CME Australian Dollar Future March 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 |
0.7734 |
0.7786 |
0.0053 |
0.7% |
0.7697 |
| High |
0.7794 |
0.7801 |
0.0007 |
0.1% |
0.7801 |
| Low |
0.7724 |
0.7725 |
0.0001 |
0.0% |
0.7621 |
| Close |
0.7788 |
0.7758 |
-0.0030 |
-0.4% |
0.7758 |
| Range |
0.0071 |
0.0077 |
0.0006 |
8.5% |
0.0180 |
| ATR |
0.0086 |
0.0086 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
115,433 |
18,628 |
-96,805 |
-83.9% |
552,058 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7991 |
0.7951 |
0.7800 |
|
| R3 |
0.7914 |
0.7874 |
0.7779 |
|
| R2 |
0.7838 |
0.7838 |
0.7772 |
|
| R1 |
0.7798 |
0.7798 |
0.7765 |
0.7779 |
| PP |
0.7761 |
0.7761 |
0.7761 |
0.7752 |
| S1 |
0.7721 |
0.7721 |
0.7750 |
0.7703 |
| S2 |
0.7685 |
0.7685 |
0.7743 |
|
| S3 |
0.7608 |
0.7645 |
0.7736 |
|
| S4 |
0.7532 |
0.7568 |
0.7715 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8267 |
0.8192 |
0.7857 |
|
| R3 |
0.8087 |
0.8012 |
0.7807 |
|
| R2 |
0.7907 |
0.7907 |
0.7791 |
|
| R1 |
0.7832 |
0.7832 |
0.7774 |
0.7869 |
| PP |
0.7727 |
0.7727 |
0.7727 |
0.7745 |
| S1 |
0.7652 |
0.7652 |
0.7741 |
0.7689 |
| S2 |
0.7547 |
0.7547 |
0.7725 |
|
| S3 |
0.7367 |
0.7472 |
0.7708 |
|
| S4 |
0.7187 |
0.7292 |
0.7659 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7801 |
0.7621 |
0.0180 |
2.3% |
0.0083 |
1.1% |
76% |
True |
False |
110,411 |
| 10 |
0.7839 |
0.7621 |
0.0218 |
2.8% |
0.0087 |
1.1% |
63% |
False |
False |
122,530 |
| 20 |
0.8008 |
0.7621 |
0.0387 |
5.0% |
0.0088 |
1.1% |
35% |
False |
False |
127,600 |
| 40 |
0.8008 |
0.7566 |
0.0443 |
5.7% |
0.0079 |
1.0% |
43% |
False |
False |
115,790 |
| 60 |
0.8008 |
0.7471 |
0.0537 |
6.9% |
0.0078 |
1.0% |
53% |
False |
False |
109,176 |
| 80 |
0.8008 |
0.7261 |
0.0747 |
9.6% |
0.0073 |
0.9% |
66% |
False |
False |
87,746 |
| 100 |
0.8008 |
0.6996 |
0.1012 |
13.0% |
0.0073 |
0.9% |
75% |
False |
False |
70,215 |
| 120 |
0.8008 |
0.6996 |
0.1012 |
13.0% |
0.0071 |
0.9% |
75% |
False |
False |
58,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8126 |
|
2.618 |
0.8001 |
|
1.618 |
0.7925 |
|
1.000 |
0.7878 |
|
0.618 |
0.7848 |
|
HIGH |
0.7801 |
|
0.618 |
0.7772 |
|
0.500 |
0.7763 |
|
0.382 |
0.7754 |
|
LOW |
0.7725 |
|
0.618 |
0.7677 |
|
1.000 |
0.7648 |
|
1.618 |
0.7601 |
|
2.618 |
0.7524 |
|
4.250 |
0.7399 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7763 |
0.7750 |
| PP |
0.7761 |
0.7743 |
| S1 |
0.7759 |
0.7735 |
|