CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7697 |
0.7645 |
-0.0052 |
-0.7% |
0.7718 |
| High |
0.7723 |
0.7726 |
0.0003 |
0.0% |
0.7839 |
| Low |
0.7637 |
0.7621 |
-0.0016 |
-0.2% |
0.7623 |
| Close |
0.7663 |
0.7717 |
0.0054 |
0.7% |
0.7690 |
| Range |
0.0087 |
0.0105 |
0.0019 |
21.4% |
0.0217 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.5% |
0.0000 |
| Volume |
128,369 |
119,335 |
-9,034 |
-7.0% |
673,248 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8003 |
0.7965 |
0.7774 |
|
| R3 |
0.7898 |
0.7860 |
0.7745 |
|
| R2 |
0.7793 |
0.7793 |
0.7736 |
|
| R1 |
0.7755 |
0.7755 |
0.7726 |
0.7774 |
| PP |
0.7688 |
0.7688 |
0.7688 |
0.7697 |
| S1 |
0.7650 |
0.7650 |
0.7707 |
0.7669 |
| S2 |
0.7583 |
0.7583 |
0.7697 |
|
| S3 |
0.7478 |
0.7545 |
0.7688 |
|
| S4 |
0.7373 |
0.7440 |
0.7659 |
|
|
| 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 |
0.7621 |
0.0218 |
2.8% |
0.0094 |
1.2% |
44% |
False |
True |
133,272 |
| 10 |
0.8008 |
0.7621 |
0.0387 |
5.0% |
0.0107 |
1.4% |
25% |
False |
True |
144,425 |
| 20 |
0.8008 |
0.7621 |
0.0387 |
5.0% |
0.0083 |
1.1% |
25% |
False |
True |
124,126 |
| 40 |
0.8008 |
0.7566 |
0.0443 |
5.7% |
0.0080 |
1.0% |
34% |
False |
False |
115,416 |
| 60 |
0.8008 |
0.7439 |
0.0569 |
7.4% |
0.0077 |
1.0% |
49% |
False |
False |
108,155 |
| 80 |
0.8008 |
0.7228 |
0.0780 |
10.1% |
0.0072 |
0.9% |
63% |
False |
False |
83,947 |
| 100 |
0.8008 |
0.6996 |
0.1012 |
13.1% |
0.0072 |
0.9% |
71% |
False |
False |
67,172 |
| 120 |
0.8008 |
0.6996 |
0.1012 |
13.1% |
0.0071 |
0.9% |
71% |
False |
False |
55,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8172 |
|
2.618 |
0.8001 |
|
1.618 |
0.7896 |
|
1.000 |
0.7831 |
|
0.618 |
0.7791 |
|
HIGH |
0.7726 |
|
0.618 |
0.7686 |
|
0.500 |
0.7674 |
|
0.382 |
0.7661 |
|
LOW |
0.7621 |
|
0.618 |
0.7556 |
|
1.000 |
0.7516 |
|
1.618 |
0.7451 |
|
2.618 |
0.7346 |
|
4.250 |
0.7175 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7702 |
0.7702 |
| PP |
0.7688 |
0.7688 |
| S1 |
0.7674 |
0.7674 |
|