CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 08-Feb-2021
Day Change Summary
Previous Current
05-Feb-2021 08-Feb-2021 Change Change % Previous Week
Open 0.7602 0.7673 0.0071 0.9% 0.7630
High 0.7682 0.7716 0.0034 0.4% 0.7682
Low 0.7584 0.7653 0.0069 0.9% 0.7566
Close 0.7670 0.7705 0.0036 0.5% 0.7670
Range 0.0098 0.0064 -0.0035 -35.2% 0.0117
ATR 0.0076 0.0075 -0.0001 -1.2% 0.0000
Volume 91,773 79,976 -11,797 -12.9% 492,051
Daily Pivots for day following 08-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7882 0.7857 0.7740
R3 0.7818 0.7793 0.7722
R2 0.7755 0.7755 0.7717
R1 0.7730 0.7730 0.7711 0.7742
PP 0.7691 0.7691 0.7691 0.7697
S1 0.7666 0.7666 0.7699 0.7679
S2 0.7628 0.7628 0.7693
S3 0.7564 0.7603 0.7688
S4 0.7501 0.7539 0.7670
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7989 0.7946 0.7734
R3 0.7872 0.7829 0.7702
R2 0.7756 0.7756 0.7691
R1 0.7713 0.7713 0.7680 0.7734
PP 0.7639 0.7639 0.7639 0.7650
S1 0.7596 0.7596 0.7659 0.7618
S2 0.7523 0.7523 0.7648
S3 0.7406 0.7480 0.7637
S4 0.7290 0.7363 0.7605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7716 0.7566 0.0151 2.0% 0.0069 0.9% 93% True False 92,877
10 0.7767 0.7566 0.0201 2.6% 0.0079 1.0% 69% False False 113,593
20 0.7808 0.7566 0.0243 3.1% 0.0076 1.0% 58% False False 106,706
40 0.7825 0.7439 0.0386 5.0% 0.0075 1.0% 69% False False 100,170
60 0.7825 0.7228 0.0597 7.7% 0.0068 0.9% 80% False False 70,554
80 0.7825 0.6996 0.0829 10.8% 0.0069 0.9% 86% False False 52,934
100 0.7825 0.6996 0.0829 10.8% 0.0068 0.9% 86% False False 42,351
120 0.7825 0.6996 0.0829 10.8% 0.0067 0.9% 86% False False 35,294
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7986
2.618 0.7882
1.618 0.7819
1.000 0.7780
0.618 0.7755
HIGH 0.7716
0.618 0.7692
0.500 0.7684
0.382 0.7677
LOW 0.7653
0.618 0.7613
1.000 0.7589
1.618 0.7550
2.618 0.7486
4.250 0.7383
Fisher Pivots for day following 08-Feb-2021
Pivot 1 day 3 day
R1 0.7698 0.7687
PP 0.7691 0.7668
S1 0.7684 0.7650

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

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