CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 12-Feb-2021

Day Change Summary
	Previous	Current
	11-Feb-2021	12-Feb-2021	Change	Change %	Previous Week
Open	0.7724	0.7756	0.0032	0.4%	0.7673
High	0.7773	0.7766	-0.0008	-0.1%	0.7773
Low	0.7714	0.7719	0.0006	0.1%	0.7653
Close	0.7750	0.7757	0.0007	0.1%	0.7757
Range	0.0060	0.0047	-0.0013	-21.8%	0.0121
ATR	0.0069	0.0068	-0.0002	-2.4%	0.0000
Volume	69,080	74,090	5,010	7.3%	388,945

Daily Pivots for day following 12-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7887	0.7868	0.7782
R3	0.7840	0.7822	0.7769
R2	0.7794	0.7794	0.7765
R1	0.7775	0.7775	0.7761	0.7784
PP	0.7747	0.7747	0.7747	0.7752
S1	0.7729	0.7729	0.7752	0.7738
S2	0.7701	0.7701	0.7748
S3	0.7654	0.7682	0.7744
S4	0.7608	0.7636	0.7731

Weekly Pivots for week ending 12-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8089	0.8043	0.7823
R3	0.7968	0.7923	0.7790
R2	0.7848	0.7848	0.7779
R1	0.7802	0.7802	0.7768	0.7825
PP	0.7727	0.7727	0.7727	0.7739
S1	0.7682	0.7682	0.7745	0.7705
S2	0.7607	0.7607	0.7734
S3	0.7486	0.7561	0.7723
S4	0.7366	0.7441	0.7690

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7773	0.7653	0.0121	1.6%	0.0049	0.6%	86%	False	False	77,789
10	0.7773	0.7566	0.0208	2.7%	0.0058	0.8%	92%	False	False	88,099
20	0.7792	0.7566	0.0226	2.9%	0.0069	0.9%	85%	False	False	102,880
40	0.7825	0.7471	0.0354	4.6%	0.0072	0.9%	81%	False	False	99,993
60	0.7825	0.7261	0.0564	7.3%	0.0068	0.9%	88%	False	False	75,694
80	0.7825	0.6996	0.0829	10.7%	0.0069	0.9%	92%	False	False	56,794
100	0.7825	0.6996	0.0829	10.7%	0.0067	0.9%	92%	False	False	45,439
120	0.7825	0.6996	0.0829	10.7%	0.0066	0.9%	92%	False	False	37,869

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7963
2.618	0.7887
1.618	0.7841
1.000	0.7812
0.618	0.7794
HIGH	0.7766
0.618	0.7748
0.500	0.7742
0.382	0.7737
LOW	0.7719
0.618	0.7690
1.000	0.7673
1.618	0.7644
2.618	0.7597
4.250	0.7521

Fisher Pivots for day following 12-Feb-2021
Pivot	1 day	3 day
R1	0.7752	0.7752
PP	0.7747	0.7748
S1	0.7742	0.7743

Download as Excel Spreadsheet

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

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