CME Australian Dollar Future June 2021
Trading Metrics calculated at close of trading on 05-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.7781 |
0.7727 |
-0.0054 |
-0.7% |
0.7720 |
High |
0.7818 |
0.7730 |
-0.0088 |
-1.1% |
0.7841 |
Low |
0.7712 |
0.7626 |
-0.0086 |
-1.1% |
0.7626 |
Close |
0.7732 |
0.7694 |
-0.0039 |
-0.5% |
0.7694 |
Range |
0.0106 |
0.0104 |
-0.0002 |
-1.9% |
0.0215 |
ATR |
0.0085 |
0.0086 |
0.0002 |
1.8% |
0.0000 |
Volume |
6,680 |
6,464 |
-216 |
-3.2% |
24,351 |
|
Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7994 |
0.7947 |
0.7750 |
|
R3 |
0.7890 |
0.7844 |
0.7722 |
|
R2 |
0.7787 |
0.7787 |
0.7712 |
|
R1 |
0.7740 |
0.7740 |
0.7703 |
0.7712 |
PP |
0.7683 |
0.7683 |
0.7683 |
0.7669 |
S1 |
0.7637 |
0.7637 |
0.7684 |
0.7608 |
S2 |
0.7580 |
0.7580 |
0.7675 |
|
S3 |
0.7476 |
0.7533 |
0.7665 |
|
S4 |
0.7373 |
0.7430 |
0.7637 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8365 |
0.8244 |
0.7812 |
|
R3 |
0.8150 |
0.8029 |
0.7753 |
|
R2 |
0.7935 |
0.7935 |
0.7733 |
|
R1 |
0.7814 |
0.7814 |
0.7713 |
0.7767 |
PP |
0.7720 |
0.7720 |
0.7720 |
0.7697 |
S1 |
0.7599 |
0.7599 |
0.7674 |
0.7552 |
S2 |
0.7505 |
0.7505 |
0.7654 |
|
S3 |
0.7290 |
0.7384 |
0.7634 |
|
S4 |
0.7075 |
0.7169 |
0.7575 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7841 |
0.7626 |
0.0215 |
2.8% |
0.0090 |
1.2% |
31% |
False |
True |
4,870 |
10 |
0.8009 |
0.7626 |
0.0383 |
5.0% |
0.0099 |
1.3% |
18% |
False |
True |
3,489 |
20 |
0.8009 |
0.7589 |
0.0420 |
5.5% |
0.0080 |
1.0% |
25% |
False |
False |
1,926 |
40 |
0.8009 |
0.7570 |
0.0439 |
5.7% |
0.0078 |
1.0% |
28% |
False |
False |
1,033 |
60 |
0.8009 |
0.7413 |
0.0596 |
7.7% |
0.0074 |
1.0% |
47% |
False |
False |
715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8169 |
2.618 |
0.8000 |
1.618 |
0.7897 |
1.000 |
0.7833 |
0.618 |
0.7793 |
HIGH |
0.7730 |
0.618 |
0.7690 |
0.500 |
0.7678 |
0.382 |
0.7666 |
LOW |
0.7626 |
0.618 |
0.7562 |
1.000 |
0.7523 |
1.618 |
0.7459 |
2.618 |
0.7355 |
4.250 |
0.7186 |
|
|
Fisher Pivots for day following 05-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7688 |
0.7734 |
PP |
0.7683 |
0.7720 |
S1 |
0.7678 |
0.7707 |
|