9% |
73% |
False |
False |
33,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7902 |
|
2.618 |
0.7805 |
|
1.618 |
0.7746 |
|
1.000 |
0.7709 |
|
0.618 |
0.7686 |
|
HIGH |
0.7650 |
|
0.618 |
0.7627 |
|
0.500 |
0.7620 |
|
0.382 |
0.7613 |
|
LOW |
0.7590 |
|
0.618 |
0.7553 |
|
1.000 |
0.7531 |
|
1.618 |
0.7494 |
|
2.618 |
0.7434 |
|
4.250 |
0.7337 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7620 |
0.7615 |
| PP |
0.7614 |
0.7611 |
| S1 |
0.7609 |
0.7607 |
|