CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 04-Feb-2021

Day Change Summary
	Previous	Current
	03-Feb-2021	04-Feb-2021	Change	Change %	Previous Week
Open	0.7609	0.7623	0.0014	0.2%	0.7712
High	0.7628	0.7650	0.0022	0.3%	0.7767
Low	0.7603	0.7590	-0.0013	-0.2%	0.7594
Close	0.7625	0.7604	-0.0021	-0.3%	0.7642
Range	0.0025	0.0060	0.0035	138.0%	0.0173
ATR	0.0075	0.0074	-0.0001	-1.5%	0.0000
Volume	89,876	85,694	-4,182	-4.7%	665,734

Daily Pivots for day following 04-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7793	0.7758	0.7636
R3	0.7733	0.7698	0.7620
R2	0.7674	0.7674	0.7614
R1	0.7639	0.7639	0.7609	0.7627
PP	0.7614	0.7614	0.7614	0.7608
S1	0.7579	0.7579	0.7598	0.7567
S2	0.7555	0.7555	0.7593
S3	0.7495	0.7520	0.7587
S4	0.7436	0.7460	0.7571

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	0.7706	0.7566	0.0141	1.8%	0.0063	0.8%	27%	False	False	109,600
10	0.7773	0.7566	0.0207	2.7%	0.0076	1.0%	18%	False	False	116,058
20	0.7822	0.7566	0.0256	3.4%	0.0076	1.0%	15%	False	False	109,403
40	0.7825	0.7408	0.0417	5.5%	0.0073	1.0%	47%	False	False	100,439
60	0.7825	0.7228	0.0597	7.8%	0.0068	0.9%	63%	False	False	67,695
80	0.7825	0.6996	0.0829	10.9%	0.0069	0.9%	73%	False	False	50,787
100	0.7825	0.6996	0.0829	10.9%	0.0068	0.9%	73%	False	False	40,634
120	0.7825	0.6996	0.0829	10.9%	0.0066	0.9%	73%	False	False	33,863

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7902
2.618	0.7805
1.618	0.7746
1.000	0.7709
0.618	0.7686
HIGH	0.7650
0.618	0.7627
0.500	0.7620
0.382	0.7613
LOW	0.7590
0.618	0.7553
1.000	0.7531
1.618	0.7494
2.618	0.7434
4.250	0.7337

Fisher Pivots for day following 04-Feb-2021
Pivot	1 day	3 day
R1	0.7620	0.7615
PP	0.7614	0.7611
S1	0.7609	0.7607

Download as Excel Spreadsheet

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

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