CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 24-Feb-2021

Day Change Summary
	Previous	Current
	23-Feb-2021	24-Feb-2021	Change	Change %	Previous Week
Open	0.7916	0.7912	-0.0004	-0.1%	0.7763
High	0.7936	0.7974	0.0039	0.5%	0.7879
Low	0.7881	0.7896	0.0015	0.2%	0.7726
Close	0.7912	0.7944	0.0032	0.4%	0.7866
Range	0.0055	0.0078	0.0024	43.1%	0.0153
ATR	0.0068	0.0069	0.0001	1.0%	0.0000
Volume	113,356	122,990	9,634	8.5%	484,976

Daily Pivots for day following 24-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8172	0.8136	0.7986
R3	0.8094	0.8058	0.7965
R2	0.8016	0.8016	0.7958
R1	0.7980	0.7980	0.7951	0.7998
PP	0.7938	0.7938	0.7938	0.7947
S1	0.7902	0.7902	0.7936	0.7920
S2	0.7860	0.7860	0.7929
S3	0.7782	0.7824	0.7922
S4	0.7704	0.7746	0.7901

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	0.7974	0.7732	0.0243	3.1%	0.0077	1.0%	87%	True	False	120,244
10	0.7974	0.7714	0.0261	3.3%	0.0064	0.8%	88%	True	False	108,438
20	0.7974	0.7566	0.0409	5.1%	0.0069	0.9%	93%	True	False	110,024
40	0.7974	0.7564	0.0411	5.2%	0.0073	0.9%	93%	True	False	105,611
60	0.7974	0.7345	0.0629	7.9%	0.0069	0.9%	95%	True	False	89,850
80	0.7974	0.6996	0.0978	12.3%	0.0070	0.9%	97%	True	False	67,443
100	0.7974	0.6996	0.0978	12.3%	0.0067	0.8%	97%	True	False	53,961
120	0.7974	0.6996	0.0978	12.3%	0.0068	0.9%	97%	True	False	44,971

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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8306
2.618	0.8178
1.618	0.8100
1.000	0.8052
0.618	0.8022
HIGH	0.7974
0.618	0.7944
0.500	0.7935
0.382	0.7926
LOW	0.7896
0.618	0.7848
1.000	0.7818
1.618	0.7770
2.618	0.7692
4.250	0.7565

Fisher Pivots for day following 24-Feb-2021
Pivot	1 day	3 day
R1	0.7941	0.7934
PP	0.7938	0.7925
S1	0.7935	0.7915

Download as Excel Spreadsheet

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

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