CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 03-Mar-2021

Day Change Summary
	Previous	Current
	02-Mar-2021	03-Mar-2021	Change	Change %	Previous Week
Open	0.7775	0.7819	0.0045	0.6%	0.7878
High	0.7840	0.7841	0.0001	0.0%	0.8009
Low	0.7739	0.7775	0.0036	0.5%	0.7694
Close	0.7832	0.7797	-0.0036	-0.5%	0.7713
Range	0.0102	0.0067	-0.0035	-34.5%	0.0315
ATR	0.0084	0.0083	-0.0001	-1.5%	0.0000
Volume	2,320	4,136	1,816	78.3%	10,545

Daily Pivots for day following 03-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8004	0.7967	0.7833
R3	0.7937	0.7900	0.7815
R2	0.7871	0.7871	0.7809
R1	0.7834	0.7834	0.7803	0.7819
PP	0.7804	0.7804	0.7804	0.7797
S1	0.7767	0.7767	0.7790	0.7752
S2	0.7738	0.7738	0.7784
S3	0.7671	0.7701	0.7778
S4	0.7605	0.7634	0.7760

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8749	0.8545	0.7885
R3	0.8434	0.8231	0.7799
R2	0.8120	0.8120	0.7770
R1	0.7916	0.7916	0.7741	0.7861
PP	0.7805	0.7805	0.7805	0.7777
S1	0.7602	0.7602	0.7684	0.7546
S2	0.7491	0.7491	0.7655
S3	0.7176	0.7287	0.7626
S4	0.6862	0.6973	0.7540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8009	0.7694	0.0315	4.0%	0.0116	1.5%	33%	False	False	3,823
10	0.8009	0.7694	0.0315	4.0%	0.0096	1.2%	33%	False	False	2,366
20	0.8009	0.7589	0.0420	5.4%	0.0074	0.9%	49%	False	False	1,279
40	0.8009	0.7570	0.0439	5.6%	0.0077	1.0%	52%	False	False	709

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	0.0019
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8124
2.618	0.8015
1.618	0.7949
1.000	0.7908
0.618	0.7882
HIGH	0.7841
0.618	0.7816
0.500	0.7808
0.382	0.7800
LOW	0.7775
0.618	0.7733
1.000	0.7708
1.618	0.7667
2.618	0.7600
4.250	0.7492

Fisher Pivots for day following 03-Mar-2021
Pivot	1 day	3 day
R1	0.7808	0.7791
PP	0.7804	0.7785
S1	0.7800	0.7779

Download as Excel Spreadsheet

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

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