CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 07-Jan-2021

Day Change Summary
	Previous	Current
	06-Jan-2021	07-Jan-2021	Change	Change %	Previous Week
Open	0.7760	0.7810	0.0050	0.6%	0.7607
High	0.7825	0.7822	-0.0003	0.0%	0.7747
Low	0.7738	0.7730	-0.0009	-0.1%	0.7564
Close	0.7795	0.7763	-0.0032	-0.4%	0.7700
Range	0.0087	0.0092	0.0006	6.4%	0.0183
ATR	0.0073	0.0074	0.0001	1.9%	0.0000
Volume	151,617	99,274	-52,343	-34.5%	298,960

Daily Pivots for day following 07-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8047	0.7997	0.7813
R3	0.7955	0.7905	0.7788
R2	0.7863	0.7863	0.7779
R1	0.7813	0.7813	0.7771	0.7792
PP	0.7771	0.7771	0.7771	0.7761
S1	0.7721	0.7721	0.7754	0.7700
S2	0.7679	0.7679	0.7746
S3	0.7587	0.7629	0.7737
S4	0.7495	0.7537	0.7712

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	0.7647	0.0178	2.3%	0.0090	1.2%	65%	False	False	117,403
10	0.7825	0.7534	0.0291	3.7%	0.0074	1.0%	79%	False	False	93,868
20	0.7825	0.7414	0.0411	5.3%	0.0073	0.9%	85%	False	False	93,482
40	0.7825	0.7228	0.0597	7.7%	0.0064	0.8%	90%	False	False	49,318
60	0.7825	0.6996	0.0829	10.7%	0.0067	0.9%	93%	False	False	32,903
80	0.7825	0.6996	0.0829	10.7%	0.0066	0.9%	93%	False	False	24,682
100	0.7825	0.6996	0.0829	10.7%	0.0064	0.8%	93%	False	False	19,748

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8213
2.618	0.8062
1.618	0.7970
1.000	0.7914
0.618	0.7878
HIGH	0.7822
0.618	0.7786
0.500	0.7776
0.382	0.7765
LOW	0.7730
0.618	0.7673
1.000	0.7638
1.618	0.7581
2.618	0.7489
4.250	0.7339

Fisher Pivots for day following 07-Jan-2021
Pivot	1 day	3 day
R1	0.7776	0.7757
PP	0.7771	0.7751
S1	0.7767	0.7745

Download as Excel Spreadsheet

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

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