CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 09-Feb-2021

Day Change Summary
	Previous	Current
	08-Feb-2021	09-Feb-2021	Change	Change %	Previous Week
Open	0.7673	0.7706	0.0033	0.4%	0.7630
High	0.7716	0.7742	0.0026	0.3%	0.7682
Low	0.7653	0.7703	0.0050	0.7%	0.7566
Close	0.7705	0.7739	0.0034	0.4%	0.7670
Range	0.0064	0.0039	-0.0025	-38.6%	0.0117
ATR	0.0075	0.0073	-0.0003	-3.4%	0.0000
Volume	79,976	76,894	-3,082	-3.9%	492,051

Daily Pivots for day following 09-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7845	0.7831	0.7760
R3	0.7806	0.7792	0.7750
R2	0.7767	0.7767	0.7746
R1	0.7753	0.7753	0.7743	0.7760
PP	0.7728	0.7728	0.7728	0.7731
S1	0.7714	0.7714	0.7735	0.7721
S2	0.7689	0.7689	0.7732
S3	0.7650	0.7675	0.7728
S4	0.7611	0.7636	0.7718

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	0.7742	0.7584	0.0158	2.0%	0.0057	0.7%	98%	True	False	84,842
10	0.7767	0.7566	0.0201	2.6%	0.0074	1.0%	86%	False	False	111,611
20	0.7808	0.7566	0.0243	3.1%	0.0073	0.9%	72%	False	False	105,263
40	0.7825	0.7471	0.0354	4.6%	0.0073	0.9%	76%	False	False	100,622
60	0.7825	0.7228	0.0597	7.7%	0.0068	0.9%	86%	False	False	71,834
80	0.7825	0.6996	0.0829	10.7%	0.0069	0.9%	90%	False	False	53,895
100	0.7825	0.6996	0.0829	10.7%	0.0068	0.9%	90%	False	False	43,119
120	0.7825	0.6996	0.0829	10.7%	0.0067	0.9%	90%	False	False	35,935

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	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7907
2.618	0.7844
1.618	0.7805
1.000	0.7781
0.618	0.7766
HIGH	0.7742
0.618	0.7727
0.500	0.7722
0.382	0.7717
LOW	0.7703
0.618	0.7678
1.000	0.7664
1.618	0.7639
2.618	0.7600
4.250	0.7537

Fisher Pivots for day following 09-Feb-2021
Pivot	1 day	3 day
R1	0.7733	0.7714
PP	0.7728	0.7688
S1	0.7722	0.7663

Download as Excel Spreadsheet

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

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