CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 17-Feb-2021

Day Change Summary
	Previous	Current
	16-Feb-2021	17-Feb-2021	Change	Change %	Previous Week
Open	0.7763	0.7752	-0.0011	-0.1%	0.7673
High	0.7807	0.7773	-0.0034	-0.4%	0.7773
Low	0.7746	0.7726	-0.0020	-0.3%	0.7653
Close	0.7763	0.7750	-0.0013	-0.2%	0.7757
Range	0.0061	0.0048	-0.0014	-22.1%	0.0121
ATR	0.0067	0.0066	-0.0001	-2.1%	0.0000
Volume	144,765	106,318	-38,447	-26.6%	388,945

Daily Pivots for day following 17-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7869	0.7776
R3	0.7845	0.7821	0.7763
R2	0.7797	0.7797	0.7759
R1	0.7774	0.7774	0.7754	0.7762
PP	0.7750	0.7750	0.7750	0.7744
S1	0.7726	0.7726	0.7746	0.7714
S2	0.7702	0.7702	0.7741
S3	0.7655	0.7679	0.7737
S4	0.7607	0.7631	0.7724

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	0.7714	0.0093	1.2%	0.0051	0.7%	39%	False	False	96,631
10	0.7807	0.7584	0.0223	2.9%	0.0054	0.7%	75%	False	False	90,737
20	0.7807	0.7566	0.0241	3.1%	0.0066	0.9%	77%	False	False	103,111
40	0.7825	0.7471	0.0354	4.6%	0.0072	0.9%	79%	False	False	102,430
60	0.7825	0.7261	0.0564	7.3%	0.0068	0.9%	87%	False	False	79,868
80	0.7825	0.6996	0.0829	10.7%	0.0069	0.9%	91%	False	False	59,932
100	0.7825	0.6996	0.0829	10.7%	0.0067	0.9%	91%	False	False	47,949
120	0.7825	0.6996	0.0829	10.7%	0.0066	0.9%	91%	False	False	39,961

Crabel Price Patterns
NR	True
NR4	False
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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7975
2.618	0.7897
1.618	0.7850
1.000	0.7821
0.618	0.7802
HIGH	0.7773
0.618	0.7755
0.500	0.7749
0.382	0.7744
LOW	0.7726
0.618	0.7696
1.000	0.7678
1.618	0.7649
2.618	0.7601
4.250	0.7524

Fisher Pivots for day following 17-Feb-2021
Pivot	1 day	3 day
R1	0.7750	0.7763
PP	0.7750	0.7759
S1	0.7749	0.7754

Download as Excel Spreadsheet

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

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