CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7723 |
0.7748 |
0.0025 |
0.3% |
0.7761 |
| High |
0.7759 |
0.7750 |
-0.0009 |
-0.1% |
0.7853 |
| Low |
0.7707 |
0.7620 |
-0.0087 |
-1.1% |
0.7702 |
| Close |
0.7756 |
0.7646 |
-0.0110 |
-1.4% |
0.7751 |
| Range |
0.0052 |
0.0130 |
0.0078 |
150.0% |
0.0151 |
| ATR |
0.0080 |
0.0084 |
0.0004 |
5.0% |
0.0000 |
| Volume |
63,544 |
108,175 |
44,631 |
70.2% |
461,090 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8062 |
0.7984 |
0.7718 |
|
| R3 |
0.7932 |
0.7854 |
0.7682 |
|
| R2 |
0.7802 |
0.7802 |
0.7670 |
|
| R1 |
0.7724 |
0.7724 |
0.7658 |
0.7698 |
| PP |
0.7672 |
0.7672 |
0.7672 |
0.7659 |
| S1 |
0.7594 |
0.7594 |
0.7634 |
0.7568 |
| S2 |
0.7542 |
0.7542 |
0.7622 |
|
| S3 |
0.7412 |
0.7464 |
0.7610 |
|
| S4 |
0.7282 |
0.7334 |
0.7575 |
|
|
| 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 |
0.7620 |
0.0233 |
3.0% |
0.0090 |
1.2% |
11% |
False |
True |
98,066 |
| 10 |
0.7853 |
0.7620 |
0.0233 |
3.0% |
0.0079 |
1.0% |
11% |
False |
True |
90,999 |
| 20 |
0.8009 |
0.7620 |
0.0389 |
5.1% |
0.0092 |
1.2% |
7% |
False |
True |
49,515 |
| 40 |
0.8009 |
0.7570 |
0.0439 |
5.7% |
0.0080 |
1.0% |
17% |
False |
False |
24,931 |
| 60 |
0.8009 |
0.7568 |
0.0441 |
5.8% |
0.0078 |
1.0% |
18% |
False |
False |
16,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8303 |
|
2.618 |
0.8090 |
|
1.618 |
0.7960 |
|
1.000 |
0.7880 |
|
0.618 |
0.7830 |
|
HIGH |
0.7750 |
|
0.618 |
0.7700 |
|
0.500 |
0.7685 |
|
0.382 |
0.7670 |
|
LOW |
0.7620 |
|
0.618 |
0.7540 |
|
1.000 |
0.7490 |
|
1.618 |
0.7410 |
|
2.618 |
0.7280 |
|
4.250 |
0.7068 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7685 |
0.7697 |
| PP |
0.7672 |
0.7680 |
| S1 |
0.7659 |
0.7663 |
|