CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7722 |
0.7697 |
-0.0026 |
-0.3% |
0.7718 |
| High |
0.7727 |
0.7723 |
-0.0004 |
-0.1% |
0.7839 |
| Low |
0.7623 |
0.7637 |
0.0014 |
0.2% |
0.7623 |
| Close |
0.7690 |
0.7663 |
-0.0027 |
-0.4% |
0.7690 |
| Range |
0.0105 |
0.0087 |
-0.0018 |
-17.2% |
0.0217 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
160,656 |
128,369 |
-32,287 |
-20.1% |
673,248 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7934 |
0.7885 |
0.7710 |
|
| R3 |
0.7847 |
0.7798 |
0.7686 |
|
| R2 |
0.7761 |
0.7761 |
0.7678 |
|
| R1 |
0.7712 |
0.7712 |
0.7670 |
0.7693 |
| PP |
0.7674 |
0.7674 |
0.7674 |
0.7665 |
| S1 |
0.7625 |
0.7625 |
0.7655 |
0.7606 |
| S2 |
0.7588 |
0.7588 |
0.7647 |
|
| S3 |
0.7501 |
0.7539 |
0.7639 |
|
| S4 |
0.7415 |
0.7452 |
0.7615 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8367 |
0.8245 |
0.7809 |
|
| R3 |
0.8150 |
0.8028 |
0.7749 |
|
| R2 |
0.7934 |
0.7934 |
0.7729 |
|
| R1 |
0.7812 |
0.7812 |
0.7709 |
0.7764 |
| PP |
0.7717 |
0.7717 |
0.7717 |
0.7693 |
| S1 |
0.7595 |
0.7595 |
0.7670 |
0.7548 |
| S2 |
0.7501 |
0.7501 |
0.7650 |
|
| S3 |
0.7284 |
0.7379 |
0.7630 |
|
| S4 |
0.7068 |
0.7162 |
0.7570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7839 |
0.7623 |
0.0217 |
2.8% |
0.0094 |
1.2% |
18% |
False |
False |
133,054 |
| 10 |
0.8008 |
0.7623 |
0.0386 |
5.0% |
0.0102 |
1.3% |
10% |
False |
False |
143,827 |
| 20 |
0.8008 |
0.7623 |
0.0386 |
5.0% |
0.0081 |
1.1% |
10% |
False |
False |
122,158 |
| 40 |
0.8008 |
0.7566 |
0.0443 |
5.8% |
0.0079 |
1.0% |
22% |
False |
False |
115,593 |
| 60 |
0.8008 |
0.7414 |
0.0594 |
7.8% |
0.0077 |
1.0% |
42% |
False |
False |
108,223 |
| 80 |
0.8008 |
0.7228 |
0.0780 |
10.2% |
0.0071 |
0.9% |
56% |
False |
False |
82,456 |
| 100 |
0.8008 |
0.6996 |
0.1012 |
13.2% |
0.0072 |
0.9% |
66% |
False |
False |
65,979 |
| 120 |
0.8008 |
0.6996 |
0.1012 |
13.2% |
0.0071 |
0.9% |
66% |
False |
False |
54,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8091 |
|
2.618 |
0.7949 |
|
1.618 |
0.7863 |
|
1.000 |
0.7810 |
|
0.618 |
0.7776 |
|
HIGH |
0.7723 |
|
0.618 |
0.7690 |
|
0.500 |
0.7680 |
|
0.382 |
0.7670 |
|
LOW |
0.7637 |
|
0.618 |
0.7583 |
|
1.000 |
0.7550 |
|
1.618 |
0.7497 |
|
2.618 |
0.7410 |
|
4.250 |
0.7269 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7680 |
0.7719 |
| PP |
0.7674 |
0.7700 |
| S1 |
0.7668 |
0.7681 |
|