CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7786 |
0.7760 |
-0.0026 |
-0.3% |
0.7697 |
| High |
0.7801 |
0.7776 |
-0.0026 |
-0.3% |
0.7801 |
| Low |
0.7725 |
0.7722 |
-0.0003 |
0.0% |
0.7621 |
| Close |
0.7758 |
0.7732 |
-0.0026 |
-0.3% |
0.7758 |
| Range |
0.0077 |
0.0054 |
-0.0023 |
-29.4% |
0.0180 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
18,628 |
1,135 |
-17,493 |
-93.9% |
552,058 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7905 |
0.7873 |
0.7762 |
|
| R3 |
0.7851 |
0.7819 |
0.7747 |
|
| R2 |
0.7797 |
0.7797 |
0.7742 |
|
| R1 |
0.7765 |
0.7765 |
0.7737 |
0.7754 |
| PP |
0.7743 |
0.7743 |
0.7743 |
0.7738 |
| S1 |
0.7711 |
0.7711 |
0.7727 |
0.7700 |
| S2 |
0.7689 |
0.7689 |
0.7722 |
|
| S3 |
0.7635 |
0.7657 |
0.7717 |
|
| S4 |
0.7581 |
0.7603 |
0.7702 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8267 |
0.8192 |
0.7857 |
|
| R3 |
0.8087 |
0.8012 |
0.7807 |
|
| R2 |
0.7907 |
0.7907 |
0.7791 |
|
| R1 |
0.7832 |
0.7832 |
0.7774 |
0.7869 |
| PP |
0.7727 |
0.7727 |
0.7727 |
0.7745 |
| S1 |
0.7652 |
0.7652 |
0.7741 |
0.7689 |
| S2 |
0.7547 |
0.7547 |
0.7725 |
|
| S3 |
0.7367 |
0.7472 |
0.7708 |
|
| S4 |
0.7187 |
0.7292 |
0.7659 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7801 |
0.7621 |
0.0180 |
2.3% |
0.0077 |
1.0% |
62% |
False |
False |
84,964 |
| 10 |
0.7839 |
0.7621 |
0.0218 |
2.8% |
0.0085 |
1.1% |
51% |
False |
False |
109,009 |
| 20 |
0.8008 |
0.7621 |
0.0387 |
5.0% |
0.0088 |
1.1% |
29% |
False |
False |
123,952 |
| 40 |
0.8008 |
0.7566 |
0.0443 |
5.7% |
0.0079 |
1.0% |
38% |
False |
False |
113,416 |
| 60 |
0.8008 |
0.7471 |
0.0537 |
6.9% |
0.0078 |
1.0% |
49% |
False |
False |
107,980 |
| 80 |
0.8008 |
0.7261 |
0.0747 |
9.7% |
0.0073 |
0.9% |
63% |
False |
False |
87,758 |
| 100 |
0.8008 |
0.6996 |
0.1012 |
13.1% |
0.0073 |
0.9% |
73% |
False |
False |
70,226 |
| 120 |
0.8008 |
0.6996 |
0.1012 |
13.1% |
0.0071 |
0.9% |
73% |
False |
False |
58,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8005 |
|
2.618 |
0.7917 |
|
1.618 |
0.7863 |
|
1.000 |
0.7830 |
|
0.618 |
0.7809 |
|
HIGH |
0.7776 |
|
0.618 |
0.7755 |
|
0.500 |
0.7749 |
|
0.382 |
0.7742 |
|
LOW |
0.7722 |
|
0.618 |
0.7688 |
|
1.000 |
0.7668 |
|
1.618 |
0.7634 |
|
2.618 |
0.7580 |
|
4.250 |
0.7492 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7749 |
0.7761 |
| PP |
0.7743 |
0.7752 |
| S1 |
0.7738 |
0.7742 |
|