CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7582 |
0.7640 |
0.0059 |
0.8% |
0.7723 |
| High |
0.7647 |
0.7659 |
0.0012 |
0.2% |
0.7759 |
| Low |
0.7582 |
0.7618 |
0.0036 |
0.5% |
0.7566 |
| Close |
0.7626 |
0.7632 |
0.0006 |
0.1% |
0.7626 |
| Range |
0.0065 |
0.0041 |
-0.0024 |
-36.9% |
0.0194 |
| ATR |
0.0079 |
0.0077 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
77,551 |
73,015 |
-4,536 |
-5.8% |
438,148 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7759 |
0.7736 |
0.7654 |
|
| R3 |
0.7718 |
0.7695 |
0.7643 |
|
| R2 |
0.7677 |
0.7677 |
0.7639 |
|
| R1 |
0.7654 |
0.7654 |
0.7635 |
0.7645 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7631 |
| S1 |
0.7613 |
0.7613 |
0.7628 |
0.7604 |
| S2 |
0.7595 |
0.7595 |
0.7624 |
|
| S3 |
0.7554 |
0.7572 |
0.7620 |
|
| S4 |
0.7513 |
0.7531 |
0.7609 |
|
|
| 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 |
0.7750 |
0.7566 |
0.0185 |
2.4% |
0.0069 |
0.9% |
36% |
False |
False |
89,523 |
| 10 |
0.7853 |
0.7566 |
0.0287 |
3.8% |
0.0071 |
0.9% |
23% |
False |
False |
90,326 |
| 20 |
0.7853 |
0.7566 |
0.0287 |
3.8% |
0.0079 |
1.0% |
23% |
False |
False |
65,813 |
| 40 |
0.8009 |
0.7566 |
0.0443 |
5.8% |
0.0076 |
1.0% |
15% |
False |
False |
33,395 |
| 60 |
0.8009 |
0.7566 |
0.0443 |
5.8% |
0.0077 |
1.0% |
15% |
False |
False |
22,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7833 |
|
2.618 |
0.7766 |
|
1.618 |
0.7725 |
|
1.000 |
0.7700 |
|
0.618 |
0.7684 |
|
HIGH |
0.7659 |
|
0.618 |
0.7643 |
|
0.500 |
0.7638 |
|
0.382 |
0.7633 |
|
LOW |
0.7618 |
|
0.618 |
0.7592 |
|
1.000 |
0.7577 |
|
1.618 |
0.7551 |
|
2.618 |
0.7510 |
|
4.250 |
0.7443 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7638 |
0.7625 |
| PP |
0.7636 |
0.7619 |
| S1 |
0.7634 |
0.7612 |
|