CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7761 |
-0.0039 |
-0.5% |
0.7761 |
| High |
0.7853 |
0.7775 |
-0.0078 |
-1.0% |
0.7853 |
| Low |
0.7752 |
0.7720 |
-0.0032 |
-0.4% |
0.7702 |
| Close |
0.7764 |
0.7751 |
-0.0013 |
-0.2% |
0.7751 |
| Range |
0.0101 |
0.0055 |
-0.0046 |
-45.5% |
0.0151 |
| ATR |
0.0085 |
0.0082 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
125,102 |
92,636 |
-32,466 |
-26.0% |
461,090 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7913 |
0.7887 |
0.7781 |
|
| R3 |
0.7858 |
0.7832 |
0.7766 |
|
| R2 |
0.7803 |
0.7803 |
0.7761 |
|
| R1 |
0.7777 |
0.7777 |
0.7756 |
0.7763 |
| PP |
0.7748 |
0.7748 |
0.7748 |
0.7741 |
| S1 |
0.7722 |
0.7722 |
0.7746 |
0.7708 |
| S2 |
0.7693 |
0.7693 |
0.7741 |
|
| S3 |
0.7638 |
0.7667 |
0.7736 |
|
| S4 |
0.7583 |
0.7612 |
0.7721 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8220 |
0.8136 |
0.7834 |
|
| R3 |
0.8070 |
0.7986 |
0.7792 |
|
| R2 |
0.7919 |
0.7919 |
0.7779 |
|
| R1 |
0.7835 |
0.7835 |
0.7765 |
0.7802 |
| PP |
0.7769 |
0.7769 |
0.7769 |
0.7752 |
| S1 |
0.7685 |
0.7685 |
0.7737 |
0.7651 |
| S2 |
0.7618 |
0.7618 |
0.7723 |
|
| S3 |
0.7468 |
0.7534 |
0.7710 |
|
| S4 |
0.7317 |
0.7384 |
0.7668 |
|
|
| 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% |
0.0077 |
1.0% |
33% |
False |
False |
92,218 |
| 10 |
0.7853 |
0.7626 |
0.0227 |
2.9% |
0.0080 |
1.0% |
55% |
False |
False |
78,550 |
| 20 |
0.8009 |
0.7626 |
0.0383 |
4.9% |
0.0090 |
1.2% |
33% |
False |
False |
41,020 |
| 40 |
0.8009 |
0.7570 |
0.0439 |
5.7% |
0.0079 |
1.0% |
41% |
False |
False |
20,643 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0076 |
1.0% |
46% |
False |
False |
13,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8008 |
|
2.618 |
0.7918 |
|
1.618 |
0.7863 |
|
1.000 |
0.7830 |
|
0.618 |
0.7808 |
|
HIGH |
0.7775 |
|
0.618 |
0.7753 |
|
0.500 |
0.7747 |
|
0.382 |
0.7741 |
|
LOW |
0.7720 |
|
0.618 |
0.7686 |
|
1.000 |
0.7665 |
|
1.618 |
0.7631 |
|
2.618 |
0.7576 |
|
4.250 |
0.7486 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7750 |
0.7777 |
| PP |
0.7748 |
0.7769 |
| S1 |
0.7747 |
0.7760 |
|