CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 29-Jan-2021

Day Change Summary
	Previous	Current
	28-Jan-2021	29-Jan-2021	Change	Change %	Previous Week
Open	0.7663	0.7678	0.0015	0.2%	0.7712
High	0.7700	0.7706	0.0007	0.1%	0.7767
Low	0.7594	0.7633	0.0040	0.5%	0.7594
Close	0.7697	0.7642	-0.0056	-0.7%	0.7642
Range	0.0106	0.0073	-0.0033	-31.1%	0.0173
ATR	0.0079	0.0079	0.0000	-0.5%	0.0000
Volume	162,635	147,726	-14,909	-9.2%	665,734

Daily Pivots for day following 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7879	0.7833	0.7682
R3	0.7806	0.7760	0.7662
R2	0.7733	0.7733	0.7655
R1	0.7687	0.7687	0.7648	0.7674
PP	0.7660	0.7660	0.7660	0.7653
S1	0.7614	0.7614	0.7635	0.7601
S2	0.7587	0.7587	0.7628
S3	0.7514	0.7541	0.7621
S4	0.7441	0.7468	0.7601

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8186	0.8087	0.7737
R3	0.8013	0.7914	0.7689
R2	0.7840	0.7840	0.7673
R1	0.7741	0.7741	0.7657	0.7704
PP	0.7667	0.7667	0.7667	0.7649
S1	0.7568	0.7568	0.7626	0.7531
S2	0.7494	0.7494	0.7610
S3	0.7321	0.7395	0.7594
S4	0.7148	0.7222	0.7546

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7767	0.7594	0.0173	2.3%	0.0090	1.2%	28%	False	False	133,146
10	0.7792	0.7594	0.0198	2.6%	0.0080	1.0%	24%	False	False	117,662
20	0.7825	0.7594	0.0231	3.0%	0.0082	1.1%	21%	False	False	113,776
40	0.7825	0.7358	0.0467	6.1%	0.0073	1.0%	61%	False	False	91,364
60	0.7825	0.7034	0.0791	10.3%	0.0072	0.9%	77%	False	False	61,032
80	0.7825	0.6996	0.0829	10.8%	0.0069	0.9%	78%	False	False	45,784
100	0.7825	0.6996	0.0829	10.8%	0.0069	0.9%	78%	False	False	36,632

Crabel Price Patterns
NR	True
NR4	True
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	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8016
2.618	0.7897
1.618	0.7824
1.000	0.7779
0.618	0.7751
HIGH	0.7706
0.618	0.7678
0.500	0.7670
0.382	0.7661
LOW	0.7633
0.618	0.7588
1.000	0.7560
1.618	0.7515
2.618	0.7442
4.250	0.7323

Fisher Pivots for day following 29-Jan-2021
Pivot	1 day	3 day
R1	0.7670	0.7680
PP	0.7660	0.7667
S1	0.7651	0.7654

Download as Excel Spreadsheet

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

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