CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 30-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7640 |
0.7633 |
-0.0007 |
-0.1% |
0.7723 |
| High |
0.7659 |
0.7667 |
0.0008 |
0.1% |
0.7759 |
| Low |
0.7618 |
0.7587 |
-0.0031 |
-0.4% |
0.7566 |
| Close |
0.7632 |
0.7593 |
-0.0039 |
-0.5% |
0.7626 |
| Range |
0.0041 |
0.0080 |
0.0039 |
93.9% |
0.0194 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.3% |
0.0000 |
| Volume |
73,015 |
79,238 |
6,223 |
8.5% |
438,148 |
|
| Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7854 |
0.7803 |
0.7636 |
|
| R3 |
0.7774 |
0.7723 |
0.7614 |
|
| R2 |
0.7695 |
0.7695 |
0.7607 |
|
| R1 |
0.7644 |
0.7644 |
0.7600 |
0.7630 |
| PP |
0.7615 |
0.7615 |
0.7615 |
0.7608 |
| S1 |
0.7564 |
0.7564 |
0.7585 |
0.7550 |
| S2 |
0.7536 |
0.7536 |
0.7578 |
|
| S3 |
0.7456 |
0.7485 |
0.7571 |
|
| S4 |
0.7377 |
0.7405 |
0.7549 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8231 |
0.8122 |
0.7732 |
|
| R3 |
0.8037 |
0.7928 |
0.7679 |
|
| R2 |
0.7844 |
0.7844 |
0.7661 |
|
| R1 |
0.7735 |
0.7735 |
0.7643 |
0.7692 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7629 |
| S1 |
0.7541 |
0.7541 |
0.7608 |
0.7499 |
| S2 |
0.7457 |
0.7457 |
0.7590 |
|
| S3 |
0.7263 |
0.7348 |
0.7572 |
|
| S4 |
0.7070 |
0.7154 |
0.7519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7667 |
0.7566 |
0.0101 |
1.3% |
0.0059 |
0.8% |
27% |
True |
False |
83,736 |
| 10 |
0.7853 |
0.7566 |
0.0287 |
3.8% |
0.0074 |
1.0% |
9% |
False |
False |
90,901 |
| 20 |
0.7853 |
0.7566 |
0.0287 |
3.8% |
0.0077 |
1.0% |
9% |
False |
False |
69,659 |
| 40 |
0.8009 |
0.7566 |
0.0443 |
5.8% |
0.0076 |
1.0% |
6% |
False |
False |
35,372 |
| 60 |
0.8009 |
0.7566 |
0.0443 |
5.8% |
0.0078 |
1.0% |
6% |
False |
False |
23,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8004 |
|
2.618 |
0.7875 |
|
1.618 |
0.7795 |
|
1.000 |
0.7746 |
|
0.618 |
0.7716 |
|
HIGH |
0.7667 |
|
0.618 |
0.7636 |
|
0.500 |
0.7627 |
|
0.382 |
0.7617 |
|
LOW |
0.7587 |
|
0.618 |
0.7538 |
|
1.000 |
0.7508 |
|
1.618 |
0.7458 |
|
2.618 |
0.7379 |
|
4.250 |
0.7249 |
|
|
| Fisher Pivots for day following 30-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7627 |
0.7624 |
| PP |
0.7615 |
0.7614 |
| S1 |
0.7604 |
0.7603 |
|