CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 01-Mar-2021
Day Change Summary
Previous Current
26-Feb-2021 01-Mar-2021 Change Change % Previous Week
Open 0.7878 0.7718 -0.0161 -2.0% 0.7873
High 0.7885 0.7788 -0.0097 -1.2% 0.8008
Low 0.7692 0.7714 0.0022 0.3% 0.7692
Close 0.7711 0.7776 0.0066 0.8% 0.7711
Range 0.0193 0.0074 -0.0119 -61.6% 0.0316
ATR 0.0085 0.0084 -0.0001 -0.6% 0.0000
Volume 225,506 136,343 -89,163 -39.5% 767,639
Daily Pivots for day following 01-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7981 0.7953 0.7817
R3 0.7907 0.7879 0.7796
R2 0.7833 0.7833 0.7790
R1 0.7805 0.7805 0.7783 0.7819
PP 0.7759 0.7759 0.7759 0.7766
S1 0.7731 0.7731 0.7769 0.7745
S2 0.7685 0.7685 0.7762
S3 0.7611 0.7657 0.7756
S4 0.7537 0.7583 0.7735
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% 0.0110 1.4% 27% False False 154,599
10 0.8008 0.7692 0.0316 4.1% 0.0091 1.2% 27% False False 138,895
20 0.8008 0.7566 0.0443 5.7% 0.0075 1.0% 48% False False 113,497
40 0.8008 0.7566 0.0443 5.7% 0.0078 1.0% 48% False False 113,637
60 0.8008 0.7358 0.0650 8.4% 0.0074 0.9% 64% False False 98,741
80 0.8008 0.7034 0.0974 12.5% 0.0073 0.9% 76% False False 74,149
100 0.8008 0.6996 0.1012 13.0% 0.0070 0.9% 77% False False 59,327
120 0.8008 0.6996 0.1012 13.0% 0.0070 0.9% 77% False False 49,443
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8102
2.618 0.7981
1.618 0.7907
1.000 0.7862
0.618 0.7833
HIGH 0.7788
0.618 0.7759
0.500 0.7751
0.382 0.7742
LOW 0.7714
0.618 0.7668
1.000 0.7640
1.618 0.7594
2.618 0.7520
4.250 0.7399
Fisher Pivots for day following 01-Mar-2021
Pivot 1 day 3 day
R1 0.7768 0.7850
PP 0.7759 0.7825
S1 0.7751 0.7801

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

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