CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7693 |
0.7763 |
0.0070 |
0.9% |
0.7745 |
| High |
0.7748 |
0.7792 |
0.0044 |
0.6% |
0.7842 |
| Low |
0.7675 |
0.7735 |
0.0060 |
0.8% |
0.7630 |
| Close |
0.7740 |
0.7792 |
0.0052 |
0.7% |
0.7695 |
| Range |
0.0074 |
0.0057 |
-0.0017 |
-22.4% |
0.0213 |
| ATR |
0.0083 |
0.0082 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
35 |
21 |
-14 |
-40.0% |
161 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7944 |
0.7925 |
0.7823 |
|
| R3 |
0.7887 |
0.7868 |
0.7807 |
|
| R2 |
0.7830 |
0.7830 |
0.7802 |
|
| R1 |
0.7811 |
0.7811 |
0.7797 |
0.7820 |
| PP |
0.7773 |
0.7773 |
0.7773 |
0.7777 |
| S1 |
0.7754 |
0.7754 |
0.7786 |
0.7763 |
| S2 |
0.7716 |
0.7716 |
0.7781 |
|
| S3 |
0.7659 |
0.7697 |
0.7776 |
|
| S4 |
0.7602 |
0.7640 |
0.7760 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8360 |
0.8240 |
0.7811 |
|
| R3 |
0.8147 |
0.8027 |
0.7753 |
|
| R2 |
0.7935 |
0.7935 |
0.7733 |
|
| R1 |
0.7815 |
0.7815 |
0.7714 |
0.7768 |
| PP |
0.7722 |
0.7722 |
0.7722 |
0.7699 |
| S1 |
0.7602 |
0.7602 |
0.7675 |
0.7556 |
| S2 |
0.7510 |
0.7510 |
0.7656 |
|
| S3 |
0.7297 |
0.7390 |
0.7636 |
|
| S4 |
0.7085 |
0.7177 |
0.7578 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8034 |
|
2.618 |
0.7941 |
|
1.618 |
0.7884 |
|
1.000 |
0.7849 |
|
0.618 |
0.7827 |
|
HIGH |
0.7792 |
|
0.618 |
0.7770 |
|
0.500 |
0.7763 |
|
0.382 |
0.7756 |
|
LOW |
0.7735 |
|
0.618 |
0.7699 |
|
1.000 |
0.7678 |
|
1.618 |
0.7642 |
|
2.618 |
0.7585 |
|
4.250 |
0.7492 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7782 |
0.7765 |
| PP |
0.7773 |
0.7739 |
| S1 |
0.7763 |
0.7713 |
|