CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7588 |
0.7582 |
-0.0006 |
-0.1% |
0.7723 |
| High |
0.7617 |
0.7647 |
0.0030 |
0.4% |
0.7759 |
| Low |
0.7566 |
0.7582 |
0.0016 |
0.2% |
0.7566 |
| Close |
0.7585 |
0.7626 |
0.0041 |
0.5% |
0.7626 |
| Range |
0.0051 |
0.0065 |
0.0014 |
27.5% |
0.0194 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
92,171 |
77,551 |
-14,620 |
-15.9% |
438,148 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7813 |
0.7784 |
0.7661 |
|
| R3 |
0.7748 |
0.7719 |
0.7643 |
|
| R2 |
0.7683 |
0.7683 |
0.7637 |
|
| R1 |
0.7654 |
0.7654 |
0.7631 |
0.7669 |
| PP |
0.7618 |
0.7618 |
0.7618 |
0.7625 |
| S1 |
0.7589 |
0.7589 |
0.7620 |
0.7604 |
| S2 |
0.7553 |
0.7553 |
0.7614 |
|
| S3 |
0.7488 |
0.7524 |
0.7608 |
|
| S4 |
0.7423 |
0.7459 |
0.7590 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8231 |
0.8122 |
0.7732 |
|
| R3 |
0.8037 |
0.7928 |
0.7679 |
|
| R2 |
0.7844 |
0.7844 |
0.7661 |
|
| R1 |
0.7735 |
0.7735 |
0.7643 |
0.7692 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7629 |
| S1 |
0.7541 |
0.7541 |
0.7608 |
0.7499 |
| S2 |
0.7457 |
0.7457 |
0.7590 |
|
| S3 |
0.7263 |
0.7348 |
0.7572 |
|
| S4 |
0.7070 |
0.7154 |
0.7519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7759 |
0.7566 |
0.0194 |
2.5% |
0.0071 |
0.9% |
31% |
False |
False |
87,629 |
| 10 |
0.7853 |
0.7566 |
0.0287 |
3.8% |
0.0074 |
1.0% |
21% |
False |
False |
89,923 |
| 20 |
0.7853 |
0.7566 |
0.0287 |
3.8% |
0.0080 |
1.1% |
21% |
False |
False |
62,400 |
| 40 |
0.8009 |
0.7566 |
0.0443 |
5.8% |
0.0077 |
1.0% |
14% |
False |
False |
31,575 |
| 60 |
0.8009 |
0.7566 |
0.0443 |
5.8% |
0.0078 |
1.0% |
14% |
False |
False |
21,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7923 |
|
2.618 |
0.7817 |
|
1.618 |
0.7752 |
|
1.000 |
0.7712 |
|
0.618 |
0.7687 |
|
HIGH |
0.7647 |
|
0.618 |
0.7622 |
|
0.500 |
0.7614 |
|
0.382 |
0.7606 |
|
LOW |
0.7582 |
|
0.618 |
0.7541 |
|
1.000 |
0.7517 |
|
1.618 |
0.7476 |
|
2.618 |
0.7411 |
|
4.250 |
0.7305 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7622 |
0.7619 |
| PP |
0.7618 |
0.7613 |
| S1 |
0.7614 |
0.7606 |
|