CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7727 |
0.7703 |
-0.0024 |
-0.3% |
0.7720 |
| High |
0.7730 |
0.7729 |
-0.0001 |
0.0% |
0.7841 |
| Low |
0.7626 |
0.7641 |
0.0015 |
0.2% |
0.7626 |
| Close |
0.7694 |
0.7667 |
-0.0027 |
-0.4% |
0.7694 |
| Range |
0.0104 |
0.0088 |
-0.0016 |
-15.0% |
0.0215 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.2% |
0.0000 |
| Volume |
6,464 |
15,510 |
9,046 |
139.9% |
24,351 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7943 |
0.7893 |
0.7715 |
|
| R3 |
0.7855 |
0.7805 |
0.7691 |
|
| R2 |
0.7767 |
0.7767 |
0.7683 |
|
| R1 |
0.7717 |
0.7717 |
0.7675 |
0.7698 |
| PP |
0.7679 |
0.7679 |
0.7679 |
0.7669 |
| S1 |
0.7629 |
0.7629 |
0.7658 |
0.7610 |
| S2 |
0.7591 |
0.7591 |
0.7650 |
|
| S3 |
0.7503 |
0.7541 |
0.7642 |
|
| S4 |
0.7415 |
0.7453 |
0.7618 |
|
|
| 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% |
0.0093 |
1.2% |
19% |
False |
False |
7,022 |
| 10 |
0.8009 |
0.7626 |
0.0383 |
5.0% |
0.0101 |
1.3% |
11% |
False |
False |
4,974 |
| 20 |
0.8009 |
0.7626 |
0.0383 |
5.0% |
0.0080 |
1.0% |
11% |
False |
False |
2,690 |
| 40 |
0.8009 |
0.7570 |
0.0439 |
5.7% |
0.0078 |
1.0% |
22% |
False |
False |
1,419 |
| 60 |
0.8009 |
0.7446 |
0.0563 |
7.3% |
0.0075 |
1.0% |
39% |
False |
False |
973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8103 |
|
2.618 |
0.7959 |
|
1.618 |
0.7871 |
|
1.000 |
0.7817 |
|
0.618 |
0.7783 |
|
HIGH |
0.7729 |
|
0.618 |
0.7695 |
|
0.500 |
0.7685 |
|
0.382 |
0.7674 |
|
LOW |
0.7641 |
|
0.618 |
0.7586 |
|
1.000 |
0.7553 |
|
1.618 |
0.7498 |
|
2.618 |
0.7410 |
|
4.250 |
0.7267 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7685 |
0.7722 |
| PP |
0.7679 |
0.7703 |
| S1 |
0.7673 |
0.7685 |
|