CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 28-Jan-2021

Day Change Summary
	Previous	Current
	27-Jan-2021	28-Jan-2021	Change	Change %	Previous Week
Open	0.7749	0.7663	-0.0086	-1.1%	0.7706
High	0.7767	0.7700	-0.0067	-0.9%	0.7786
Low	0.7646	0.7594	-0.0052	-0.7%	0.7661
Close	0.7666	0.7697	0.0031	0.4%	0.7721
Range	0.0121	0.0106	-0.0015	-12.4%	0.0125
ATR	0.0077	0.0079	0.0002	2.7%	0.0000
Volume	156,828	162,635	5,807	3.7%	396,720

Daily Pivots for day following 28-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7981	0.7945	0.7755
R3	0.7875	0.7839	0.7726
R2	0.7769	0.7769	0.7716
R1	0.7733	0.7733	0.7707	0.7751
PP	0.7663	0.7663	0.7663	0.7672
S1	0.7627	0.7627	0.7687	0.7645
S2	0.7557	0.7557	0.7678
S3	0.7451	0.7521	0.7668
S4	0.7345	0.7415	0.7639

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	0.7773	0.7594	0.0179	2.3%	0.0089	1.2%	58%	False	True	122,516
10	0.7808	0.7594	0.0215	2.8%	0.0081	1.0%	48%	False	True	112,498
20	0.7825	0.7594	0.0231	3.0%	0.0083	1.1%	45%	False	True	110,211
40	0.7825	0.7349	0.0476	6.2%	0.0072	0.9%	73%	False	False	87,694
60	0.7825	0.6996	0.0829	10.8%	0.0072	0.9%	85%	False	False	58,572
80	0.7825	0.6996	0.0829	10.8%	0.0068	0.9%	85%	False	False	43,938
100	0.7825	0.6996	0.0829	10.8%	0.0068	0.9%	85%	False	False	35,155

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8150
2.618	0.7977
1.618	0.7871
1.000	0.7806
0.618	0.7765
HIGH	0.7700
0.618	0.7659
0.500	0.7647
0.382	0.7634
LOW	0.7594
0.618	0.7528
1.000	0.7488
1.618	0.7422
2.618	0.7316
4.250	0.7143

Fisher Pivots for day following 28-Jan-2021
Pivot	1 day	3 day
R1	0.7680	0.7691
PP	0.7663	0.7686
S1	0.7647	0.7680

Download as Excel Spreadsheet

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

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