CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 06-Jan-2021

Day Change Summary
	Previous	Current
	05-Jan-2021	06-Jan-2021	Change	Change %	Previous Week
Open	0.7672	0.7760	0.0088	1.1%	0.7607
High	0.7783	0.7825	0.0042	0.5%	0.7747
Low	0.7665	0.7738	0.0073	1.0%	0.7564
Close	0.7777	0.7795	0.0018	0.2%	0.7700
Range	0.0118	0.0087	-0.0031	-26.4%	0.0183
ATR	0.0071	0.0073	0.0001	1.5%	0.0000
Volume	130,064	151,617	21,553	16.6%	298,960

Daily Pivots for day following 06-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8045	0.8006	0.7842
R3	0.7959	0.7920	0.7818
R2	0.7872	0.7872	0.7810
R1	0.7833	0.7833	0.7802	0.7853
PP	0.7786	0.7786	0.7786	0.7795
S1	0.7747	0.7747	0.7787	0.7766
S2	0.7699	0.7699	0.7779
S3	0.7613	0.7660	0.7771
S4	0.7526	0.7574	0.7747

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8219	0.8143	0.7801
R3	0.8036	0.7960	0.7750
R2	0.7853	0.7853	0.7734
R1	0.7777	0.7777	0.7717	0.7815
PP	0.7670	0.7670	0.7670	0.7689
S1	0.7594	0.7594	0.7683	0.7632
S2	0.7487	0.7487	0.7666
S3	0.7304	0.7411	0.7650
S4	0.7121	0.7228	0.7599

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7825	0.7611	0.0214	2.7%	0.0088	1.1%	86%	True	False	112,833
10	0.7825	0.7529	0.0296	3.8%	0.0072	0.9%	90%	True	False	93,847
20	0.7825	0.7408	0.0417	5.3%	0.0071	0.9%	93%	True	False	91,475
40	0.7825	0.7228	0.0597	7.7%	0.0063	0.8%	95%	True	False	46,841
60	0.7825	0.6996	0.0829	10.6%	0.0066	0.8%	96%	True	False	31,249
80	0.7825	0.6996	0.0829	10.6%	0.0066	0.8%	96%	True	False	23,441
100	0.7825	0.6996	0.0829	10.6%	0.0064	0.8%	96%	True	False	18,755

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8192
2.618	0.8051
1.618	0.7964
1.000	0.7911
0.618	0.7878
HIGH	0.7825
0.618	0.7791
0.500	0.7781
0.382	0.7771
LOW	0.7738
0.618	0.7685
1.000	0.7652
1.618	0.7598
2.618	0.7512
4.250	0.7370

Fisher Pivots for day following 06-Jan-2021
Pivot	1 day	3 day
R1	0.7790	0.7775
PP	0.7786	0.7755
S1	0.7781	0.7736

Download as Excel Spreadsheet

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

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