CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 26-Jan-2021

Day Change Summary
	Previous	Current
	25-Jan-2021	26-Jan-2021	Change	Change %	Previous Week
Open	0.7712	0.7716	0.0004	0.1%	0.7706
High	0.7750	0.7757	0.0008	0.1%	0.7786
Low	0.7685	0.7672	-0.0014	-0.2%	0.7661
Close	0.7706	0.7750	0.0044	0.6%	0.7721
Range	0.0065	0.0086	0.0021	32.6%	0.0125
ATR	0.0073	0.0074	0.0001	1.3%	0.0000
Volume	101,826	96,719	-5,107	-5.0%	396,720

Daily Pivots for day following 26-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7983	0.7952	0.7797
R3	0.7897	0.7866	0.7773
R2	0.7812	0.7812	0.7765
R1	0.7781	0.7781	0.7757	0.7796
PP	0.7726	0.7726	0.7726	0.7734
S1	0.7695	0.7695	0.7742	0.7711
S2	0.7641	0.7641	0.7734
S3	0.7555	0.7610	0.7726
S4	0.7470	0.7524	0.7702

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	0.7672	0.0114	1.5%	0.0066	0.8%	68%	False	True	92,591
10	0.7808	0.7661	0.0147	1.9%	0.0073	0.9%	60%	False	False	98,916
20	0.7825	0.7564	0.0261	3.4%	0.0077	1.0%	71%	False	False	101,199
40	0.7825	0.7345	0.0480	6.2%	0.0069	0.9%	84%	False	False	79,762
60	0.7825	0.6996	0.0829	10.7%	0.0070	0.9%	91%	False	False	53,250
80	0.7825	0.6996	0.0829	10.7%	0.0067	0.9%	91%	False	False	39,945
100	0.7825	0.6996	0.0829	10.7%	0.0068	0.9%	91%	False	False	31,960

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8120
2.618	0.7981
1.618	0.7895
1.000	0.7843
0.618	0.7810
HIGH	0.7757
0.618	0.7724
0.500	0.7714
0.382	0.7704
LOW	0.7672
0.618	0.7619
1.000	0.7586
1.618	0.7533
2.618	0.7448
4.250	0.7308

Fisher Pivots for day following 26-Jan-2021
Pivot	1 day	3 day
R1	0.7738	0.7740
PP	0.7726	0.7731
S1	0.7714	0.7722

Download as Excel Spreadsheet

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

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