CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7703 |
0.7648 |
-0.0055 |
-0.7% |
0.7720 |
| High |
0.7729 |
0.7730 |
0.0001 |
0.0% |
0.7841 |
| Low |
0.7641 |
0.7626 |
-0.0015 |
-0.2% |
0.7626 |
| Close |
0.7667 |
0.7720 |
0.0054 |
0.7% |
0.7694 |
| Range |
0.0088 |
0.0104 |
0.0016 |
18.2% |
0.0215 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.5% |
0.0000 |
| Volume |
15,510 |
31,727 |
16,217 |
104.6% |
24,351 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8004 |
0.7966 |
0.7777 |
|
| R3 |
0.7900 |
0.7862 |
0.7749 |
|
| R2 |
0.7796 |
0.7796 |
0.7739 |
|
| R1 |
0.7758 |
0.7758 |
0.7730 |
0.7777 |
| PP |
0.7692 |
0.7692 |
0.7692 |
0.7701 |
| S1 |
0.7654 |
0.7654 |
0.7710 |
0.7673 |
| S2 |
0.7588 |
0.7588 |
0.7701 |
|
| S3 |
0.7484 |
0.7550 |
0.7691 |
|
| S4 |
0.7380 |
0.7446 |
0.7663 |
|
|
| 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 |
0.0216 |
2.8% |
0.0094 |
1.2% |
44% |
False |
True |
12,903 |
| 10 |
0.8009 |
0.7626 |
0.0383 |
5.0% |
0.0106 |
1.4% |
25% |
False |
True |
8,032 |
| 20 |
0.8009 |
0.7626 |
0.0383 |
5.0% |
0.0082 |
1.1% |
25% |
False |
True |
4,272 |
| 40 |
0.8009 |
0.7570 |
0.0439 |
5.7% |
0.0078 |
1.0% |
34% |
False |
False |
2,211 |
| 60 |
0.8009 |
0.7446 |
0.0563 |
7.3% |
0.0075 |
1.0% |
49% |
False |
False |
1,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8172 |
|
2.618 |
0.8002 |
|
1.618 |
0.7898 |
|
1.000 |
0.7834 |
|
0.618 |
0.7794 |
|
HIGH |
0.7730 |
|
0.618 |
0.7690 |
|
0.500 |
0.7678 |
|
0.382 |
0.7665 |
|
LOW |
0.7626 |
|
0.618 |
0.7561 |
|
1.000 |
0.7522 |
|
1.618 |
0.7457 |
|
2.618 |
0.7353 |
|
4.250 |
0.7184 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7706 |
0.7706 |
| PP |
0.7692 |
0.7692 |
| S1 |
0.7678 |
0.7678 |
|