CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 02-Feb-2021

Day Change Summary
	Previous	Current
	01-Feb-2021	02-Feb-2021	Change	Change %	Previous Week
Open	0.7630	0.7629	-0.0001	0.0%	0.7712
High	0.7665	0.7664	-0.0001	0.0%	0.7767
Low	0.7608	0.7566	-0.0042	-0.6%	0.7594
Close	0.7645	0.7593	-0.0052	-0.7%	0.7642
Range	0.0057	0.0098	0.0041	71.9%	0.0173
ATR	0.0077	0.0079	0.0001	1.9%	0.0000
Volume	107,642	117,066	9,424	8.8%	665,734

Daily Pivots for day following 02-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7901	0.7845	0.7647
R3	0.7803	0.7747	0.7620
R2	0.7705	0.7705	0.7611
R1	0.7649	0.7649	0.7602	0.7628
PP	0.7607	0.7607	0.7607	0.7597
S1	0.7551	0.7551	0.7584	0.7530
S2	0.7509	0.7509	0.7575
S3	0.7411	0.7453	0.7566
S4	0.7313	0.7355	0.7539

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	0.7566	0.0201	2.6%	0.0091	1.2%	14%	False	True	138,379
10	0.7786	0.7566	0.0220	2.9%	0.0078	1.0%	13%	False	True	115,485
20	0.7825	0.7566	0.0259	3.4%	0.0082	1.1%	11%	False	True	114,708
40	0.7825	0.7379	0.0446	5.9%	0.0074	1.0%	48%	False	False	96,874
60	0.7825	0.7151	0.0674	8.9%	0.0069	0.9%	66%	False	False	64,774
80	0.7825	0.6996	0.0829	10.9%	0.0069	0.9%	72%	False	False	48,593
100	0.7825	0.6996	0.0829	10.9%	0.0068	0.9%	72%	False	False	38,878

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8080
2.618	0.7920
1.618	0.7822
1.000	0.7762
0.618	0.7724
HIGH	0.7664
0.618	0.7626
0.500	0.7615
0.382	0.7603
LOW	0.7566
0.618	0.7505
1.000	0.7468
1.618	0.7407
2.618	0.7309
4.250	0.7149

Fisher Pivots for day following 02-Feb-2021
Pivot	1 day	3 day
R1	0.7615	0.7636
PP	0.7607	0.7622
S1	0.7600	0.7607

Download as Excel Spreadsheet

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

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