CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	0.7559	0.7539	-0.0020	-0.3%	0.7437
High	0.7586	0.7579	-0.0007	-0.1%	0.7579
Low	0.7533	0.7514	-0.0019	-0.2%	0.7379
Close	0.7551	0.7563	0.0013	0.2%	0.7545
Range	0.0053	0.0065	0.0012	21.7%	0.0200
ATR	0.0063	0.0063	0.0000	0.1%	0.0000
Volume	86,676	72,914	-13,762	-15.9%	354,834

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7745	0.7719	0.7598
R3	0.7681	0.7654	0.7581
R2	0.7616	0.7616	0.7575
R1	0.7590	0.7590	0.7569	0.7603
PP	0.7552	0.7552	0.7552	0.7559
S1	0.7525	0.7525	0.7557	0.7539
S2	0.7487	0.7487	0.7551
S3	0.7423	0.7461	0.7545
S4	0.7358	0.7396	0.7528

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	0.7414	0.0172	2.3%	0.0071	0.9%	87%	False	False	87,883
10	0.7586	0.7358	0.0228	3.0%	0.0063	0.8%	90%	False	False	53,580
20	0.7586	0.7261	0.0325	4.3%	0.0059	0.8%	93%	False	False	27,094
40	0.7586	0.6996	0.0590	7.8%	0.0066	0.9%	96%	False	False	13,594
60	0.7586	0.6996	0.0590	7.8%	0.0064	0.8%	96%	False	False	9,070
80	0.7586	0.6996	0.0590	7.8%	0.0063	0.8%	96%	False	False	6,806

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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7853
2.618	0.7747
1.618	0.7683
1.000	0.7643
0.618	0.7618
HIGH	0.7579
0.618	0.7554
0.500	0.7546
0.382	0.7539
LOW	0.7514
0.618	0.7474
1.000	0.7450
1.618	0.7410
2.618	0.7345
4.250	0.7240

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	0.7557	0.7559
PP	0.7552	0.7554
S1	0.7546	0.7550

Download as Excel Spreadsheet

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

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