CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 10-Feb-2021
Day Change Summary
Previous Current
09-Feb-2021 10-Feb-2021 Change Change % Previous Week
Open 0.7706 0.7736 0.0030 0.4% 0.7630
High 0.7742 0.7758 0.0016 0.2% 0.7682
Low 0.7703 0.7719 0.0017 0.2% 0.7566
Close 0.7739 0.7729 -0.0010 -0.1% 0.7670
Range 0.0039 0.0039 -0.0001 -1.3% 0.0117
ATR 0.0073 0.0070 -0.0002 -3.4% 0.0000
Volume 76,894 88,905 12,011 15.6% 492,051
Daily Pivots for day following 10-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7851 0.7828 0.7750
R3 0.7812 0.7790 0.7740
R2 0.7774 0.7774 0.7736
R1 0.7751 0.7751 0.7733 0.7743
PP 0.7735 0.7735 0.7735 0.7731
S1 0.7713 0.7713 0.7725 0.7705
S2 0.7697 0.7697 0.7722
S3 0.7658 0.7674 0.7718
S4 0.7620 0.7636 0.7708
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 0.7758 0.7584 0.0174 2.2% 0.0060 0.8% 84% True False 84,648
10 0.7758 0.7566 0.0192 2.5% 0.0066 0.9% 85% True False 104,818
20 0.7808 0.7566 0.0243 3.1% 0.0071 0.9% 67% False False 105,032
40 0.7825 0.7471 0.0354 4.6% 0.0073 0.9% 73% False False 100,404
60 0.7825 0.7228 0.0597 7.7% 0.0068 0.9% 84% False False 73,315
80 0.7825 0.6996 0.0829 10.7% 0.0069 0.9% 88% False False 55,005
100 0.7825 0.6996 0.0829 10.7% 0.0068 0.9% 88% False False 44,008
120 0.7825 0.6996 0.0829 10.7% 0.0066 0.9% 88% False False 36,676
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7921
2.618 0.7858
1.618 0.7820
1.000 0.7796
0.618 0.7781
HIGH 0.7758
0.618 0.7743
0.500 0.7738
0.382 0.7734
LOW 0.7719
0.618 0.7695
1.000 0.7681
1.618 0.7657
2.618 0.7618
4.250 0.7555
Fisher Pivots for day following 10-Feb-2021
Pivot 1 day 3 day
R1 0.7738 0.7721
PP 0.7735 0.7713
S1 0.7732 0.7705

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

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