CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 04-Mar-2021

Day Change Summary
	Previous	Current
	03-Mar-2021	04-Mar-2021	Change	Change %	Previous Week
Open	0.7818	0.7777	-0.0041	-0.5%	0.7873
High	0.7839	0.7815	-0.0024	-0.3%	0.8008
Low	0.7771	0.7709	-0.0063	-0.8%	0.7692
Close	0.7794	0.7729	-0.0066	-0.8%	0.7711
Range	0.0068	0.0107	0.0039	56.6%	0.0316
ATR	0.0084	0.0086	0.0002	1.9%	0.0000
Volume	107,150	150,852	43,702	40.8%	767,639

Daily Pivots for day following 04-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8070	0.8006	0.7787
R3	0.7964	0.7899	0.7758
R2	0.7857	0.7857	0.7748
R1	0.7793	0.7793	0.7738	0.7772
PP	0.7751	0.7751	0.7751	0.7740
S1	0.7686	0.7686	0.7719	0.7665
S2	0.7644	0.7644	0.7709
S3	0.7538	0.7580	0.7699
S4	0.7431	0.7473	0.7670

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	0.7885	0.7692	0.0193	2.5%	0.0109	1.4%	19%	False	False	147,619
10	0.8008	0.7692	0.0316	4.1%	0.0102	1.3%	12%	False	False	140,775
20	0.8008	0.7584	0.0424	5.5%	0.0080	1.0%	34%	False	False	116,580
40	0.8008	0.7566	0.0443	5.7%	0.0079	1.0%	37%	False	False	114,640
60	0.8008	0.7379	0.0630	8.1%	0.0076	1.0%	56%	False	False	104,656
80	0.8008	0.7228	0.0780	10.1%	0.0070	0.9%	64%	False	False	78,847
100	0.8008	0.6996	0.1012	13.1%	0.0071	0.9%	72%	False	False	63,089
120	0.8008	0.6996	0.1012	13.1%	0.0070	0.9%	72%	False	False	52,578

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8268
2.618	0.8094
1.618	0.7987
1.000	0.7922
0.618	0.7881
HIGH	0.7815
0.618	0.7774
0.500	0.7762
0.382	0.7749
LOW	0.7709
0.618	0.7643
1.000	0.7602
1.618	0.7536
2.618	0.7430
4.250	0.7256

Fisher Pivots for day following 04-Mar-2021
Pivot	1 day	3 day
R1	0.7762	0.7774
PP	0.7751	0.7759
S1	0.7740	0.7744

Download as Excel Spreadsheet

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

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