CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 26-Feb-2021
Day Change Summary
Previous Current
25-Feb-2021 26-Feb-2021 Change Change % Previous Week
Open 0.7965 0.7878 -0.0087 -1.1% 0.7873
High 0.8008 0.7885 -0.0124 -1.5% 0.8008
Low 0.7860 0.7692 -0.0168 -2.1% 0.7692
Close 0.7904 0.7711 -0.0193 -2.4% 0.7711
Range 0.0149 0.0193 0.0044 29.6% 0.0316
ATR 0.0075 0.0085 0.0010 13.0% 0.0000
Volume 174,804 225,506 50,702 29.0% 767,639
Daily Pivots for day following 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8340 0.8218 0.7816
R3 0.8147 0.8025 0.7763
R2 0.7955 0.7955 0.7746
R1 0.7833 0.7833 0.7728 0.7798
PP 0.7762 0.7762 0.7762 0.7745
S1 0.7640 0.7640 0.7693 0.7605
S2 0.7570 0.7570 0.7675
S3 0.7377 0.7448 0.7658
S4 0.7185 0.7255 0.7605
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8752 0.8547 0.7884
R3 0.8436 0.8231 0.7797
R2 0.8120 0.8120 0.7768
R1 0.7915 0.7915 0.7739 0.7859
PP 0.7804 0.7804 0.7804 0.7776
S1 0.7599 0.7599 0.7682 0.7543
S2 0.7488 0.7488 0.7653
S3 0.7172 0.7283 0.7624
S4 0.6856 0.6967 0.7537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8008 0.7692 0.0316 4.1% 0.0109 1.4% 6% False True 153,527
10 0.8008 0.7692 0.0316 4.1% 0.0088 1.1% 6% False True 132,670
20 0.8008 0.7566 0.0443 5.7% 0.0075 1.0% 33% False False 114,066
40 0.8008 0.7566 0.0443 5.7% 0.0079 1.0% 33% False False 112,139
60 0.8008 0.7349 0.0659 8.5% 0.0073 0.9% 55% False False 96,485
80 0.8008 0.6996 0.1012 13.1% 0.0073 0.9% 71% False False 72,446
100 0.8008 0.6996 0.1012 13.1% 0.0070 0.9% 71% False False 57,964
120 0.8008 0.6996 0.1012 13.1% 0.0070 0.9% 71% False False 48,307
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 0.0018
Widest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 0.8703
2.618 0.8388
1.618 0.8196
1.000 0.8077
0.618 0.8003
HIGH 0.7885
0.618 0.7811
0.500 0.7788
0.382 0.7766
LOW 0.7692
0.618 0.7573
1.000 0.7500
1.618 0.7381
2.618 0.7188
4.250 0.6874
Fisher Pivots for day following 26-Feb-2021
Pivot 1 day 3 day
R1 0.7788 0.7850
PP 0.7762 0.7804
S1 0.7736 0.7757

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

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