CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 25-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7912 |
0.7965 |
0.0053 |
0.7% |
0.7763 |
| High |
0.7974 |
0.8008 |
0.0034 |
0.4% |
0.7879 |
| Low |
0.7896 |
0.7860 |
-0.0037 |
-0.5% |
0.7726 |
| Close |
0.7944 |
0.7904 |
-0.0040 |
-0.5% |
0.7866 |
| Range |
0.0078 |
0.0149 |
0.0071 |
90.4% |
0.0153 |
| ATR |
0.0069 |
0.0075 |
0.0006 |
8.2% |
0.0000 |
| Volume |
122,990 |
174,804 |
51,814 |
42.1% |
484,976 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8369 |
0.8285 |
0.7985 |
|
| R3 |
0.8221 |
0.8136 |
0.7944 |
|
| R2 |
0.8072 |
0.8072 |
0.7931 |
|
| R1 |
0.7988 |
0.7988 |
0.7917 |
0.7956 |
| PP |
0.7924 |
0.7924 |
0.7924 |
0.7908 |
| S1 |
0.7839 |
0.7839 |
0.7890 |
0.7807 |
| S2 |
0.7775 |
0.7775 |
0.7876 |
|
| S3 |
0.7627 |
0.7691 |
0.7863 |
|
| S4 |
0.7478 |
0.7542 |
0.7822 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8282 |
0.8227 |
0.7950 |
|
| R3 |
0.8129 |
0.8074 |
0.7908 |
|
| R2 |
0.7976 |
0.7976 |
0.7894 |
|
| R1 |
0.7921 |
0.7921 |
0.7880 |
0.7949 |
| PP |
0.7823 |
0.7823 |
0.7823 |
0.7837 |
| S1 |
0.7768 |
0.7768 |
0.7852 |
0.7796 |
| S2 |
0.7670 |
0.7670 |
0.7838 |
|
| S3 |
0.7517 |
0.7615 |
0.7824 |
|
| S4 |
0.7364 |
0.7462 |
0.7782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8008 |
0.7758 |
0.0250 |
3.2% |
0.0095 |
1.2% |
58% |
True |
False |
133,931 |
| 10 |
0.8008 |
0.7714 |
0.0295 |
3.7% |
0.0075 |
0.9% |
65% |
True |
False |
117,027 |
| 20 |
0.8008 |
0.7566 |
0.0443 |
5.6% |
0.0070 |
0.9% |
76% |
True |
False |
110,923 |
| 40 |
0.8008 |
0.7566 |
0.0443 |
5.6% |
0.0075 |
0.9% |
76% |
True |
False |
108,301 |
| 60 |
0.8008 |
0.7345 |
0.0663 |
8.4% |
0.0071 |
0.9% |
84% |
True |
False |
92,749 |
| 80 |
0.8008 |
0.6996 |
0.1012 |
12.8% |
0.0071 |
0.9% |
90% |
True |
False |
69,628 |
| 100 |
0.8008 |
0.6996 |
0.1012 |
12.8% |
0.0068 |
0.9% |
90% |
True |
False |
55,709 |
| 120 |
0.8008 |
0.6996 |
0.1012 |
12.8% |
0.0068 |
0.9% |
90% |
True |
False |
46,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8639 |
|
2.618 |
0.8397 |
|
1.618 |
0.8248 |
|
1.000 |
0.8157 |
|
0.618 |
0.8100 |
|
HIGH |
0.8008 |
|
0.618 |
0.7951 |
|
0.500 |
0.7934 |
|
0.382 |
0.7916 |
|
LOW |
0.7860 |
|
0.618 |
0.7768 |
|
1.000 |
0.7711 |
|
1.618 |
0.7619 |
|
2.618 |
0.7471 |
|
4.250 |
0.7228 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7934 |
0.7934 |
| PP |
0.7924 |
0.7924 |
| S1 |
0.7914 |
0.7914 |
|