CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 23-Feb-2021

Day Change Summary
	Previous	Current
	22-Feb-2021	23-Feb-2021	Change	Change %	Previous Week
Open	0.7873	0.7916	0.0044	0.6%	0.7763
High	0.7930	0.7936	0.0006	0.1%	0.7879
Low	0.7856	0.7881	0.0025	0.3%	0.7726
Close	0.7925	0.7912	-0.0013	-0.2%	0.7866
Range	0.0074	0.0055	-0.0019	-25.9%	0.0153
ATR	0.0070	0.0068	-0.0001	-1.5%	0.0000
Volume	130,983	113,356	-17,627	-13.5%	484,976

Daily Pivots for day following 23-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8073	0.8047	0.7942
R3	0.8019	0.7993	0.7927
R2	0.7964	0.7964	0.7922
R1	0.7938	0.7938	0.7917	0.7924
PP	0.7910	0.7910	0.7910	0.7902
S1	0.7884	0.7884	0.7907	0.7869
S2	0.7855	0.7855	0.7902
S3	0.7801	0.7829	0.7897
S4	0.7746	0.7775	0.7882

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	0.7936	0.7726	0.0210	2.7%	0.0071	0.9%	89%	True	False	116,910
10	0.7936	0.7703	0.0233	2.9%	0.0060	0.8%	90%	True	False	103,828
20	0.7936	0.7566	0.0370	4.7%	0.0069	0.9%	94%	True	False	108,710
40	0.7936	0.7564	0.0372	4.7%	0.0072	0.9%	94%	True	False	103,782
60	0.7936	0.7330	0.0606	7.7%	0.0069	0.9%	96%	True	False	87,810
80	0.7936	0.6996	0.0940	11.9%	0.0070	0.9%	97%	True	False	65,908
100	0.7936	0.6996	0.0940	11.9%	0.0067	0.8%	97%	True	False	52,731
120	0.7936	0.6996	0.0940	11.9%	0.0068	0.9%	97%	True	False	43,946

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8167
2.618	0.8078
1.618	0.8024
1.000	0.7990
0.618	0.7969
HIGH	0.7936
0.618	0.7915
0.500	0.7908
0.382	0.7902
LOW	0.7881
0.618	0.7847
1.000	0.7827
1.618	0.7793
2.618	0.7738
4.250	0.7649

Fisher Pivots for day following 23-Feb-2021
Pivot	1 day	3 day
R1	0.7911	0.7890
PP	0.7910	0.7869
S1	0.7908	0.7847

Download as Excel Spreadsheet

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

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