CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 09-Dec-2020

Day Change Summary
	Previous	Current
	08-Dec-2020	09-Dec-2020	Change	Change %	Previous Week
Open	0.7424	0.7420	-0.0004	-0.1%	0.7395
High	0.7443	0.7494	0.0051	0.7%	0.7456
Low	0.7408	0.7414	0.0007	0.1%	0.7345
Close	0.7415	0.7445	0.0030	0.4%	0.7446
Range	0.0036	0.0080	0.0044	123.9%	0.0111
ATR	0.0060	0.0062	0.0001	2.3%	0.0000
Volume	59,116	123,384	64,268	108.7%	23,658

Daily Pivots for day following 09-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7689	0.7646	0.7488
R3	0.7610	0.7567	0.7466
R2	0.7530	0.7530	0.7459
R1	0.7487	0.7487	0.7452	0.7509
PP	0.7451	0.7451	0.7451	0.7461
S1	0.7408	0.7408	0.7437	0.7429
S2	0.7371	0.7371	0.7430
S3	0.7292	0.7328	0.7423
S4	0.7212	0.7249	0.7401

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7749	0.7708	0.7507
R3	0.7638	0.7597	0.7477
R2	0.7527	0.7527	0.7466
R1	0.7486	0.7486	0.7456	0.7507
PP	0.7416	0.7416	0.7416	0.7426
S1	0.7375	0.7375	0.7436	0.7396
S2	0.7305	0.7305	0.7426
S3	0.7194	0.7264	0.7415
S4	0.7083	0.7153	0.7385

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7494	0.7379	0.0115	1.5%	0.0056	0.8%	57%	True	False	43,567
10	0.7494	0.7330	0.0164	2.2%	0.0054	0.7%	70%	True	False	22,350
20	0.7494	0.7228	0.0266	3.6%	0.0056	0.8%	82%	True	False	11,321
40	0.7494	0.6996	0.0498	6.7%	0.0064	0.9%	90%	True	False	5,697
60	0.7494	0.6996	0.0498	6.7%	0.0064	0.9%	90%	True	False	3,804
80	0.7494	0.6996	0.0498	6.7%	0.0063	0.8%	90%	True	False	2,856

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7831
2.618	0.7702
1.618	0.7622
1.000	0.7573
0.618	0.7543
HIGH	0.7494
0.618	0.7463
0.500	0.7454
0.382	0.7444
LOW	0.7414
0.618	0.7365
1.000	0.7335
1.618	0.7285
2.618	0.7206
4.250	0.7076

Fisher Pivots for day following 09-Dec-2020
Pivot	1 day	3 day
R1	0.7454	0.7442
PP	0.7451	0.7439
S1	0.7448	0.7436

Download as Excel Spreadsheet

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

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