CME Australian Dollar Future June 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 |
0.7720 |
0.7736 |
0.0016 |
0.2% |
0.7720 |
| High |
0.7749 |
0.7797 |
0.0049 |
0.6% |
0.7841 |
| Low |
0.7673 |
0.7727 |
0.0054 |
0.7% |
0.7626 |
| Close |
0.7739 |
0.7790 |
0.0052 |
0.7% |
0.7694 |
| Range |
0.0076 |
0.0071 |
-0.0006 |
-7.2% |
0.0215 |
| ATR |
0.0087 |
0.0085 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
87,890 |
76,024 |
-11,866 |
-13.5% |
24,351 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7983 |
0.7957 |
0.7829 |
|
| R3 |
0.7912 |
0.7886 |
0.7809 |
|
| R2 |
0.7842 |
0.7842 |
0.7803 |
|
| R1 |
0.7816 |
0.7816 |
0.7796 |
0.7829 |
| PP |
0.7771 |
0.7771 |
0.7771 |
0.7778 |
| S1 |
0.7745 |
0.7745 |
0.7784 |
0.7758 |
| S2 |
0.7701 |
0.7701 |
0.7777 |
|
| S3 |
0.7630 |
0.7675 |
0.7771 |
|
| S4 |
0.7560 |
0.7604 |
0.7751 |
|
|
| 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 |
0.7797 |
0.7626 |
0.0172 |
2.2% |
0.0088 |
1.1% |
96% |
True |
False |
43,523 |
| 10 |
0.7885 |
0.7626 |
0.0260 |
3.3% |
0.0098 |
1.3% |
63% |
False |
False |
23,928 |
| 20 |
0.8009 |
0.7626 |
0.0383 |
4.9% |
0.0086 |
1.1% |
43% |
False |
False |
12,453 |
| 40 |
0.8009 |
0.7570 |
0.0439 |
5.6% |
0.0078 |
1.0% |
50% |
False |
False |
6,304 |
| 60 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0075 |
1.0% |
59% |
False |
False |
4,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8097 |
|
2.618 |
0.7982 |
|
1.618 |
0.7911 |
|
1.000 |
0.7868 |
|
0.618 |
0.7841 |
|
HIGH |
0.7797 |
|
0.618 |
0.7770 |
|
0.500 |
0.7762 |
|
0.382 |
0.7753 |
|
LOW |
0.7727 |
|
0.618 |
0.7683 |
|
1.000 |
0.7656 |
|
1.618 |
0.7612 |
|
2.618 |
0.7542 |
|
4.250 |
0.7427 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7781 |
0.7764 |
| PP |
0.7771 |
0.7738 |
| S1 |
0.7762 |
0.7711 |
|