CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7788 |
0.7761 |
-0.0027 |
-0.3% |
0.7703 |
| High |
0.7804 |
0.7778 |
-0.0026 |
-0.3% |
0.7804 |
| Low |
0.7727 |
0.7708 |
-0.0019 |
-0.2% |
0.7626 |
| Close |
0.7760 |
0.7752 |
-0.0008 |
-0.1% |
0.7760 |
| Range |
0.0077 |
0.0071 |
-0.0007 |
-8.4% |
0.0178 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
113,267 |
68,992 |
-44,275 |
-39.1% |
324,418 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7957 |
0.7925 |
0.7790 |
|
| R3 |
0.7887 |
0.7854 |
0.7771 |
|
| R2 |
0.7816 |
0.7816 |
0.7764 |
|
| R1 |
0.7784 |
0.7784 |
0.7758 |
0.7765 |
| PP |
0.7746 |
0.7746 |
0.7746 |
0.7736 |
| S1 |
0.7713 |
0.7713 |
0.7745 |
0.7694 |
| S2 |
0.7675 |
0.7675 |
0.7739 |
|
| S3 |
0.7605 |
0.7643 |
0.7732 |
|
| S4 |
0.7534 |
0.7572 |
0.7713 |
|
|
| 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% |
0.0080 |
1.0% |
71% |
False |
False |
75,580 |
| 10 |
0.7841 |
0.7626 |
0.0216 |
2.8% |
0.0086 |
1.1% |
58% |
False |
False |
41,301 |
| 20 |
0.8009 |
0.7626 |
0.0383 |
4.9% |
0.0088 |
1.1% |
33% |
False |
False |
21,536 |
| 40 |
0.8009 |
0.7570 |
0.0439 |
5.7% |
0.0078 |
1.0% |
41% |
False |
False |
10,857 |
| 60 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0076 |
1.0% |
52% |
False |
False |
7,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8078 |
|
2.618 |
0.7963 |
|
1.618 |
0.7892 |
|
1.000 |
0.7849 |
|
0.618 |
0.7822 |
|
HIGH |
0.7778 |
|
0.618 |
0.7751 |
|
0.500 |
0.7743 |
|
0.382 |
0.7734 |
|
LOW |
0.7708 |
|
0.618 |
0.7664 |
|
1.000 |
0.7637 |
|
1.618 |
0.7593 |
|
2.618 |
0.7523 |
|
4.250 |
0.7408 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7749 |
0.7756 |
| PP |
0.7746 |
0.7754 |
| S1 |
0.7743 |
0.7753 |
|