CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 22-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7761 |
0.7723 |
-0.0038 |
-0.5% |
0.7761 |
| High |
0.7775 |
0.7759 |
-0.0016 |
-0.2% |
0.7853 |
| Low |
0.7720 |
0.7707 |
-0.0013 |
-0.2% |
0.7702 |
| Close |
0.7751 |
0.7756 |
0.0005 |
0.1% |
0.7751 |
| Range |
0.0055 |
0.0052 |
-0.0003 |
-5.5% |
0.0151 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
92,636 |
63,544 |
-29,092 |
-31.4% |
461,090 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7897 |
0.7878 |
0.7785 |
|
| R3 |
0.7845 |
0.7826 |
0.7770 |
|
| R2 |
0.7793 |
0.7793 |
0.7766 |
|
| R1 |
0.7774 |
0.7774 |
0.7761 |
0.7784 |
| PP |
0.7741 |
0.7741 |
0.7741 |
0.7745 |
| S1 |
0.7722 |
0.7722 |
0.7751 |
0.7732 |
| S2 |
0.7689 |
0.7689 |
0.7746 |
|
| S3 |
0.7637 |
0.7670 |
0.7742 |
|
| S4 |
0.7585 |
0.7618 |
0.7727 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8220 |
0.8136 |
0.7834 |
|
| R3 |
0.8070 |
0.7986 |
0.7792 |
|
| R2 |
0.7919 |
0.7919 |
0.7779 |
|
| R1 |
0.7835 |
0.7835 |
0.7765 |
0.7802 |
| PP |
0.7769 |
0.7769 |
0.7769 |
0.7752 |
| S1 |
0.7685 |
0.7685 |
0.7737 |
0.7651 |
| S2 |
0.7618 |
0.7618 |
0.7723 |
|
| S3 |
0.7468 |
0.7534 |
0.7710 |
|
| S4 |
0.7317 |
0.7384 |
0.7668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7853 |
0.7702 |
0.0151 |
1.9% |
0.0073 |
0.9% |
36% |
False |
False |
91,128 |
| 10 |
0.7853 |
0.7626 |
0.0227 |
2.9% |
0.0076 |
1.0% |
57% |
False |
False |
83,354 |
| 20 |
0.8009 |
0.7626 |
0.0383 |
4.9% |
0.0088 |
1.1% |
34% |
False |
False |
44,164 |
| 40 |
0.8009 |
0.7570 |
0.0439 |
5.7% |
0.0078 |
1.0% |
42% |
False |
False |
22,230 |
| 60 |
0.8009 |
0.7539 |
0.0470 |
6.1% |
0.0076 |
1.0% |
46% |
False |
False |
14,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7980 |
|
2.618 |
0.7895 |
|
1.618 |
0.7843 |
|
1.000 |
0.7811 |
|
0.618 |
0.7791 |
|
HIGH |
0.7759 |
|
0.618 |
0.7739 |
|
0.500 |
0.7733 |
|
0.382 |
0.7727 |
|
LOW |
0.7707 |
|
0.618 |
0.7675 |
|
1.000 |
0.7655 |
|
1.618 |
0.7623 |
|
2.618 |
0.7571 |
|
4.250 |
0.7486 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7748 |
0.7780 |
| PP |
0.7741 |
0.7772 |
| S1 |
0.7733 |
0.7764 |
|