CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 19-Jan-2021

Day Change Summary
	Previous	Current
	15-Jan-2021	19-Jan-2021	Change	Change %	Previous Week
Open	0.7780	0.7706	-0.0074	-0.9%	0.7760
High	0.7792	0.7727	-0.0065	-0.8%	0.7808
Low	0.7684	0.7661	-0.0023	-0.3%	0.7669
Close	0.7712	0.7698	-0.0015	-0.2%	0.7712
Range	0.0108	0.0066	-0.0042	-38.9%	0.0140
ATR	0.0078	0.0077	-0.0001	-1.1%	0.0000
Volume	114,166	132,306	18,140	15.9%	499,650

Daily Pivots for day following 19-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7893	0.7861	0.7734
R3	0.7827	0.7795	0.7716
R2	0.7761	0.7761	0.7710
R1	0.7729	0.7729	0.7704	0.7712
PP	0.7695	0.7695	0.7695	0.7687
S1	0.7663	0.7663	0.7691	0.7646
S2	0.7629	0.7629	0.7685
S3	0.7563	0.7597	0.7679
S4	0.7497	0.7531	0.7661

Weekly Pivots for week ending 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8148	0.8070	0.7789
R3	0.8009	0.7930	0.7750
R2	0.7869	0.7869	0.7738
R1	0.7791	0.7791	0.7725	0.7760
PP	0.7730	0.7730	0.7730	0.7714
S1	0.7651	0.7651	0.7699	0.7621
S2	0.7590	0.7590	0.7686
S3	0.7451	0.7512	0.7674
S4	0.7311	0.7372	0.7635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7808	0.7661	0.0147	1.9%	0.0080	1.0%	25%	False	True	105,241
10	0.7825	0.7661	0.0164	2.1%	0.0086	1.1%	22%	False	True	113,932
20	0.7825	0.7471	0.0354	4.6%	0.0078	1.0%	64%	False	False	101,749
40	0.7825	0.7261	0.0564	7.3%	0.0069	0.9%	77%	False	False	68,247
60	0.7825	0.6996	0.0829	10.8%	0.0069	0.9%	85%	False	False	45,538
80	0.7825	0.6996	0.0829	10.8%	0.0067	0.9%	85%	False	False	34,159
100	0.7825	0.6996	0.0829	10.8%	0.0067	0.9%	85%	False	False	27,331

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8008
2.618	0.7900
1.618	0.7834
1.000	0.7793
0.618	0.7768
HIGH	0.7727
0.618	0.7702
0.500	0.7694
0.382	0.7686
LOW	0.7661
0.618	0.7620
1.000	0.7595
1.618	0.7554
2.618	0.7488
4.250	0.7381

Fisher Pivots for day following 19-Jan-2021
Pivot	1 day	3 day
R1	0.7696	0.7735
PP	0.7695	0.7722
S1	0.7694	0.7710

Download as Excel Spreadsheet

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

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