CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 02-Mar-2021

Day Change Summary
	Previous	Current
	01-Mar-2021	02-Mar-2021	Change	Change %	Previous Week
Open	0.7718	0.7773	0.0056	0.7%	0.7873
High	0.7788	0.7838	0.0051	0.6%	0.8008
Low	0.7714	0.7736	0.0023	0.3%	0.7692
Close	0.7776	0.7829	0.0053	0.7%	0.7711
Range	0.0074	0.0102	0.0028	37.8%	0.0316
ATR	0.0084	0.0085	0.0001	1.5%	0.0000
Volume	136,343	118,247	-18,096	-13.3%	767,639

Daily Pivots for day following 02-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8107	0.8070	0.7885
R3	0.8005	0.7968	0.7857
R2	0.7903	0.7903	0.7848
R1	0.7866	0.7866	0.7838	0.7885
PP	0.7801	0.7801	0.7801	0.7810
S1	0.7764	0.7764	0.7820	0.7783
S2	0.7699	0.7699	0.7810
S3	0.7597	0.7662	0.7801
S4	0.7495	0.7560	0.7773

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	4.0%	0.0119	1.5%	43%	False	False	155,578
10	0.8008	0.7692	0.0316	4.0%	0.0095	1.2%	43%	False	False	136,244
20	0.8008	0.7566	0.0443	5.7%	0.0077	1.0%	60%	False	False	114,027
40	0.8008	0.7566	0.0443	5.7%	0.0080	1.0%	60%	False	False	114,510
60	0.8008	0.7379	0.0630	8.0%	0.0074	0.9%	72%	False	False	100,680
80	0.8008	0.7056	0.0952	12.2%	0.0072	0.9%	81%	False	False	75,626
100	0.8008	0.6996	0.1012	12.9%	0.0070	0.9%	82%	False	False	60,509
120	0.8008	0.6996	0.1012	12.9%	0.0070	0.9%	82%	False	False	50,428

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8272
2.618	0.8105
1.618	0.8003
1.000	0.7940
0.618	0.7901
HIGH	0.7838
0.618	0.7799
0.500	0.7787
0.382	0.7775
LOW	0.7736
0.618	0.7673
1.000	0.7634
1.618	0.7571
2.618	0.7469
4.250	0.7303

Fisher Pivots for day following 02-Mar-2021
Pivot	1 day	3 day
R1	0.7815	0.7815
PP	0.7801	0.7802
S1	0.7787	0.7788

Download as Excel Spreadsheet

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

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