CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7634 |
0.7588 |
-0.0047 |
-0.6% |
0.7761 |
| High |
0.7637 |
0.7617 |
-0.0021 |
-0.3% |
0.7853 |
| Low |
0.7581 |
0.7566 |
-0.0016 |
-0.2% |
0.7702 |
| Close |
0.7600 |
0.7585 |
-0.0015 |
-0.2% |
0.7751 |
| Range |
0.0056 |
0.0051 |
-0.0005 |
-8.9% |
0.0151 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
96,707 |
92,171 |
-4,536 |
-4.7% |
461,090 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7742 |
0.7715 |
0.7613 |
|
| R3 |
0.7691 |
0.7664 |
0.7599 |
|
| R2 |
0.7640 |
0.7640 |
0.7594 |
|
| R1 |
0.7613 |
0.7613 |
0.7590 |
0.7601 |
| PP |
0.7589 |
0.7589 |
0.7589 |
0.7583 |
| S1 |
0.7562 |
0.7562 |
0.7580 |
0.7550 |
| S2 |
0.7538 |
0.7538 |
0.7576 |
|
| S3 |
0.7487 |
0.7511 |
0.7571 |
|
| S4 |
0.7436 |
0.7460 |
0.7557 |
|
|
| 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 |
0.7775 |
0.7566 |
0.0209 |
2.8% |
0.0069 |
0.9% |
9% |
False |
True |
90,646 |
| 10 |
0.7853 |
0.7566 |
0.0287 |
3.8% |
0.0075 |
1.0% |
7% |
False |
True |
93,495 |
| 20 |
0.7885 |
0.7566 |
0.0320 |
4.2% |
0.0087 |
1.1% |
6% |
False |
True |
58,711 |
| 40 |
0.8009 |
0.7566 |
0.0443 |
5.8% |
0.0078 |
1.0% |
4% |
False |
True |
29,643 |
| 60 |
0.8009 |
0.7566 |
0.0443 |
5.8% |
0.0078 |
1.0% |
4% |
False |
True |
19,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7833 |
|
2.618 |
0.7750 |
|
1.618 |
0.7699 |
|
1.000 |
0.7668 |
|
0.618 |
0.7648 |
|
HIGH |
0.7617 |
|
0.618 |
0.7597 |
|
0.500 |
0.7591 |
|
0.382 |
0.7585 |
|
LOW |
0.7566 |
|
0.618 |
0.7534 |
|
1.000 |
0.7515 |
|
1.618 |
0.7483 |
|
2.618 |
0.7432 |
|
4.250 |
0.7349 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7591 |
0.7658 |
| PP |
0.7589 |
0.7634 |
| S1 |
0.7587 |
0.7609 |
|