CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7746 |
0.7800 |
0.0054 |
0.7% |
0.7703 |
| High |
0.7813 |
0.7853 |
0.0040 |
0.5% |
0.7804 |
| Low |
0.7702 |
0.7752 |
0.0050 |
0.6% |
0.7626 |
| Close |
0.7794 |
0.7764 |
-0.0030 |
-0.4% |
0.7760 |
| Range |
0.0111 |
0.0101 |
-0.0010 |
-9.0% |
0.0178 |
| ATR |
0.0083 |
0.0085 |
0.0001 |
1.5% |
0.0000 |
| Volume |
100,877 |
125,102 |
24,225 |
24.0% |
324,418 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8092 |
0.8029 |
0.7820 |
|
| R3 |
0.7991 |
0.7928 |
0.7792 |
|
| R2 |
0.7890 |
0.7890 |
0.7783 |
|
| R1 |
0.7827 |
0.7827 |
0.7773 |
0.7808 |
| PP |
0.7789 |
0.7789 |
0.7789 |
0.7780 |
| S1 |
0.7726 |
0.7726 |
0.7755 |
0.7707 |
| S2 |
0.7688 |
0.7688 |
0.7745 |
|
| S3 |
0.7587 |
0.7625 |
0.7736 |
|
| S4 |
0.7486 |
0.7524 |
0.7708 |
|
|
| 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 |
0.7853 |
0.7702 |
0.0151 |
1.9% |
0.0081 |
1.0% |
41% |
True |
False |
96,344 |
| 10 |
0.7853 |
0.7626 |
0.0227 |
2.9% |
0.0085 |
1.1% |
61% |
True |
False |
69,933 |
| 20 |
0.8009 |
0.7626 |
0.0383 |
4.9% |
0.0093 |
1.2% |
36% |
False |
False |
36,469 |
| 40 |
0.8009 |
0.7570 |
0.0439 |
5.6% |
0.0078 |
1.0% |
44% |
False |
False |
18,332 |
| 60 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0078 |
1.0% |
54% |
False |
False |
12,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8282 |
|
2.618 |
0.8117 |
|
1.618 |
0.8016 |
|
1.000 |
0.7954 |
|
0.618 |
0.7915 |
|
HIGH |
0.7853 |
|
0.618 |
0.7814 |
|
0.500 |
0.7802 |
|
0.382 |
0.7790 |
|
LOW |
0.7752 |
|
0.618 |
0.7689 |
|
1.000 |
0.7651 |
|
1.618 |
0.7588 |
|
2.618 |
0.7487 |
|
4.250 |
0.7322 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7802 |
0.7777 |
| PP |
0.7789 |
0.7773 |
| S1 |
0.7777 |
0.7768 |
|