CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 26-Feb-2021

Day Change Summary
	Previous	Current
	25-Feb-2021	26-Feb-2021	Change	Change %	Previous Week
Open	0.7965	0.7878	-0.0087	-1.1%	0.7873
High	0.8008	0.7885	-0.0124	-1.5%	0.8008
Low	0.7860	0.7692	-0.0168	-2.1%	0.7692
Close	0.7904	0.7711	-0.0193	-2.4%	0.7711
Range	0.0149	0.0193	0.0044	29.6%	0.0316
ATR	0.0075	0.0085	0.0010	13.0%	0.0000
Volume	174,804	225,506	50,702	29.0%	767,639

Daily Pivots for day following 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8340	0.8218	0.7816
R3	0.8147	0.8025	0.7763
R2	0.7955	0.7955	0.7746
R1	0.7833	0.7833	0.7728	0.7798
PP	0.7762	0.7762	0.7762	0.7745
S1	0.7640	0.7640	0.7693	0.7605
S2	0.7570	0.7570	0.7675
S3	0.7377	0.7448	0.7658
S4	0.7185	0.7255	0.7605

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8752	0.8547	0.7884
R3	0.8436	0.8231	0.7797
R2	0.8120	0.8120	0.7768
R1	0.7915	0.7915	0.7739	0.7859
PP	0.7804	0.7804	0.7804	0.7776
S1	0.7599	0.7599	0.7682	0.7543
S2	0.7488	0.7488	0.7653
S3	0.7172	0.7283	0.7624
S4	0.6856	0.6967	0.7537

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8008	0.7692	0.0316	4.1%	0.0109	1.4%	6%	False	True	153,527
10	0.8008	0.7692	0.0316	4.1%	0.0088	1.1%	6%	False	True	132,670
20	0.8008	0.7566	0.0443	5.7%	0.0075	1.0%	33%	False	False	114,066
40	0.8008	0.7566	0.0443	5.7%	0.0079	1.0%	33%	False	False	112,139
60	0.8008	0.7349	0.0659	8.5%	0.0073	0.9%	55%	False	False	96,485
80	0.8008	0.6996	0.1012	13.1%	0.0073	0.9%	71%	False	False	72,446
100	0.8008	0.6996	0.1012	13.1%	0.0070	0.9%	71%	False	False	57,964
120	0.8008	0.6996	0.1012	13.1%	0.0070	0.9%	71%	False	False	48,307

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	0.0018
Widest range in 136 trading days

Fibonacci Retracements and Extensions
4.250	0.8703
2.618	0.8388
1.618	0.8196
1.000	0.8077
0.618	0.8003
HIGH	0.7885
0.618	0.7811
0.500	0.7788
0.382	0.7766
LOW	0.7692
0.618	0.7573
1.000	0.7500
1.618	0.7381
2.618	0.7188
4.250	0.6874

Fisher Pivots for day following 26-Feb-2021
Pivot	1 day	3 day
R1	0.7788	0.7850
PP	0.7762	0.7804
S1	0.7736	0.7757

Download as Excel Spreadsheet

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

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