CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 13-Jan-2021

Day Change Summary
	Previous	Current
	12-Jan-2021	13-Jan-2021	Change	Change %	Previous Week
Open	0.7698	0.7775	0.0077	1.0%	0.7703
High	0.7781	0.7785	0.0004	0.1%	0.7825
Low	0.7690	0.7725	0.0035	0.4%	0.7647
Close	0.7774	0.7745	-0.0029	-0.4%	0.7753
Range	0.0091	0.0061	-0.0031	-33.5%	0.0178
ATR	0.0076	0.0075	-0.0001	-1.5%	0.0000
Volume	93,527	90,123	-3,404	-3.6%	630,112

Daily Pivots for day following 13-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7933	0.7900	0.7778
R3	0.7873	0.7839	0.7762
R2	0.7812	0.7812	0.7756
R1	0.7779	0.7779	0.7751	0.7765
PP	0.7752	0.7752	0.7752	0.7745
S1	0.7718	0.7718	0.7739	0.7705
S2	0.7691	0.7691	0.7734
S3	0.7631	0.7658	0.7728
S4	0.7570	0.7597	0.7712

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	0.7822	0.7669	0.0153	2.0%	0.0082	1.1%	50%	False	False	103,016
10	0.7825	0.7611	0.0214	2.8%	0.0085	1.1%	63%	False	False	107,925
20	0.7825	0.7471	0.0354	4.6%	0.0075	1.0%	78%	False	False	95,948
40	0.7825	0.7261	0.0564	7.3%	0.0066	0.9%	86%	False	False	59,702
60	0.7825	0.6996	0.0829	10.7%	0.0068	0.9%	90%	False	False	39,831
80	0.7825	0.6996	0.0829	10.7%	0.0067	0.9%	90%	False	False	29,878
100	0.7825	0.6996	0.0829	10.7%	0.0065	0.8%	90%	False	False	23,905

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8042
2.618	0.7943
1.618	0.7883
1.000	0.7846
0.618	0.7822
HIGH	0.7785
0.618	0.7762
0.500	0.7755
0.382	0.7748
LOW	0.7725
0.618	0.7687
1.000	0.7664
1.618	0.7627
2.618	0.7566
4.250	0.7467

Fisher Pivots for day following 13-Jan-2021
Pivot	1 day	3 day
R1	0.7755	0.7739
PP	0.7752	0.7733
S1	0.7748	0.7727

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

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