CME Australian Dollar Future September 2021
Trading Metrics calculated at close of trading on 12-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.7763 |
0.7796 |
0.0033 |
0.4% |
0.7700 |
High |
0.7792 |
0.7800 |
0.0009 |
0.1% |
0.7800 |
Low |
0.7735 |
0.7730 |
-0.0005 |
-0.1% |
0.7634 |
Close |
0.7792 |
0.7761 |
-0.0031 |
-0.4% |
0.7761 |
Range |
0.0057 |
0.0071 |
0.0014 |
23.7% |
0.0166 |
ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
21 |
7 |
-14 |
-66.7% |
155 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7975 |
0.7938 |
0.7799 |
|
R3 |
0.7904 |
0.7868 |
0.7780 |
|
R2 |
0.7834 |
0.7834 |
0.7773 |
|
R1 |
0.7797 |
0.7797 |
0.7767 |
0.7780 |
PP |
0.7763 |
0.7763 |
0.7763 |
0.7755 |
S1 |
0.7727 |
0.7727 |
0.7754 |
0.7710 |
S2 |
0.7693 |
0.7693 |
0.7748 |
|
S3 |
0.7622 |
0.7656 |
0.7741 |
|
S4 |
0.7552 |
0.7586 |
0.7722 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8230 |
0.8161 |
0.7852 |
|
R3 |
0.8064 |
0.7995 |
0.7806 |
|
R2 |
0.7898 |
0.7898 |
0.7791 |
|
R1 |
0.7829 |
0.7829 |
0.7776 |
0.7863 |
PP |
0.7732 |
0.7732 |
0.7732 |
0.7749 |
S1 |
0.7663 |
0.7663 |
0.7745 |
0.7697 |
S2 |
0.7566 |
0.7566 |
0.7730 |
|
S3 |
0.7400 |
0.7497 |
0.7715 |
|
S4 |
0.7234 |
0.7331 |
0.7669 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8100 |
2.618 |
0.7985 |
1.618 |
0.7914 |
1.000 |
0.7871 |
0.618 |
0.7844 |
HIGH |
0.7800 |
0.618 |
0.7773 |
0.500 |
0.7765 |
0.382 |
0.7756 |
LOW |
0.7730 |
0.618 |
0.7686 |
1.000 |
0.7659 |
1.618 |
0.7615 |
2.618 |
0.7545 |
4.250 |
0.7430 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7765 |
0.7753 |
PP |
0.7763 |
0.7745 |
S1 |
0.7762 |
0.7737 |
|