CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 20-Aug-2021

Day Change Summary
	Previous	Current
	19-Aug-2021	20-Aug-2021	Change	Change %	Previous Week
Open	0.7237	0.7149	-0.0088	-1.2%	0.7371
High	0.7243	0.7157	-0.0087	-1.2%	0.7374
Low	0.7143	0.7107	-0.0037	-0.5%	0.7107
Close	0.7151	0.7137	-0.0014	-0.2%	0.7137
Range	0.0100	0.0050	-0.0050	-50.0%	0.0268
ATR	0.0061	0.0060	-0.0001	-1.3%	0.0000
Volume	119,768	85,693	-34,075	-28.5%	479,493

Daily Pivots for day following 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7283	0.7260	0.7165
R3	0.7233	0.7210	0.7151
R2	0.7183	0.7183	0.7146
R1	0.7160	0.7160	0.7142	0.7147
PP	0.7133	0.7133	0.7133	0.7127
S1	0.7110	0.7110	0.7132	0.7097
S2	0.7083	0.7083	0.7128
S3	0.7033	0.7060	0.7123
S4	0.6983	0.7010	0.7110

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8008	0.7840	0.7284
R3	0.7741	0.7573	0.7211
R2	0.7473	0.7473	0.7186
R1	0.7305	0.7305	0.7162	0.7256
PP	0.7206	0.7206	0.7206	0.7181
S1	0.7038	0.7038	0.7112	0.6988
S2	0.6938	0.6938	0.7088
S3	0.6671	0.6770	0.7063
S4	0.6403	0.6503	0.6990

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7374	0.7107	0.0268	3.7%	0.0069	1.0%	11%	False	True	95,898
10	0.7391	0.7107	0.0284	4.0%	0.0058	0.8%	11%	False	True	79,011
20	0.7428	0.7107	0.0322	4.5%	0.0057	0.8%	9%	False	True	76,809
40	0.7620	0.7107	0.0513	7.2%	0.0060	0.8%	6%	False	True	77,960
60	0.7779	0.7107	0.0672	9.4%	0.0062	0.9%	5%	False	True	71,717
80	0.7894	0.7107	0.0787	11.0%	0.0063	0.9%	4%	False	True	53,845
100	0.7894	0.7107	0.0787	11.0%	0.0063	0.9%	4%	False	True	43,086
120	0.7894	0.7107	0.0787	11.0%	0.0065	0.9%	4%	False	True	35,912

Crabel Price Patterns
NR	True
NR4	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7369
2.618	0.7287
1.618	0.7237
1.000	0.7207
0.618	0.7187
HIGH	0.7157
0.618	0.7137
0.500	0.7132
0.382	0.7126
LOW	0.7107
0.618	0.7076
1.000	0.7057
1.618	0.7026
2.618	0.6976
4.250	0.6894

Fisher Pivots for day following 20-Aug-2021
Pivot	1 day	3 day
R1	0.7135	0.7188
PP	0.7133	0.7171
S1	0.7132	0.7154

Download as Excel Spreadsheet

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

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