CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 19-Feb-2021

Day Change Summary
	Previous	Current
	18-Feb-2021	19-Feb-2021	Change	Change %	Previous Week
Open	0.7753	0.7769	0.0016	0.2%	0.7763
High	0.7791	0.7879	0.0088	1.1%	0.7879
Low	0.7732	0.7758	0.0027	0.3%	0.7726
Close	0.7769	0.7866	0.0098	1.3%	0.7866
Range	0.0059	0.0121	0.0062	104.2%	0.0153
ATR	0.0065	0.0069	0.0004	6.0%	0.0000
Volume	106,367	127,526	21,159	19.9%	484,976

Daily Pivots for day following 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8196	0.8151	0.7932
R3	0.8075	0.8031	0.7899
R2	0.7955	0.7955	0.7888
R1	0.7910	0.7910	0.7877	0.7933
PP	0.7834	0.7834	0.7834	0.7845
S1	0.7790	0.7790	0.7855	0.7812
S2	0.7714	0.7714	0.7844
S3	0.7593	0.7669	0.7833
S4	0.7473	0.7549	0.7800

Weekly Pivots for week ending 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8282	0.8227	0.7950
R3	0.8129	0.8074	0.7908
R2	0.7976	0.7976	0.7894
R1	0.7921	0.7921	0.7880	0.7949
PP	0.7823	0.7823	0.7823	0.7837
S1	0.7768	0.7768	0.7852	0.7796
S2	0.7670	0.7670	0.7838
S3	0.7517	0.7615	0.7824
S4	0.7364	0.7462	0.7782

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7879	0.7719	0.0160	2.0%	0.0067	0.9%	92%	True	False	111,813
10	0.7879	0.7584	0.0295	3.7%	0.0063	0.8%	96%	True	False	96,569
20	0.7879	0.7566	0.0313	4.0%	0.0070	0.9%	96%	True	False	106,314
40	0.7879	0.7529	0.0350	4.4%	0.0072	0.9%	96%	True	False	102,305
60	0.7879	0.7272	0.0607	7.7%	0.0069	0.9%	98%	True	False	83,757
80	0.7879	0.6996	0.0883	11.2%	0.0070	0.9%	99%	True	False	62,854
100	0.7879	0.6996	0.0883	11.2%	0.0067	0.9%	99%	True	False	50,288
120	0.7879	0.6996	0.0883	11.2%	0.0067	0.9%	99%	True	False	41,910

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.8391
2.618	0.8194
1.618	0.8073
1.000	0.7999
0.618	0.7953
HIGH	0.7879
0.618	0.7832
0.500	0.7818
0.382	0.7804
LOW	0.7758
0.618	0.7684
1.000	0.7638
1.618	0.7563
2.618	0.7443
4.250	0.7246

Fisher Pivots for day following 19-Feb-2021
Pivot	1 day	3 day
R1	0.7850	0.7845
PP	0.7834	0.7823
S1	0.7818	0.7802

Download as Excel Spreadsheet

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

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