CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 25-Jan-2021

Day Change Summary
	Previous	Current
	22-Jan-2021	25-Jan-2021	Change	Change %	Previous Week
Open	0.7765	0.7712	-0.0053	-0.7%	0.7706
High	0.7773	0.7750	-0.0023	-0.3%	0.7786
Low	0.7704	0.7685	-0.0019	-0.2%	0.7661
Close	0.7721	0.7706	-0.0016	-0.2%	0.7721
Range	0.0069	0.0065	-0.0004	-5.8%	0.0125
ATR	0.0073	0.0073	-0.0001	-0.9%	0.0000
Volume	94,576	101,826	7,250	7.7%	396,720

Daily Pivots for day following 25-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7907	0.7871	0.7741
R3	0.7842	0.7806	0.7723
R2	0.7778	0.7778	0.7717
R1	0.7742	0.7742	0.7711	0.7728
PP	0.7713	0.7713	0.7713	0.7706
S1	0.7677	0.7677	0.7700	0.7663
S2	0.7649	0.7649	0.7694
S3	0.7584	0.7613	0.7688
S4	0.7520	0.7548	0.7670

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	0.7786	0.7661	0.0125	1.6%	0.0062	0.8%	36%	False	False	99,709
10	0.7808	0.7661	0.0147	1.9%	0.0074	1.0%	30%	False	False	99,819
20	0.7825	0.7564	0.0261	3.4%	0.0074	1.0%	54%	False	False	98,853
40	0.7825	0.7330	0.0495	6.4%	0.0068	0.9%	76%	False	False	77,359
60	0.7825	0.6996	0.0829	10.8%	0.0071	0.9%	86%	False	False	51,641
80	0.7825	0.6996	0.0829	10.8%	0.0067	0.9%	86%	False	False	38,736
100	0.7825	0.6996	0.0829	10.8%	0.0067	0.9%	86%	False	False	30,993

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8024
2.618	0.7918
1.618	0.7854
1.000	0.7814
0.618	0.7789
HIGH	0.7750
0.618	0.7725
0.500	0.7717
0.382	0.7710
LOW	0.7685
0.618	0.7645
1.000	0.7621
1.618	0.7581
2.618	0.7516
4.250	0.7411

Fisher Pivots for day following 25-Jan-2021
Pivot	1 day	3 day
R1	0.7717	0.7735
PP	0.7713	0.7725
S1	0.7709	0.7715

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

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