CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 25-Feb-2021

Day Change Summary
	Previous	Current
	24-Feb-2021	25-Feb-2021	Change	Change %	Previous Week
Open	0.7912	0.7965	0.0053	0.7%	0.7763
High	0.7974	0.8008	0.0034	0.4%	0.7879
Low	0.7896	0.7860	-0.0037	-0.5%	0.7726
Close	0.7944	0.7904	-0.0040	-0.5%	0.7866
Range	0.0078	0.0149	0.0071	90.4%	0.0153
ATR	0.0069	0.0075	0.0006	8.2%	0.0000
Volume	122,990	174,804	51,814	42.1%	484,976

Daily Pivots for day following 25-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8369	0.8285	0.7985
R3	0.8221	0.8136	0.7944
R2	0.8072	0.8072	0.7931
R1	0.7988	0.7988	0.7917	0.7956
PP	0.7924	0.7924	0.7924	0.7908
S1	0.7839	0.7839	0.7890	0.7807
S2	0.7775	0.7775	0.7876
S3	0.7627	0.7691	0.7863
S4	0.7478	0.7542	0.7822

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	0.8008	0.7758	0.0250	3.2%	0.0095	1.2%	58%	True	False	133,931
10	0.8008	0.7714	0.0295	3.7%	0.0075	0.9%	65%	True	False	117,027
20	0.8008	0.7566	0.0443	5.6%	0.0070	0.9%	76%	True	False	110,923
40	0.8008	0.7566	0.0443	5.6%	0.0075	0.9%	76%	True	False	108,301
60	0.8008	0.7345	0.0663	8.4%	0.0071	0.9%	84%	True	False	92,749
80	0.8008	0.6996	0.1012	12.8%	0.0071	0.9%	90%	True	False	69,628
100	0.8008	0.6996	0.1012	12.8%	0.0068	0.9%	90%	True	False	55,709
120	0.8008	0.6996	0.1012	12.8%	0.0068	0.9%	90%	True	False	46,427

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	0.8639
2.618	0.8397
1.618	0.8248
1.000	0.8157
0.618	0.8100
HIGH	0.8008
0.618	0.7951
0.500	0.7934
0.382	0.7916
LOW	0.7860
0.618	0.7768
1.000	0.7711
1.618	0.7619
2.618	0.7471
4.250	0.7228

Fisher Pivots for day following 25-Feb-2021
Pivot	1 day	3 day
R1	0.7934	0.7934
PP	0.7924	0.7924
S1	0.7914	0.7914

Download as Excel Spreadsheet

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

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