CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 11-Dec-2020

Day Change Summary
	Previous	Current
	10-Dec-2020	11-Dec-2020	Change	Change %	Previous Week
Open	0.7443	0.7542	0.0099	1.3%	0.7437
High	0.7547	0.7579	0.0032	0.4%	0.7579
Low	0.7439	0.7528	0.0089	1.2%	0.7379
Close	0.7534	0.7545	0.0011	0.1%	0.7545
Range	0.0108	0.0051	-0.0057	-52.8%	0.0200
ATR	0.0065	0.0064	-0.0001	-1.5%	0.0000
Volume	58,800	97,643	38,843	66.1%	354,834

Daily Pivots for day following 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7703	0.7675	0.7573
R3	0.7652	0.7624	0.7559
R2	0.7601	0.7601	0.7554
R1	0.7573	0.7573	0.7549	0.7587
PP	0.7550	0.7550	0.7550	0.7557
S1	0.7522	0.7522	0.7540	0.7536
S2	0.7499	0.7499	0.7535
S3	0.7448	0.7471	0.7530
S4	0.7397	0.7420	0.7516

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8101	0.8023	0.7655
R3	0.7901	0.7823	0.7600
R2	0.7701	0.7701	0.7581
R1	0.7623	0.7623	0.7563	0.7662
PP	0.7501	0.7501	0.7501	0.7520
S1	0.7423	0.7423	0.7526	0.7462
S2	0.7301	0.7301	0.7508
S3	0.7101	0.7223	0.7490
S4	0.6901	0.7023	0.7435

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7579	0.7379	0.0200	2.7%	0.0071	0.9%	83%	True	False	70,966
10	0.7579	0.7345	0.0234	3.1%	0.0061	0.8%	85%	True	False	37,849
20	0.7579	0.7228	0.0351	4.6%	0.0058	0.8%	90%	True	False	19,136
40	0.7579	0.6996	0.0583	7.7%	0.0065	0.9%	94%	True	False	9,607
60	0.7579	0.6996	0.0583	7.7%	0.0065	0.9%	94%	True	False	6,411
80	0.7579	0.6996	0.0583	7.7%	0.0063	0.8%	94%	True	False	4,811

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7795
2.618	0.7712
1.618	0.7661
1.000	0.7630
0.618	0.7610
HIGH	0.7579
0.618	0.7559
0.500	0.7553
0.382	0.7547
LOW	0.7528
0.618	0.7496
1.000	0.7477
1.618	0.7445
2.618	0.7394
4.250	0.7311

Fisher Pivots for day following 11-Dec-2020
Pivot	1 day	3 day
R1	0.7553	0.7528
PP	0.7550	0.7512
S1	0.7547	0.7496

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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