CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 21-Jan-2021

Day Change Summary
	Previous	Current
	20-Jan-2021	21-Jan-2021	Change	Change %	Previous Week
Open	0.7698	0.7751	0.0053	0.7%	0.7760
High	0.7764	0.7786	0.0022	0.3%	0.7808
Low	0.7697	0.7744	0.0047	0.6%	0.7669
Close	0.7747	0.7762	0.0015	0.2%	0.7712
Range	0.0067	0.0042	-0.0025	-37.3%	0.0140
ATR	0.0076	0.0074	-0.0002	-3.2%	0.0000
Volume	87,543	82,295	-5,248	-6.0%	499,650

Daily Pivots for day following 21-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7890	0.7868	0.7785
R3	0.7848	0.7826	0.7773
R2	0.7806	0.7806	0.7769
R1	0.7784	0.7784	0.7765	0.7795
PP	0.7764	0.7764	0.7764	0.7769
S1	0.7742	0.7742	0.7758	0.7753
S2	0.7722	0.7722	0.7754
S3	0.7680	0.7700	0.7750
S4	0.7638	0.7658	0.7738

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%	0.0072	0.9%	68%	False	False	102,479
10	0.7822	0.7661	0.0161	2.1%	0.0077	1.0%	63%	False	False	102,747
20	0.7825	0.7529	0.0296	3.8%	0.0074	1.0%	79%	False	False	98,297
40	0.7825	0.7272	0.0553	7.1%	0.0069	0.9%	89%	False	False	72,478
60	0.7825	0.6996	0.0829	10.7%	0.0070	0.9%	92%	False	False	48,368
80	0.7825	0.6996	0.0829	10.7%	0.0066	0.9%	92%	False	False	36,281
100	0.7825	0.6996	0.0829	10.7%	0.0067	0.9%	92%	False	False	29,029

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	0.0011
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7964
2.618	0.7895
1.618	0.7853
1.000	0.7828
0.618	0.7811
HIGH	0.7786
0.618	0.7769
0.500	0.7765
0.382	0.7760
LOW	0.7744
0.618	0.7718
1.000	0.7702
1.618	0.7676
2.618	0.7634
4.250	0.7565

Fisher Pivots for day following 21-Jan-2021
Pivot	1 day	3 day
R1	0.7765	0.7749
PP	0.7764	0.7736
S1	0.7763	0.7723

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

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