CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 05-Mar-2021

Day Change Summary
	Previous	Current
	04-Mar-2021	05-Mar-2021	Change	Change %	Previous Week
Open	0.7777	0.7722	-0.0055	-0.7%	0.7718
High	0.7815	0.7727	-0.0088	-1.1%	0.7839
Low	0.7709	0.7623	-0.0086	-1.1%	0.7623
Close	0.7729	0.7690	-0.0039	-0.5%	0.7690
Range	0.0107	0.0105	-0.0002	-1.9%	0.0217
ATR	0.0086	0.0087	0.0001	1.7%	0.0000
Volume	150,852	160,656	9,804	6.5%	673,248

Daily Pivots for day following 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7993	0.7946	0.7747
R3	0.7889	0.7841	0.7718
R2	0.7784	0.7784	0.7709
R1	0.7737	0.7737	0.7699	0.7708
PP	0.7680	0.7680	0.7680	0.7665
S1	0.7632	0.7632	0.7680	0.7604
S2	0.7575	0.7575	0.7670
S3	0.7471	0.7528	0.7661
S4	0.7366	0.7423	0.7632

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8367	0.8245	0.7809
R3	0.8150	0.8028	0.7749
R2	0.7934	0.7934	0.7729
R1	0.7812	0.7812	0.7709	0.7764
PP	0.7717	0.7717	0.7717	0.7693
S1	0.7595	0.7595	0.7670	0.7548
S2	0.7501	0.7501	0.7650
S3	0.7284	0.7379	0.7630
S4	0.7068	0.7162	0.7570

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7839	0.7623	0.0217	2.8%	0.0091	1.2%	31%	False	True	134,649
10	0.8008	0.7623	0.0386	5.0%	0.0100	1.3%	17%	False	True	144,088
20	0.8008	0.7584	0.0424	5.5%	0.0082	1.1%	25%	False	False	120,329
40	0.8008	0.7566	0.0443	5.8%	0.0079	1.0%	28%	False	False	114,866
60	0.8008	0.7408	0.0601	7.8%	0.0076	1.0%	47%	False	False	107,069
80	0.8008	0.7228	0.0780	10.1%	0.0071	0.9%	59%	False	False	80,853
100	0.8008	0.6996	0.1012	13.2%	0.0071	0.9%	69%	False	False	64,695
120	0.8008	0.6996	0.1012	13.2%	0.0070	0.9%	69%	False	False	53,916

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8171
2.618	0.8001
1.618	0.7896
1.000	0.7832
0.618	0.7792
HIGH	0.7727
0.618	0.7687
0.500	0.7675
0.382	0.7662
LOW	0.7623
0.618	0.7558
1.000	0.7518
1.618	0.7453
2.618	0.7349
4.250	0.7178

Fisher Pivots for day following 05-Mar-2021
Pivot	1 day	3 day
R1	0.7685	0.7731
PP	0.7680	0.7717
S1	0.7675	0.7703

Download as Excel Spreadsheet

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

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