CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 05-Feb-2021

Day Change Summary
	Previous	Current
	04-Feb-2021	05-Feb-2021	Change	Change %	Previous Week
Open	0.7623	0.7602	-0.0021	-0.3%	0.7630
High	0.7650	0.7682	0.0033	0.4%	0.7682
Low	0.7590	0.7584	-0.0006	-0.1%	0.7566
Close	0.7604	0.7670	0.0066	0.9%	0.7670
Range	0.0060	0.0098	0.0039	64.7%	0.0117
ATR	0.0074	0.0076	0.0002	2.3%	0.0000
Volume	85,694	91,773	6,079	7.1%	492,051

Daily Pivots for day following 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7939	0.7902	0.7723
R3	0.7841	0.7804	0.7696
R2	0.7743	0.7743	0.7687
R1	0.7706	0.7706	0.7678	0.7725
PP	0.7645	0.7645	0.7645	0.7654
S1	0.7608	0.7608	0.7661	0.7627
S2	0.7547	0.7547	0.7652
S3	0.7449	0.7510	0.7643
S4	0.7351	0.7412	0.7616

Weekly Pivots for week ending 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7989	0.7946	0.7734
R3	0.7872	0.7829	0.7702
R2	0.7756	0.7756	0.7691
R1	0.7713	0.7713	0.7680	0.7734
PP	0.7639	0.7639	0.7639	0.7650
S1	0.7596	0.7596	0.7659	0.7618
S2	0.7523	0.7523	0.7648
S3	0.7406	0.7480	0.7637
S4	0.7290	0.7363	0.7605

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7682	0.7566	0.0117	1.5%	0.0068	0.9%	89%	True	False	98,410
10	0.7767	0.7566	0.0201	2.6%	0.0079	1.0%	52%	False	False	115,778
20	0.7808	0.7566	0.0243	3.2%	0.0077	1.0%	43%	False	False	109,028
40	0.7825	0.7414	0.0411	5.4%	0.0075	1.0%	62%	False	False	101,255
60	0.7825	0.7228	0.0597	7.8%	0.0068	0.9%	74%	False	False	69,221
80	0.7825	0.6996	0.0829	10.8%	0.0069	0.9%	81%	False	False	51,934
100	0.7825	0.6996	0.0829	10.8%	0.0069	0.9%	81%	False	False	41,551
120	0.7825	0.6996	0.0829	10.8%	0.0066	0.9%	81%	False	False	34,628

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8099
2.618	0.7939
1.618	0.7841
1.000	0.7780
0.618	0.7743
HIGH	0.7682
0.618	0.7645
0.500	0.7633
0.382	0.7621
LOW	0.7584
0.618	0.7523
1.000	0.7486
1.618	0.7425
2.618	0.7327
4.250	0.7168

Fisher Pivots for day following 05-Feb-2021
Pivot	1 day	3 day
R1	0.7657	0.7657
PP	0.7645	0.7645
S1	0.7633	0.7633

Download as Excel Spreadsheet

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

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