The anisotropy of impact sensitivity and microscopic electron properties of the cyclotrimethylene trinitramine (C3H6N6O6) (RDX) under shock loading are investigated in our work. The simulation is performed using molecular dynamic (MD) simulations in conjunction with multi-scale shock technique (MSST). By calculating the microscopic electronic properties and combining the thermodynamic properties, we predict that the metallization pressure of the RDX crystal is approximately 170 GPa under shock loading, which is slightly less than the metallization pressure under hydrostatic pressure. We also found that the microscopic electronic properties are related to the impact sensitivity. When the shock loading is along the z direction, the time of the transition from the insulating state to the metallization of the RDX crystal lags behind the shock loading along the x or y direction. Therefore, we predict that the RDX crystal has a lower sensitivity when the shock loading is along the z direction.