CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7756 |
0.7746 |
-0.0010 |
-0.1% |
0.7703 |
| High |
0.7761 |
0.7813 |
0.0053 |
0.7% |
0.7804 |
| Low |
0.7714 |
0.7702 |
-0.0012 |
-0.2% |
0.7626 |
| Close |
0.7748 |
0.7794 |
0.0047 |
0.6% |
0.7760 |
| Range |
0.0047 |
0.0111 |
0.0065 |
138.7% |
0.0178 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.6% |
0.0000 |
| Volume |
73,483 |
100,877 |
27,394 |
37.3% |
324,418 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8103 |
0.8059 |
0.7855 |
|
| R3 |
0.7992 |
0.7948 |
0.7825 |
|
| R2 |
0.7881 |
0.7881 |
0.7814 |
|
| R1 |
0.7837 |
0.7837 |
0.7804 |
0.7859 |
| PP |
0.7770 |
0.7770 |
0.7770 |
0.7781 |
| S1 |
0.7726 |
0.7726 |
0.7784 |
0.7748 |
| S2 |
0.7659 |
0.7659 |
0.7774 |
|
| S3 |
0.7548 |
0.7615 |
0.7763 |
|
| S4 |
0.7437 |
0.7504 |
0.7733 |
|
|
| 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 |
0.7813 |
0.7702 |
0.0111 |
1.4% |
0.0075 |
1.0% |
83% |
True |
True |
86,528 |
| 10 |
0.7818 |
0.7626 |
0.0192 |
2.5% |
0.0085 |
1.1% |
88% |
False |
False |
58,091 |
| 20 |
0.8009 |
0.7626 |
0.0383 |
4.9% |
0.0090 |
1.2% |
44% |
False |
False |
30,228 |
| 40 |
0.8009 |
0.7570 |
0.0439 |
5.6% |
0.0078 |
1.0% |
51% |
False |
False |
15,208 |
| 60 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0077 |
1.0% |
60% |
False |
False |
10,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8285 |
|
2.618 |
0.8104 |
|
1.618 |
0.7993 |
|
1.000 |
0.7924 |
|
0.618 |
0.7882 |
|
HIGH |
0.7813 |
|
0.618 |
0.7771 |
|
0.500 |
0.7758 |
|
0.382 |
0.7744 |
|
LOW |
0.7702 |
|
0.618 |
0.7633 |
|
1.000 |
0.7591 |
|
1.618 |
0.7522 |
|
2.618 |
0.7411 |
|
4.250 |
0.7230 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7782 |
0.7782 |
| PP |
0.7770 |
0.7770 |
| S1 |
0.7758 |
0.7758 |
|