CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 10-Mar-2021

Day Change Summary
	Previous	Current
	09-Mar-2021	10-Mar-2021	Change	Change %	Previous Week
Open	0.7645	0.7716	0.0072	0.9%	0.7718
High	0.7726	0.7746	0.0020	0.3%	0.7839
Low	0.7621	0.7669	0.0048	0.6%	0.7623
Close	0.7717	0.7736	0.0019	0.2%	0.7690
Range	0.0105	0.0077	-0.0028	-26.7%	0.0217
ATR	0.0088	0.0088	-0.0001	-0.9%	0.0000
Volume	119,335	170,293	50,958	42.7%	673,248

Daily Pivots for day following 10-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7948	0.7919	0.7778
R3	0.7871	0.7842	0.7757
R2	0.7794	0.7794	0.7750
R1	0.7765	0.7765	0.7743	0.7779
PP	0.7717	0.7717	0.7717	0.7724
S1	0.7688	0.7688	0.7728	0.7702
S2	0.7640	0.7640	0.7721
S3	0.7563	0.7611	0.7714
S4	0.7486	0.7534	0.7693

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	0.7815	0.7621	0.0194	2.5%	0.0096	1.2%	59%	False	False	145,901
10	0.8008	0.7621	0.0387	5.0%	0.0106	1.4%	30%	False	False	149,155
20	0.8008	0.7621	0.0387	5.0%	0.0085	1.1%	30%	False	False	128,796
40	0.8008	0.7566	0.0443	5.7%	0.0079	1.0%	38%	False	False	117,030
60	0.8008	0.7471	0.0537	6.9%	0.0077	1.0%	49%	False	False	110,014
80	0.8008	0.7228	0.0780	10.1%	0.0072	0.9%	65%	False	False	86,075
100	0.8008	0.6996	0.1012	13.1%	0.0073	0.9%	73%	False	False	68,875
120	0.8008	0.6996	0.1012	13.1%	0.0071	0.9%	73%	False	False	57,399

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	0.0024
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8073
2.618	0.7948
1.618	0.7871
1.000	0.7823
0.618	0.7794
HIGH	0.7746
0.618	0.7717
0.500	0.7708
0.382	0.7698
LOW	0.7669
0.618	0.7621
1.000	0.7592
1.618	0.7544
2.618	0.7467
4.250	0.7342

Fisher Pivots for day following 10-Mar-2021
Pivot	1 day	3 day
R1	0.7726	0.7718
PP	0.7717	0.7701
S1	0.7708	0.7684

Download as Excel Spreadsheet

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

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