CME Australian Dollar Future September 2021
Trading Metrics calculated at close of trading on 16-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.7750 |
0.7750 |
-0.0001 |
0.0% |
0.7700 |
High |
0.7778 |
0.7761 |
-0.0017 |
-0.2% |
0.7800 |
Low |
0.7710 |
0.7716 |
0.0006 |
0.1% |
0.7634 |
Close |
0.7753 |
0.7750 |
-0.0003 |
0.0% |
0.7761 |
Range |
0.0068 |
0.0045 |
-0.0023 |
-33.8% |
0.0166 |
ATR |
0.0080 |
0.0077 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
84 |
35 |
-49 |
-58.3% |
155 |
|
Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7877 |
0.7858 |
0.7774 |
|
R3 |
0.7832 |
0.7813 |
0.7762 |
|
R2 |
0.7787 |
0.7787 |
0.7758 |
|
R1 |
0.7768 |
0.7768 |
0.7754 |
0.7772 |
PP |
0.7742 |
0.7742 |
0.7742 |
0.7744 |
S1 |
0.7723 |
0.7723 |
0.7745 |
0.7727 |
S2 |
0.7697 |
0.7697 |
0.7741 |
|
S3 |
0.7652 |
0.7678 |
0.7737 |
|
S4 |
0.7607 |
0.7633 |
0.7725 |
|
|
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 |
0.7952 |
2.618 |
0.7879 |
1.618 |
0.7834 |
1.000 |
0.7806 |
0.618 |
0.7789 |
HIGH |
0.7761 |
0.618 |
0.7744 |
0.500 |
0.7739 |
0.382 |
0.7733 |
LOW |
0.7716 |
0.618 |
0.7688 |
1.000 |
0.7671 |
1.618 |
0.7643 |
2.618 |
0.7598 |
4.250 |
0.7525 |
|
|
Fisher Pivots for day following 16-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7746 |
0.7755 |
PP |
0.7742 |
0.7753 |
S1 |
0.7739 |
0.7751 |
|