CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 03-Mar-2021

Day Change Summary
	Previous	Current
	02-Mar-2021	03-Mar-2021	Change	Change %	Previous Week
Open	0.7773	0.7818	0.0045	0.6%	0.7873
High	0.7838	0.7839	0.0001	0.0%	0.8008
Low	0.7736	0.7771	0.0035	0.5%	0.7692
Close	0.7829	0.7794	-0.0035	-0.4%	0.7711
Range	0.0102	0.0068	-0.0034	-33.3%	0.0316
ATR	0.0085	0.0084	-0.0001	-1.5%	0.0000
Volume	118,247	107,150	-11,097	-9.4%	767,639

Daily Pivots for day following 03-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8005	0.7968	0.7831
R3	0.7937	0.7900	0.7813
R2	0.7869	0.7869	0.7806
R1	0.7832	0.7832	0.7800	0.7817
PP	0.7801	0.7801	0.7801	0.7794
S1	0.7764	0.7764	0.7788	0.7749
S2	0.7733	0.7733	0.7782
S3	0.7665	0.7696	0.7775
S4	0.7597	0.7628	0.7757

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%	0.0117	1.5%	32%	False	False	152,410
10	0.8008	0.7692	0.0316	4.1%	0.0097	1.2%	32%	False	False	136,327
20	0.8008	0.7584	0.0424	5.4%	0.0075	1.0%	50%	False	False	113,532
40	0.8008	0.7566	0.0443	5.7%	0.0079	1.0%	52%	False	False	114,120
60	0.8008	0.7379	0.0630	8.1%	0.0075	1.0%	66%	False	False	102,426
80	0.8008	0.7151	0.0857	11.0%	0.0071	0.9%	75%	False	False	76,963
100	0.8008	0.6996	0.1012	13.0%	0.0070	0.9%	79%	False	False	61,581
120	0.8008	0.6996	0.1012	13.0%	0.0069	0.9%	79%	False	False	51,320

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8128
2.618	0.8017
1.618	0.7949
1.000	0.7907
0.618	0.7881
HIGH	0.7839
0.618	0.7813
0.500	0.7805
0.382	0.7797
LOW	0.7771
0.618	0.7729
1.000	0.7703
1.618	0.7661
2.618	0.7593
4.250	0.7482

Fisher Pivots for day following 03-Mar-2021
Pivot	1 day	3 day
R1	0.7805	0.7788
PP	0.7801	0.7782
S1	0.7798	0.7776

Download as Excel Spreadsheet

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

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