CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 22-Jul-2021

Day Change Summary
	Previous	Current
	21-Jul-2021	22-Jul-2021	Change	Change %	Previous Week
Open	0.7330	0.7361	0.0031	0.4%	0.7491
High	0.7364	0.7399	0.0035	0.5%	0.7505
Low	0.7291	0.7344	0.0053	0.7%	0.7394
Close	0.7359	0.7390	0.0031	0.4%	0.7402
Range	0.0073	0.0055	-0.0018	-24.7%	0.0111
ATR	0.0066	0.0066	-0.0001	-1.2%	0.0000
Volume	69,749	72,882	3,133	4.5%	354,946

Daily Pivots for day following 22-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7542	0.7521	0.7420
R3	0.7487	0.7466	0.7405
R2	0.7432	0.7432	0.7400
R1	0.7411	0.7411	0.7395	0.7422
PP	0.7377	0.7377	0.7377	0.7383
S1	0.7356	0.7356	0.7384	0.7367
S2	0.7322	0.7322	0.7379
S3	0.7267	0.7301	0.7374
S4	0.7212	0.7246	0.7359

Weekly Pivots for week ending 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7767	0.7695	0.7463
R3	0.7656	0.7584	0.7433
R2	0.7545	0.7545	0.7422
R1	0.7473	0.7473	0.7412	0.7454
PP	0.7434	0.7434	0.7434	0.7424
S1	0.7362	0.7362	0.7392	0.7343
S2	0.7323	0.7323	0.7382
S3	0.7212	0.7251	0.7371
S4	0.7101	0.7140	0.7341

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7445	0.7291	0.0154	2.1%	0.0062	0.8%	64%	False	False	80,547
10	0.7505	0.7291	0.0214	2.9%	0.0065	0.9%	46%	False	False	75,461
20	0.7620	0.7291	0.0329	4.4%	0.0063	0.9%	30%	False	False	79,022
40	0.7799	0.7291	0.0508	6.9%	0.0064	0.9%	19%	False	False	67,756
60	0.7894	0.7291	0.0603	8.2%	0.0066	0.9%	16%	False	False	45,242
80	0.7894	0.7291	0.0603	8.2%	0.0065	0.9%	16%	False	False	33,943
100	0.7894	0.7291	0.0603	8.2%	0.0067	0.9%	16%	False	False	27,163

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7632
2.618	0.7542
1.618	0.7487
1.000	0.7454
0.618	0.7432
HIGH	0.7399
0.618	0.7377
0.500	0.7371
0.382	0.7365
LOW	0.7344
0.618	0.7310
1.000	0.7289
1.618	0.7255
2.618	0.7200
4.250	0.7110

Fisher Pivots for day following 22-Jul-2021
Pivot	1 day	3 day
R1	0.7383	0.7375
PP	0.7377	0.7360
S1	0.7371	0.7345

Download as Excel Spreadsheet

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

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