CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 22-Jan-2021

Day Change Summary
	Previous	Current
	21-Jan-2021	22-Jan-2021	Change	Change %	Previous Week
Open	0.7751	0.7765	0.0015	0.2%	0.7706
High	0.7786	0.7773	-0.0013	-0.2%	0.7786
Low	0.7744	0.7704	-0.0040	-0.5%	0.7661
Close	0.7762	0.7721	-0.0041	-0.5%	0.7721
Range	0.0042	0.0069	0.0027	63.1%	0.0125
ATR	0.0074	0.0073	0.0000	-0.5%	0.0000
Volume	82,295	94,576	12,281	14.9%	396,720

Daily Pivots for day following 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7938	0.7898	0.7759
R3	0.7870	0.7830	0.7740
R2	0.7801	0.7801	0.7734
R1	0.7761	0.7761	0.7727	0.7747
PP	0.7733	0.7733	0.7733	0.7725
S1	0.7693	0.7693	0.7715	0.7678
S2	0.7664	0.7664	0.7708
S3	0.7596	0.7624	0.7702
S4	0.7527	0.7556	0.7683

Weekly Pivots for week ending 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8096	0.8033	0.7789
R3	0.7972	0.7909	0.7755
R2	0.7847	0.7847	0.7744
R1	0.7784	0.7784	0.7732	0.7816
PP	0.7723	0.7723	0.7723	0.7738
S1	0.7660	0.7660	0.7710	0.7691
S2	0.7598	0.7598	0.7698
S3	0.7474	0.7535	0.7687
S4	0.7349	0.7411	0.7653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7792	0.7661	0.0131	1.7%	0.0070	0.9%	46%	False	False	102,177
10	0.7808	0.7661	0.0147	1.9%	0.0074	1.0%	41%	False	False	102,277
20	0.7825	0.7534	0.0291	3.8%	0.0074	1.0%	64%	False	False	98,073
40	0.7825	0.7292	0.0533	6.9%	0.0069	0.9%	81%	False	False	74,833
60	0.7825	0.6996	0.0829	10.7%	0.0070	0.9%	88%	False	False	49,944
80	0.7825	0.6996	0.0829	10.7%	0.0067	0.9%	88%	False	False	37,464
100	0.7825	0.6996	0.0829	10.7%	0.0067	0.9%	88%	False	False	29,975

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8064
2.618	0.7952
1.618	0.7883
1.000	0.7841
0.618	0.7815
HIGH	0.7773
0.618	0.7746
0.500	0.7738
0.382	0.7730
LOW	0.7704
0.618	0.7662
1.000	0.7636
1.618	0.7593
2.618	0.7525
4.250	0.7413

Fisher Pivots for day following 22-Jan-2021
Pivot	1 day	3 day
R1	0.7738	0.7741
PP	0.7733	0.7734
S1	0.7727	0.7728

Download as Excel Spreadsheet

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

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