CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7761 |
0.7756 |
-0.0006 |
-0.1% |
0.7703 |
| High |
0.7778 |
0.7761 |
-0.0018 |
-0.2% |
0.7804 |
| Low |
0.7708 |
0.7714 |
0.0007 |
0.1% |
0.7626 |
| Close |
0.7752 |
0.7748 |
-0.0004 |
-0.1% |
0.7760 |
| Range |
0.0071 |
0.0047 |
-0.0024 |
-34.0% |
0.0178 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
68,992 |
73,483 |
4,491 |
6.5% |
324,418 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7880 |
0.7860 |
0.7773 |
|
| R3 |
0.7834 |
0.7814 |
0.7760 |
|
| R2 |
0.7787 |
0.7787 |
0.7756 |
|
| R1 |
0.7767 |
0.7767 |
0.7752 |
0.7754 |
| PP |
0.7741 |
0.7741 |
0.7741 |
0.7734 |
| S1 |
0.7721 |
0.7721 |
0.7743 |
0.7708 |
| S2 |
0.7694 |
0.7694 |
0.7739 |
|
| S3 |
0.7648 |
0.7674 |
0.7735 |
|
| S4 |
0.7601 |
0.7628 |
0.7722 |
|
|
| 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 |
0.7673 |
0.0131 |
1.7% |
0.0068 |
0.9% |
57% |
False |
False |
83,931 |
| 10 |
0.7841 |
0.7626 |
0.0216 |
2.8% |
0.0081 |
1.0% |
57% |
False |
False |
48,417 |
| 20 |
0.8009 |
0.7626 |
0.0383 |
4.9% |
0.0087 |
1.1% |
32% |
False |
False |
25,195 |
| 40 |
0.8009 |
0.7570 |
0.0439 |
5.7% |
0.0076 |
1.0% |
40% |
False |
False |
12,690 |
| 60 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0076 |
1.0% |
51% |
False |
False |
8,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7958 |
|
2.618 |
0.7882 |
|
1.618 |
0.7836 |
|
1.000 |
0.7807 |
|
0.618 |
0.7789 |
|
HIGH |
0.7761 |
|
0.618 |
0.7743 |
|
0.500 |
0.7737 |
|
0.382 |
0.7732 |
|
LOW |
0.7714 |
|
0.618 |
0.7685 |
|
1.000 |
0.7668 |
|
1.618 |
0.7639 |
|
2.618 |
0.7592 |
|
4.250 |
0.7516 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7744 |
0.7756 |
| PP |
0.7741 |
0.7753 |
| S1 |
0.7737 |
0.7750 |
|