CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 14-Jan-2021

Day Change Summary
	Previous	Current
	13-Jan-2021	14-Jan-2021	Change	Change %	Previous Week
Open	0.7775	0.7738	-0.0038	-0.5%	0.7703
High	0.7785	0.7808	0.0023	0.3%	0.7825
Low	0.7725	0.7732	0.0007	0.1%	0.7647
Close	0.7745	0.7788	0.0043	0.5%	0.7753
Range	0.0061	0.0077	0.0016	26.4%	0.0178
ATR	0.0075	0.0075	0.0000	0.1%	0.0000
Volume	90,123	96,086	5,963	6.6%	630,112

Daily Pivots for day following 14-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8005	0.7973	0.7830
R3	0.7929	0.7896	0.7809
R2	0.7852	0.7852	0.7802
R1	0.7820	0.7820	0.7795	0.7836
PP	0.7776	0.7776	0.7776	0.7784
S1	0.7743	0.7743	0.7780	0.7760
S2	0.7699	0.7699	0.7773
S3	0.7623	0.7667	0.7766
S4	0.7546	0.7590	0.7745

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	0.7808	0.7669	0.0140	1.8%	0.0078	1.0%	85%	True	False	102,378
10	0.7825	0.7647	0.0178	2.3%	0.0084	1.1%	79%	False	False	109,891
20	0.7825	0.7471	0.0354	4.5%	0.0075	1.0%	90%	False	False	97,106
40	0.7825	0.7261	0.0564	7.2%	0.0067	0.9%	93%	False	False	62,100
60	0.7825	0.6996	0.0829	10.6%	0.0069	0.9%	96%	False	False	41,432
80	0.7825	0.6996	0.0829	10.6%	0.0067	0.9%	96%	False	False	31,079
100	0.7825	0.6996	0.0829	10.6%	0.0066	0.8%	96%	False	False	24,866

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8133
2.618	0.8008
1.618	0.7932
1.000	0.7885
0.618	0.7855
HIGH	0.7808
0.618	0.7779
0.500	0.7770
0.382	0.7761
LOW	0.7732
0.618	0.7684
1.000	0.7655
1.618	0.7608
2.618	0.7531
4.250	0.7406

Fisher Pivots for day following 14-Jan-2021
Pivot	1 day	3 day
R1	0.7782	0.7775
PP	0.7776	0.7762
S1	0.7770	0.7749

Download as Excel Spreadsheet

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

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