CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 16-Feb-2021

Day Change Summary
	Previous	Current
	12-Feb-2021	16-Feb-2021	Change	Change %	Previous Week
Open	0.7756	0.7763	0.0007	0.1%	0.7673
High	0.7766	0.7807	0.0041	0.5%	0.7773
Low	0.7719	0.7746	0.0027	0.3%	0.7653
Close	0.7757	0.7763	0.0006	0.1%	0.7757
Range	0.0047	0.0061	0.0015	31.2%	0.0121
ATR	0.0068	0.0067	0.0000	-0.7%	0.0000
Volume	74,090	144,765	70,675	95.4%	388,945

Daily Pivots for day following 16-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7955	0.7920	0.7796
R3	0.7894	0.7859	0.7779
R2	0.7833	0.7833	0.7774
R1	0.7798	0.7798	0.7768	0.7793
PP	0.7772	0.7772	0.7772	0.7769
S1	0.7737	0.7737	0.7757	0.7732
S2	0.7711	0.7711	0.7751
S3	0.7650	0.7676	0.7746
S4	0.7589	0.7615	0.7729

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	0.7807	0.7703	0.0104	1.3%	0.0049	0.6%	58%	True	False	90,746
10	0.7807	0.7566	0.0241	3.1%	0.0059	0.8%	82%	True	False	91,811
20	0.7807	0.7566	0.0241	3.1%	0.0067	0.9%	82%	True	False	104,410
40	0.7825	0.7471	0.0354	4.6%	0.0073	0.9%	82%	False	False	101,697
60	0.7825	0.7261	0.0564	7.3%	0.0068	0.9%	89%	False	False	78,102
80	0.7825	0.6996	0.0829	10.7%	0.0069	0.9%	93%	False	False	58,603
100	0.7825	0.6996	0.0829	10.7%	0.0067	0.9%	93%	False	False	46,887
120	0.7825	0.6996	0.0829	10.7%	0.0066	0.9%	93%	False	False	39,075

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8066
2.618	0.7966
1.618	0.7905
1.000	0.7868
0.618	0.7844
HIGH	0.7807
0.618	0.7783
0.500	0.7776
0.382	0.7769
LOW	0.7746
0.618	0.7708
1.000	0.7685
1.618	0.7647
2.618	0.7586
4.250	0.7486

Fisher Pivots for day following 16-Feb-2021
Pivot	1 day	3 day
R1	0.7776	0.7762
PP	0.7772	0.7761
S1	0.7767	0.7760

Download as Excel Spreadsheet

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

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