CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 08-Mar-2021

Day Change Summary
	Previous	Current
	05-Mar-2021	08-Mar-2021	Change	Change %	Previous Week
Open	0.7722	0.7697	-0.0026	-0.3%	0.7718
High	0.7727	0.7723	-0.0004	-0.1%	0.7839
Low	0.7623	0.7637	0.0014	0.2%	0.7623
Close	0.7690	0.7663	-0.0027	-0.4%	0.7690
Range	0.0105	0.0087	-0.0018	-17.2%	0.0217
ATR	0.0087	0.0087	0.0000	-0.1%	0.0000
Volume	160,656	128,369	-32,287	-20.1%	673,248

Daily Pivots for day following 08-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7934	0.7885	0.7710
R3	0.7847	0.7798	0.7686
R2	0.7761	0.7761	0.7678
R1	0.7712	0.7712	0.7670	0.7693
PP	0.7674	0.7674	0.7674	0.7665
S1	0.7625	0.7625	0.7655	0.7606
S2	0.7588	0.7588	0.7647
S3	0.7501	0.7539	0.7639
S4	0.7415	0.7452	0.7615

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%	0.0094	1.2%	18%	False	False	133,054
10	0.8008	0.7623	0.0386	5.0%	0.0102	1.3%	10%	False	False	143,827
20	0.8008	0.7623	0.0386	5.0%	0.0081	1.1%	10%	False	False	122,158
40	0.8008	0.7566	0.0443	5.8%	0.0079	1.0%	22%	False	False	115,593
60	0.8008	0.7414	0.0594	7.8%	0.0077	1.0%	42%	False	False	108,223
80	0.8008	0.7228	0.0780	10.2%	0.0071	0.9%	56%	False	False	82,456
100	0.8008	0.6996	0.1012	13.2%	0.0072	0.9%	66%	False	False	65,979
120	0.8008	0.6996	0.1012	13.2%	0.0071	0.9%	66%	False	False	54,986

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8091
2.618	0.7949
1.618	0.7863
1.000	0.7810
0.618	0.7776
HIGH	0.7723
0.618	0.7690
0.500	0.7680
0.382	0.7670
LOW	0.7637
0.618	0.7583
1.000	0.7550
1.618	0.7497
2.618	0.7410
4.250	0.7269

Fisher Pivots for day following 08-Mar-2021
Pivot	1 day	3 day
R1	0.7680	0.7719
PP	0.7674	0.7700
S1	0.7668	0.7681

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

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