CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 22-Feb-2021

Day Change Summary
	Previous	Current
	19-Feb-2021	22-Feb-2021	Change	Change %	Previous Week
Open	0.7769	0.7873	0.0104	1.3%	0.7763
High	0.7879	0.7930	0.0051	0.6%	0.7879
Low	0.7758	0.7856	0.0098	1.3%	0.7726
Close	0.7866	0.7925	0.0059	0.7%	0.7866
Range	0.0121	0.0074	-0.0047	-39.0%	0.0153
ATR	0.0069	0.0070	0.0000	0.4%	0.0000
Volume	127,526	130,983	3,457	2.7%	484,976

Daily Pivots for day following 22-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8124	0.8098	0.7965
R3	0.8050	0.8024	0.7945
R2	0.7977	0.7977	0.7938
R1	0.7951	0.7951	0.7931	0.7964
PP	0.7903	0.7903	0.7903	0.7910
S1	0.7877	0.7877	0.7918	0.7890
S2	0.7830	0.7830	0.7911
S3	0.7756	0.7804	0.7904
S4	0.7683	0.7730	0.7884

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	0.7930	0.7726	0.0204	2.6%	0.0072	0.9%	98%	True	False	123,191
10	0.7930	0.7653	0.0277	3.5%	0.0061	0.8%	98%	True	False	100,490
20	0.7930	0.7566	0.0364	4.6%	0.0070	0.9%	99%	True	False	108,134
40	0.7930	0.7534	0.0396	5.0%	0.0072	0.9%	99%	True	False	103,103
60	0.7930	0.7292	0.0638	8.0%	0.0069	0.9%	99%	True	False	85,933
80	0.7930	0.6996	0.0934	11.8%	0.0070	0.9%	99%	True	False	64,491
100	0.7930	0.6996	0.0934	11.8%	0.0067	0.8%	99%	True	False	51,598
120	0.7930	0.6996	0.0934	11.8%	0.0068	0.9%	99%	True	False	43,001

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	0.8242
2.618	0.8122
1.618	0.8048
1.000	0.8003
0.618	0.7975
HIGH	0.7930
0.618	0.7901
0.500	0.7893
0.382	0.7884
LOW	0.7856
0.618	0.7811
1.000	0.7783
1.618	0.7737
2.618	0.7664
4.250	0.7544

Fisher Pivots for day following 22-Feb-2021
Pivot	1 day	3 day
R1	0.7914	0.7893
PP	0.7903	0.7862
S1	0.7893	0.7831

Download as Excel Spreadsheet

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

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