CME Australian Dollar Future June 2021
Trading Metrics calculated at close of trading on 12-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.7736 |
0.7788 |
0.0052 |
0.7% |
0.7703 |
High |
0.7797 |
0.7804 |
0.0007 |
0.1% |
0.7804 |
Low |
0.7727 |
0.7727 |
0.0000 |
0.0% |
0.7626 |
Close |
0.7790 |
0.7760 |
-0.0031 |
-0.4% |
0.7760 |
Range |
0.0071 |
0.0077 |
0.0007 |
9.2% |
0.0178 |
ATR |
0.0085 |
0.0085 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
76,024 |
113,267 |
37,243 |
49.0% |
324,418 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7994 |
0.7954 |
0.7802 |
|
R3 |
0.7917 |
0.7877 |
0.7781 |
|
R2 |
0.7840 |
0.7840 |
0.7774 |
|
R1 |
0.7800 |
0.7800 |
0.7767 |
0.7782 |
PP |
0.7763 |
0.7763 |
0.7763 |
0.7754 |
S1 |
0.7723 |
0.7723 |
0.7752 |
0.7705 |
S2 |
0.7686 |
0.7686 |
0.7745 |
|
S3 |
0.7609 |
0.7646 |
0.7738 |
|
S4 |
0.7532 |
0.7569 |
0.7717 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8264 |
0.8190 |
0.7857 |
|
R3 |
0.8086 |
0.8012 |
0.7808 |
|
R2 |
0.7908 |
0.7908 |
0.7792 |
|
R1 |
0.7834 |
0.7834 |
0.7776 |
0.7871 |
PP |
0.7730 |
0.7730 |
0.7730 |
0.7748 |
S1 |
0.7656 |
0.7656 |
0.7743 |
0.7693 |
S2 |
0.7552 |
0.7552 |
0.7727 |
|
S3 |
0.7374 |
0.7478 |
0.7711 |
|
S4 |
0.7196 |
0.7300 |
0.7662 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7804 |
0.7626 |
0.0178 |
2.3% |
0.0083 |
1.1% |
75% |
True |
False |
64,883 |
10 |
0.7841 |
0.7626 |
0.0216 |
2.8% |
0.0087 |
1.1% |
62% |
False |
False |
34,876 |
20 |
0.8009 |
0.7626 |
0.0383 |
4.9% |
0.0087 |
1.1% |
35% |
False |
False |
18,108 |
40 |
0.8009 |
0.7570 |
0.0439 |
5.7% |
0.0078 |
1.0% |
43% |
False |
False |
9,135 |
60 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0076 |
1.0% |
53% |
False |
False |
6,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8131 |
2.618 |
0.8005 |
1.618 |
0.7928 |
1.000 |
0.7881 |
0.618 |
0.7851 |
HIGH |
0.7804 |
0.618 |
0.7774 |
0.500 |
0.7765 |
0.382 |
0.7756 |
LOW |
0.7727 |
0.618 |
0.7679 |
1.000 |
0.7650 |
1.618 |
0.7602 |
2.618 |
0.7525 |
4.250 |
0.7399 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7765 |
0.7752 |
PP |
0.7763 |
0.7745 |
S1 |
0.7761 |
0.7738 |
|