CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7716 |
0.7734 |
0.0018 |
0.2% |
0.7718 |
| High |
0.7746 |
0.7794 |
0.0048 |
0.6% |
0.7839 |
| Low |
0.7669 |
0.7724 |
0.0055 |
0.7% |
0.7623 |
| Close |
0.7736 |
0.7788 |
0.0052 |
0.7% |
0.7690 |
| Range |
0.0077 |
0.0071 |
-0.0007 |
-8.4% |
0.0217 |
| ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
170,293 |
115,433 |
-54,860 |
-32.2% |
673,248 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7980 |
0.7954 |
0.7826 |
|
| R3 |
0.7909 |
0.7884 |
0.7807 |
|
| R2 |
0.7839 |
0.7839 |
0.7800 |
|
| R1 |
0.7813 |
0.7813 |
0.7794 |
0.7826 |
| PP |
0.7768 |
0.7768 |
0.7768 |
0.7775 |
| S1 |
0.7743 |
0.7743 |
0.7781 |
0.7756 |
| S2 |
0.7698 |
0.7698 |
0.7775 |
|
| S3 |
0.7627 |
0.7672 |
0.7768 |
|
| S4 |
0.7557 |
0.7602 |
0.7749 |
|
|
| 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 |
0.7794 |
0.7621 |
0.0173 |
2.2% |
0.0089 |
1.1% |
96% |
True |
False |
138,817 |
| 10 |
0.7885 |
0.7621 |
0.0264 |
3.4% |
0.0099 |
1.3% |
63% |
False |
False |
143,218 |
| 20 |
0.8008 |
0.7621 |
0.0387 |
5.0% |
0.0087 |
1.1% |
43% |
False |
False |
130,123 |
| 40 |
0.8008 |
0.7566 |
0.0443 |
5.7% |
0.0079 |
1.0% |
50% |
False |
False |
117,577 |
| 60 |
0.8008 |
0.7471 |
0.0537 |
6.9% |
0.0077 |
1.0% |
59% |
False |
False |
110,310 |
| 80 |
0.8008 |
0.7228 |
0.0780 |
10.0% |
0.0072 |
0.9% |
72% |
False |
False |
87,517 |
| 100 |
0.8008 |
0.6996 |
0.1012 |
13.0% |
0.0072 |
0.9% |
78% |
False |
False |
70,029 |
| 120 |
0.8008 |
0.6996 |
0.1012 |
13.0% |
0.0071 |
0.9% |
78% |
False |
False |
58,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8094 |
|
2.618 |
0.7979 |
|
1.618 |
0.7908 |
|
1.000 |
0.7865 |
|
0.618 |
0.7838 |
|
HIGH |
0.7794 |
|
0.618 |
0.7767 |
|
0.500 |
0.7759 |
|
0.382 |
0.7750 |
|
LOW |
0.7724 |
|
0.618 |
0.7680 |
|
1.000 |
0.7653 |
|
1.618 |
0.7609 |
|
2.618 |
0.7539 |
|
4.250 |
0.7424 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7778 |
0.7761 |
| PP |
0.7768 |
0.7734 |
| S1 |
0.7759 |
0.7708 |
|