CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 02-Mar-2021
Day Change Summary
Previous Current
01-Mar-2021 02-Mar-2021 Change Change % Previous Week
Open 0.7718 0.7773 0.0056 0.7% 0.7873
High 0.7788 0.7838 0.0051 0.6% 0.8008
Low 0.7714 0.7736 0.0023 0.3% 0.7692
Close 0.7776 0.7829 0.0053 0.7% 0.7711
Range 0.0074 0.0102 0.0028 37.8% 0.0316
ATR 0.0084 0.0085 0.0001 1.5% 0.0000
Volume 136,343 118,247 -18,096 -13.3% 767,639
Daily Pivots for day following 02-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8107 0.8070 0.7885
R3 0.8005 0.7968 0.7857
R2 0.7903 0.7903 0.7848
R1 0.7866 0.7866 0.7838 0.7885
PP 0.7801 0.7801 0.7801 0.7810
S1 0.7764 0.7764 0.7820 0.7783
S2 0.7699 0.7699 0.7810
S3 0.7597 0.7662 0.7801
S4 0.7495 0.7560 0.7773
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 4.0% 0.0119 1.5% 43% False False 155,578
10 0.8008 0.7692 0.0316 4.0% 0.0095 1.2% 43% False False 136,244
20 0.8008 0.7566 0.0443 5.7% 0.0077 1.0% 60% False False 114,027
40 0.8008 0.7566 0.0443 5.7% 0.0080 1.0% 60% False False 114,510
60 0.8008 0.7379 0.0630 8.0% 0.0074 0.9% 72% False False 100,680
80 0.8008 0.7056 0.0952 12.2% 0.0072 0.9% 81% False False 75,626
100 0.8008 0.6996 0.1012 12.9% 0.0070 0.9% 82% False False 60,509
120 0.8008 0.6996 0.1012 12.9% 0.0070 0.9% 82% False False 50,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8272
2.618 0.8105
1.618 0.8003
1.000 0.7940
0.618 0.7901
HIGH 0.7838
0.618 0.7799
0.500 0.7787
0.382 0.7775
LOW 0.7736
0.618 0.7673
1.000 0.7634
1.618 0.7571
2.618 0.7469
4.250 0.7303
Fisher Pivots for day following 02-Mar-2021
Pivot 1 day 3 day
R1 0.7815 0.7815
PP 0.7801 0.7802
S1 0.7787 0.7788

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

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