CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 23-Dec-2020

Day Change Summary
	Previous	Current
	22-Dec-2020	23-Dec-2020	Change	Change %	Previous Week
Open	0.7593	0.7536	-0.0057	-0.7%	0.7559
High	0.7601	0.7599	-0.0002	0.0%	0.7648
Low	0.7529	0.7534	0.0006	0.1%	0.7514
Close	0.7543	0.7581	0.0038	0.5%	0.7623
Range	0.0072	0.0065	-0.0007	-9.7%	0.0134
ATR	0.0068	0.0068	0.0000	-0.4%	0.0000
Volume	99,067	86,227	-12,840	-13.0%	397,888

Daily Pivots for day following 23-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7766	0.7739	0.7617
R3	0.7701	0.7674	0.7599
R2	0.7636	0.7636	0.7593
R1	0.7609	0.7609	0.7587	0.7623
PP	0.7571	0.7571	0.7571	0.7578
S1	0.7544	0.7544	0.7575	0.7558
S2	0.7506	0.7506	0.7569
S3	0.7441	0.7479	0.7563
S4	0.7376	0.7414	0.7545

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7995	0.7943	0.7696
R3	0.7862	0.7809	0.7660
R2	0.7728	0.7728	0.7647
R1	0.7676	0.7676	0.7635	0.7702
PP	0.7595	0.7595	0.7595	0.7608
S1	0.7542	0.7542	0.7611	0.7569
S2	0.7461	0.7461	0.7599
S3	0.7328	0.7409	0.7586
S4	0.7194	0.7275	0.7550

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7648	0.7471	0.0177	2.3%	0.0079	1.0%	62%	False	False	100,234
10	0.7648	0.7439	0.0209	2.8%	0.0071	0.9%	68%	False	False	89,381
20	0.7648	0.7330	0.0318	4.2%	0.0063	0.8%	79%	False	False	55,866
40	0.7648	0.6996	0.0652	8.6%	0.0069	0.9%	90%	False	False	28,035
60	0.7648	0.6996	0.0652	8.6%	0.0064	0.8%	90%	False	False	18,697
80	0.7648	0.6996	0.0652	8.6%	0.0065	0.9%	90%	False	False	14,028

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7875
2.618	0.7769
1.618	0.7704
1.000	0.7664
0.618	0.7639
HIGH	0.7599
0.618	0.7574
0.500	0.7567
0.382	0.7559
LOW	0.7534
0.618	0.7494
1.000	0.7469
1.618	0.7429
2.618	0.7364
4.250	0.7258

Fisher Pivots for day following 23-Dec-2020
Pivot	1 day	3 day
R1	0.7576	0.7568
PP	0.7571	0.7556
S1	0.7567	0.7543

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

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