CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 11-Mar-2021

Day Change Summary
	Previous	Current
	10-Mar-2021	11-Mar-2021	Change	Change %	Previous Week
Open	0.7716	0.7734	0.0018	0.2%	0.7718
High	0.7746	0.7794	0.0048	0.6%	0.7839
Low	0.7669	0.7724	0.0055	0.7%	0.7623
Close	0.7736	0.7788	0.0052	0.7%	0.7690
Range	0.0077	0.0071	-0.0007	-8.4%	0.0217
ATR	0.0088	0.0086	-0.0001	-1.4%	0.0000
Volume	170,293	115,433	-54,860	-32.2%	673,248

Daily Pivots for day following 11-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7980	0.7954	0.7826
R3	0.7909	0.7884	0.7807
R2	0.7839	0.7839	0.7800
R1	0.7813	0.7813	0.7794	0.7826
PP	0.7768	0.7768	0.7768	0.7775
S1	0.7743	0.7743	0.7781	0.7756
S2	0.7698	0.7698	0.7775
S3	0.7627	0.7672	0.7768
S4	0.7557	0.7602	0.7749

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	0.7794	0.7621	0.0173	2.2%	0.0089	1.1%	96%	True	False	138,817
10	0.7885	0.7621	0.0264	3.4%	0.0099	1.3%	63%	False	False	143,218
20	0.8008	0.7621	0.0387	5.0%	0.0087	1.1%	43%	False	False	130,123
40	0.8008	0.7566	0.0443	5.7%	0.0079	1.0%	50%	False	False	117,577
60	0.8008	0.7471	0.0537	6.9%	0.0077	1.0%	59%	False	False	110,310
80	0.8008	0.7228	0.0780	10.0%	0.0072	0.9%	72%	False	False	87,517
100	0.8008	0.6996	0.1012	13.0%	0.0072	0.9%	78%	False	False	70,029
120	0.8008	0.6996	0.1012	13.0%	0.0071	0.9%	78%	False	False	58,360

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	0.8094
2.618	0.7979
1.618	0.7908
1.000	0.7865
0.618	0.7838
HIGH	0.7794
0.618	0.7767
0.500	0.7759
0.382	0.7750
LOW	0.7724
0.618	0.7680
1.000	0.7653
1.618	0.7609
2.618	0.7539
4.250	0.7424

Fisher Pivots for day following 11-Mar-2021
Pivot	1 day	3 day
R1	0.7778	0.7761
PP	0.7768	0.7734
S1	0.7759	0.7708

Download as Excel Spreadsheet

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

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