CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 08-Jan-2021

Day Change Summary
	Previous	Current
	07-Jan-2021	08-Jan-2021	Change	Change %	Previous Week
Open	0.7810	0.7766	-0.0044	-0.6%	0.7703
High	0.7822	0.7803	-0.0019	-0.2%	0.7825
Low	0.7730	0.7732	0.0003	0.0%	0.7647
Close	0.7763	0.7753	-0.0010	-0.1%	0.7753
Range	0.0092	0.0071	-0.0021	-22.8%	0.0178
ATR	0.0074	0.0074	0.0000	-0.3%	0.0000
Volume	99,274	126,409	27,135	27.3%	630,112

Daily Pivots for day following 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7976	0.7935	0.7792
R3	0.7905	0.7864	0.7773
R2	0.7834	0.7834	0.7766
R1	0.7793	0.7793	0.7760	0.7778
PP	0.7763	0.7763	0.7763	0.7755
S1	0.7722	0.7722	0.7746	0.7707
S2	0.7692	0.7692	0.7740
S3	0.7621	0.7651	0.7733
S4	0.7550	0.7580	0.7714

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8274	0.8191	0.7851
R3	0.8097	0.8014	0.7802
R2	0.7919	0.7919	0.7786
R1	0.7836	0.7836	0.7769	0.7878
PP	0.7742	0.7742	0.7742	0.7762
S1	0.7659	0.7659	0.7737	0.7700
S2	0.7564	0.7564	0.7720
S3	0.7387	0.7481	0.7704
S4	0.7209	0.7304	0.7655

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%	0.0093	1.2%	60%	False	False	126,022
10	0.7825	0.7564	0.0261	3.4%	0.0075	1.0%	73%	False	False	97,886
20	0.7825	0.7439	0.0386	5.0%	0.0073	0.9%	81%	False	False	93,634
40	0.7825	0.7228	0.0597	7.7%	0.0065	0.8%	88%	False	False	52,477
60	0.7825	0.6996	0.0829	10.7%	0.0067	0.9%	91%	False	False	35,009
80	0.7825	0.6996	0.0829	10.7%	0.0066	0.9%	91%	False	False	26,262
100	0.7825	0.6996	0.0829	10.7%	0.0065	0.8%	91%	False	False	21,012

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8105
2.618	0.7989
1.618	0.7918
1.000	0.7874
0.618	0.7847
HIGH	0.7803
0.618	0.7776
0.500	0.7768
0.382	0.7759
LOW	0.7732
0.618	0.7688
1.000	0.7661
1.618	0.7617
2.618	0.7546
4.250	0.7430

Fisher Pivots for day following 08-Jan-2021
Pivot	1 day	3 day
R1	0.7768	0.7777
PP	0.7763	0.7769
S1	0.7758	0.7761

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

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