CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 18-Feb-2021

Day Change Summary
	Previous	Current
	17-Feb-2021	18-Feb-2021	Change	Change %	Previous Week
Open	0.7752	0.7753	0.0002	0.0%	0.7673
High	0.7773	0.7791	0.0018	0.2%	0.7773
Low	0.7726	0.7732	0.0006	0.1%	0.7653
Close	0.7750	0.7769	0.0019	0.2%	0.7757
Range	0.0048	0.0059	0.0012	24.2%	0.0121
ATR	0.0066	0.0065	0.0000	-0.7%	0.0000
Volume	106,318	106,367	49	0.0%	388,945

Daily Pivots for day following 18-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7941	0.7914	0.7801
R3	0.7882	0.7855	0.7785
R2	0.7823	0.7823	0.7779
R1	0.7796	0.7796	0.7774	0.7809
PP	0.7764	0.7764	0.7764	0.7770
S1	0.7737	0.7737	0.7763	0.7750
S2	0.7705	0.7705	0.7758
S3	0.7646	0.7678	0.7752
S4	0.7587	0.7619	0.7736

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%	0.0055	0.7%	59%	False	False	100,124
10	0.7807	0.7584	0.0223	2.9%	0.0057	0.7%	83%	False	False	92,386
20	0.7807	0.7566	0.0241	3.1%	0.0066	0.8%	84%	False	False	104,052
40	0.7825	0.7471	0.0354	4.6%	0.0073	0.9%	84%	False	False	102,972
60	0.7825	0.7272	0.0553	7.1%	0.0068	0.9%	90%	False	False	81,635
80	0.7825	0.6996	0.0829	10.7%	0.0069	0.9%	93%	False	False	61,261
100	0.7825	0.6996	0.0829	10.7%	0.0066	0.9%	93%	False	False	49,013
120	0.7825	0.6996	0.0829	10.7%	0.0067	0.9%	93%	False	False	40,847

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8041
2.618	0.7945
1.618	0.7886
1.000	0.7850
0.618	0.7827
HIGH	0.7791
0.618	0.7768
0.500	0.7761
0.382	0.7754
LOW	0.7732
0.618	0.7695
1.000	0.7673
1.618	0.7636
2.618	0.7577
4.250	0.7481

Fisher Pivots for day following 18-Feb-2021
Pivot	1 day	3 day
R1	0.7766	0.7768
PP	0.7764	0.7767
S1	0.7761	0.7766

Download as Excel Spreadsheet

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

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