CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7645 |
0.7716 |
0.0072 |
0.9% |
0.7718 |
| High |
0.7726 |
0.7746 |
0.0020 |
0.3% |
0.7839 |
| Low |
0.7621 |
0.7669 |
0.0048 |
0.6% |
0.7623 |
| Close |
0.7717 |
0.7736 |
0.0019 |
0.2% |
0.7690 |
| Range |
0.0105 |
0.0077 |
-0.0028 |
-26.7% |
0.0217 |
| ATR |
0.0088 |
0.0088 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
119,335 |
170,293 |
50,958 |
42.7% |
673,248 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7948 |
0.7919 |
0.7778 |
|
| R3 |
0.7871 |
0.7842 |
0.7757 |
|
| R2 |
0.7794 |
0.7794 |
0.7750 |
|
| R1 |
0.7765 |
0.7765 |
0.7743 |
0.7779 |
| PP |
0.7717 |
0.7717 |
0.7717 |
0.7724 |
| S1 |
0.7688 |
0.7688 |
0.7728 |
0.7702 |
| S2 |
0.7640 |
0.7640 |
0.7721 |
|
| S3 |
0.7563 |
0.7611 |
0.7714 |
|
| S4 |
0.7486 |
0.7534 |
0.7693 |
|
|
| 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 |
0.7815 |
0.7621 |
0.0194 |
2.5% |
0.0096 |
1.2% |
59% |
False |
False |
145,901 |
| 10 |
0.8008 |
0.7621 |
0.0387 |
5.0% |
0.0106 |
1.4% |
30% |
False |
False |
149,155 |
| 20 |
0.8008 |
0.7621 |
0.0387 |
5.0% |
0.0085 |
1.1% |
30% |
False |
False |
128,796 |
| 40 |
0.8008 |
0.7566 |
0.0443 |
5.7% |
0.0079 |
1.0% |
38% |
False |
False |
117,030 |
| 60 |
0.8008 |
0.7471 |
0.0537 |
6.9% |
0.0077 |
1.0% |
49% |
False |
False |
110,014 |
| 80 |
0.8008 |
0.7228 |
0.0780 |
10.1% |
0.0072 |
0.9% |
65% |
False |
False |
86,075 |
| 100 |
0.8008 |
0.6996 |
0.1012 |
13.1% |
0.0073 |
0.9% |
73% |
False |
False |
68,875 |
| 120 |
0.8008 |
0.6996 |
0.1012 |
13.1% |
0.0071 |
0.9% |
73% |
False |
False |
57,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8073 |
|
2.618 |
0.7948 |
|
1.618 |
0.7871 |
|
1.000 |
0.7823 |
|
0.618 |
0.7794 |
|
HIGH |
0.7746 |
|
0.618 |
0.7717 |
|
0.500 |
0.7708 |
|
0.382 |
0.7698 |
|
LOW |
0.7669 |
|
0.618 |
0.7621 |
|
1.000 |
0.7592 |
|
1.618 |
0.7544 |
|
2.618 |
0.7467 |
|
4.250 |
0.7342 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7726 |
0.7718 |
| PP |
0.7717 |
0.7701 |
| S1 |
0.7708 |
0.7684 |
|