CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 19-Feb-2021

Day Change Summary
	Previous	Current
	18-Feb-2021	19-Feb-2021	Change	Change %	Previous Week
Open	0.7760	0.7774	0.0014	0.2%	0.7768
High	0.7793	0.7880	0.0087	1.1%	0.7880
Low	0.7736	0.7762	0.0026	0.3%	0.7730
Close	0.7772	0.7869	0.0097	1.2%	0.7869
Range	0.0057	0.0118	0.0061	107.0%	0.0151
ATR	0.0064	0.0068	0.0004	6.0%	0.0000
Volume	299	1,614	1,315	439.8%	2,430

Daily Pivots for day following 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8191	0.8148	0.7933
R3	0.8073	0.8030	0.7901
R2	0.7955	0.7955	0.7890
R1	0.7912	0.7912	0.7879	0.7933
PP	0.7837	0.7837	0.7837	0.7848
S1	0.7794	0.7794	0.7858	0.7815
S2	0.7719	0.7719	0.7847
S3	0.7601	0.7676	0.7836
S4	0.7483	0.7558	0.7804

Weekly Pivots for week ending 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8278	0.8224	0.7951
R3	0.8127	0.8073	0.7910
R2	0.7977	0.7977	0.7896
R1	0.7923	0.7923	0.7882	0.7950
PP	0.7826	0.7826	0.7826	0.7840
S1	0.7772	0.7772	0.7855	0.7799
S2	0.7676	0.7676	0.7841
S3	0.7525	0.7622	0.7827
S4	0.7375	0.7471	0.7786

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7880	0.7723	0.0157	2.0%	0.0065	0.8%	93%	True	False	572
10	0.7880	0.7589	0.0291	3.7%	0.0062	0.8%	96%	True	False	364
20	0.7880	0.7570	0.0310	3.9%	0.0068	0.9%	96%	True	False	266
40	0.7880	0.7534	0.0347	4.4%	0.0070	0.9%	97%	True	False	191

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.8382
2.618	0.8189
1.618	0.8071
1.000	0.7998
0.618	0.7953
HIGH	0.7880
0.618	0.7835
0.500	0.7821
0.382	0.7807
LOW	0.7762
0.618	0.7689
1.000	0.7644
1.618	0.7571
2.618	0.7453
4.250	0.7261

Fisher Pivots for day following 19-Feb-2021
Pivot	1 day	3 day
R1	0.7853	0.7847
PP	0.7837	0.7826
S1	0.7821	0.7805

Download as Excel Spreadsheet

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

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