CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7648 |
0.7720 |
0.0072 |
0.9% |
0.7720 |
| High |
0.7730 |
0.7749 |
0.0019 |
0.2% |
0.7841 |
| Low |
0.7626 |
0.7673 |
0.0047 |
0.6% |
0.7626 |
| Close |
0.7720 |
0.7739 |
0.0019 |
0.2% |
0.7694 |
| Range |
0.0104 |
0.0076 |
-0.0028 |
-26.9% |
0.0215 |
| ATR |
0.0087 |
0.0087 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
31,727 |
87,890 |
56,163 |
177.0% |
24,351 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7948 |
0.7919 |
0.7780 |
|
| R3 |
0.7872 |
0.7843 |
0.7759 |
|
| R2 |
0.7796 |
0.7796 |
0.7752 |
|
| R1 |
0.7767 |
0.7767 |
0.7745 |
0.7782 |
| PP |
0.7720 |
0.7720 |
0.7720 |
0.7727 |
| S1 |
0.7691 |
0.7691 |
0.7732 |
0.7706 |
| S2 |
0.7644 |
0.7644 |
0.7725 |
|
| S3 |
0.7568 |
0.7615 |
0.7718 |
|
| S4 |
0.7492 |
0.7539 |
0.7697 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8365 |
0.8244 |
0.7812 |
|
| R3 |
0.8150 |
0.8029 |
0.7753 |
|
| R2 |
0.7935 |
0.7935 |
0.7733 |
|
| R1 |
0.7814 |
0.7814 |
0.7713 |
0.7767 |
| PP |
0.7720 |
0.7720 |
0.7720 |
0.7697 |
| S1 |
0.7599 |
0.7599 |
0.7674 |
0.7552 |
| S2 |
0.7505 |
0.7505 |
0.7654 |
|
| S3 |
0.7290 |
0.7384 |
0.7634 |
|
| S4 |
0.7075 |
0.7169 |
0.7575 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7818 |
0.7626 |
0.0192 |
2.5% |
0.0095 |
1.2% |
59% |
False |
False |
29,654 |
| 10 |
0.8009 |
0.7626 |
0.0383 |
4.9% |
0.0106 |
1.4% |
30% |
False |
False |
16,738 |
| 20 |
0.8009 |
0.7626 |
0.0383 |
4.9% |
0.0084 |
1.1% |
30% |
False |
False |
8,662 |
| 40 |
0.8009 |
0.7570 |
0.0439 |
5.7% |
0.0078 |
1.0% |
38% |
False |
False |
4,407 |
| 60 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0075 |
1.0% |
49% |
False |
False |
2,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8072 |
|
2.618 |
0.7947 |
|
1.618 |
0.7871 |
|
1.000 |
0.7825 |
|
0.618 |
0.7795 |
|
HIGH |
0.7749 |
|
0.618 |
0.7719 |
|
0.500 |
0.7711 |
|
0.382 |
0.7702 |
|
LOW |
0.7673 |
|
0.618 |
0.7626 |
|
1.000 |
0.7597 |
|
1.618 |
0.7550 |
|
2.618 |
0.7474 |
|
4.250 |
0.7350 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7729 |
0.7721 |
| PP |
0.7720 |
0.7704 |
| S1 |
0.7711 |
0.7687 |
|