CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	0.7542	0.7559	0.0017	0.2%	0.7437
High	0.7579	0.7586	0.0007	0.1%	0.7579
Low	0.7528	0.7533	0.0005	0.1%	0.7379
Close	0.7545	0.7551	0.0006	0.1%	0.7545
Range	0.0051	0.0053	0.0002	3.9%	0.0200
ATR	0.0064	0.0063	-0.0001	-1.2%	0.0000
Volume	97,643	86,676	-10,967	-11.2%	354,834

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7715	0.7686	0.7580
R3	0.7662	0.7633	0.7565
R2	0.7609	0.7609	0.7560
R1	0.7580	0.7580	0.7555	0.7568
PP	0.7556	0.7556	0.7556	0.7550
S1	0.7527	0.7527	0.7546	0.7515
S2	0.7503	0.7503	0.7541
S3	0.7450	0.7474	0.7536
S4	0.7397	0.7421	0.7521

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	0.7586	0.7408	0.0178	2.4%	0.0065	0.9%	80%	True	False	85,123
10	0.7586	0.7349	0.0237	3.1%	0.0059	0.8%	85%	True	False	46,382
20	0.7586	0.7261	0.0325	4.3%	0.0058	0.8%	89%	True	False	23,457
40	0.7586	0.6996	0.0590	7.8%	0.0065	0.9%	94%	True	False	11,773
60	0.7586	0.6996	0.0590	7.8%	0.0065	0.9%	94%	True	False	7,855
80	0.7586	0.6996	0.0590	7.8%	0.0063	0.8%	94%	True	False	5,895

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7811
2.618	0.7724
1.618	0.7671
1.000	0.7639
0.618	0.7618
HIGH	0.7586
0.618	0.7565
0.500	0.7559
0.382	0.7553
LOW	0.7533
0.618	0.7500
1.000	0.7480
1.618	0.7447
2.618	0.7394
4.250	0.7307

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	0.7559	0.7538
PP	0.7556	0.7525
S1	0.7553	0.7512

Download as Excel Spreadsheet

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

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