CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 11-Feb-2021

Day Change Summary
	Previous	Current
	10-Feb-2021	11-Feb-2021	Change	Change %	Previous Week
Open	0.7736	0.7724	-0.0013	-0.2%	0.7630
High	0.7758	0.7773	0.0016	0.2%	0.7682
Low	0.7719	0.7714	-0.0006	-0.1%	0.7566
Close	0.7729	0.7750	0.0021	0.3%	0.7670
Range	0.0039	0.0060	0.0021	54.5%	0.0117
ATR	0.0070	0.0069	-0.0001	-1.1%	0.0000
Volume	88,905	69,080	-19,825	-22.3%	492,051

Daily Pivots for day following 11-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7924	0.7897	0.7783
R3	0.7865	0.7837	0.7766
R2	0.7805	0.7805	0.7761
R1	0.7778	0.7778	0.7755	0.7791
PP	0.7746	0.7746	0.7746	0.7752
S1	0.7718	0.7718	0.7745	0.7732
S2	0.7686	0.7686	0.7739
S3	0.7627	0.7659	0.7734
S4	0.7567	0.7599	0.7717

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	0.7773	0.7584	0.0189	2.4%	0.0060	0.8%	88%	True	False	81,325
10	0.7773	0.7566	0.0208	2.7%	0.0061	0.8%	89%	True	False	95,463
20	0.7808	0.7566	0.0243	3.1%	0.0071	0.9%	76%	False	False	103,980
40	0.7825	0.7471	0.0354	4.6%	0.0073	0.9%	79%	False	False	99,964
60	0.7825	0.7261	0.0564	7.3%	0.0068	0.9%	87%	False	False	74,461
80	0.7825	0.6996	0.0829	10.7%	0.0069	0.9%	91%	False	False	55,868
100	0.7825	0.6996	0.0829	10.7%	0.0068	0.9%	91%	False	False	44,698
120	0.7825	0.6996	0.0829	10.7%	0.0066	0.9%	91%	False	False	37,251

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8026
2.618	0.7929
1.618	0.7869
1.000	0.7833
0.618	0.7810
HIGH	0.7773
0.618	0.7750
0.500	0.7743
0.382	0.7736
LOW	0.7714
0.618	0.7677
1.000	0.7654
1.618	0.7617
2.618	0.7558
4.250	0.7461

Fisher Pivots for day following 11-Feb-2021
Pivot	1 day	3 day
R1	0.7748	0.7746
PP	0.7746	0.7742
S1	0.7743	0.7738

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols