CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7633 |
0.7599 |
-0.0034 |
-0.4% |
0.7723 |
| High |
0.7667 |
0.7639 |
-0.0028 |
-0.4% |
0.7759 |
| Low |
0.7587 |
0.7591 |
0.0004 |
0.0% |
0.7566 |
| Close |
0.7593 |
0.7602 |
0.0009 |
0.1% |
0.7626 |
| Range |
0.0080 |
0.0049 |
-0.0031 |
-39.0% |
0.0194 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
79,238 |
85,543 |
6,305 |
8.0% |
438,148 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7756 |
0.7727 |
0.7628 |
|
| R3 |
0.7707 |
0.7679 |
0.7615 |
|
| R2 |
0.7659 |
0.7659 |
0.7610 |
|
| R1 |
0.7630 |
0.7630 |
0.7606 |
0.7645 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7618 |
| S1 |
0.7582 |
0.7582 |
0.7597 |
0.7596 |
| S2 |
0.7562 |
0.7562 |
0.7593 |
|
| S3 |
0.7513 |
0.7533 |
0.7588 |
|
| S4 |
0.7465 |
0.7485 |
0.7575 |
|
|
| 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% |
0.0057 |
0.7% |
36% |
False |
False |
81,503 |
| 10 |
0.7853 |
0.7566 |
0.0287 |
3.8% |
0.0068 |
0.9% |
13% |
False |
False |
89,368 |
| 20 |
0.7853 |
0.7566 |
0.0287 |
3.8% |
0.0077 |
1.0% |
13% |
False |
False |
73,729 |
| 40 |
0.8009 |
0.7566 |
0.0443 |
5.8% |
0.0075 |
1.0% |
8% |
False |
False |
37,504 |
| 60 |
0.8009 |
0.7566 |
0.0443 |
5.8% |
0.0077 |
1.0% |
8% |
False |
False |
25,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7845 |
|
2.618 |
0.7766 |
|
1.618 |
0.7717 |
|
1.000 |
0.7688 |
|
0.618 |
0.7669 |
|
HIGH |
0.7639 |
|
0.618 |
0.7620 |
|
0.500 |
0.7615 |
|
0.382 |
0.7609 |
|
LOW |
0.7591 |
|
0.618 |
0.7561 |
|
1.000 |
0.7542 |
|
1.618 |
0.7512 |
|
2.618 |
0.7464 |
|
4.250 |
0.7384 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7627 |
| PP |
0.7610 |
0.7618 |
| S1 |
0.7606 |
0.7610 |
|