CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7748 |
0.7634 |
-0.0114 |
-1.5% |
0.7761 |
| High |
0.7750 |
0.7637 |
-0.0113 |
-1.5% |
0.7853 |
| Low |
0.7620 |
0.7581 |
-0.0039 |
-0.5% |
0.7702 |
| Close |
0.7646 |
0.7600 |
-0.0046 |
-0.6% |
0.7751 |
| Range |
0.0130 |
0.0056 |
-0.0074 |
-56.9% |
0.0151 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
108,175 |
96,707 |
-11,468 |
-10.6% |
461,090 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7774 |
0.7743 |
0.7631 |
|
| R3 |
0.7718 |
0.7687 |
0.7615 |
|
| R2 |
0.7662 |
0.7662 |
0.7610 |
|
| R1 |
0.7631 |
0.7631 |
0.7605 |
0.7619 |
| PP |
0.7606 |
0.7606 |
0.7606 |
0.7600 |
| S1 |
0.7575 |
0.7575 |
0.7595 |
0.7563 |
| S2 |
0.7550 |
0.7550 |
0.7590 |
|
| S3 |
0.7494 |
0.7519 |
0.7585 |
|
| S4 |
0.7438 |
0.7463 |
0.7569 |
|
|
| 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 |
0.7581 |
0.0272 |
3.6% |
0.0079 |
1.0% |
7% |
False |
True |
97,232 |
| 10 |
0.7853 |
0.7581 |
0.0272 |
3.6% |
0.0077 |
1.0% |
7% |
False |
True |
91,880 |
| 20 |
0.8009 |
0.7581 |
0.0428 |
5.6% |
0.0091 |
1.2% |
4% |
False |
True |
54,309 |
| 40 |
0.8009 |
0.7570 |
0.0439 |
5.8% |
0.0079 |
1.0% |
7% |
False |
False |
27,345 |
| 60 |
0.8009 |
0.7568 |
0.0441 |
5.8% |
0.0078 |
1.0% |
7% |
False |
False |
18,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7875 |
|
2.618 |
0.7784 |
|
1.618 |
0.7728 |
|
1.000 |
0.7693 |
|
0.618 |
0.7672 |
|
HIGH |
0.7637 |
|
0.618 |
0.7616 |
|
0.500 |
0.7609 |
|
0.382 |
0.7602 |
|
LOW |
0.7581 |
|
0.618 |
0.7546 |
|
1.000 |
0.7525 |
|
1.618 |
0.7490 |
|
2.618 |
0.7434 |
|
4.250 |
0.7343 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7609 |
0.7670 |
| PP |
0.7606 |
0.7647 |
| S1 |
0.7603 |
0.7623 |
|