CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 09-Jun-2021

Day Change Summary
	Previous	Current
	08-Jun-2021	09-Jun-2021	Change	Change %	Previous Week
Open	0.7759	0.7742	-0.0018	-0.2%	0.7714
High	0.7767	0.7765	-0.0002	0.0%	0.7775
Low	0.7735	0.7727	-0.0008	-0.1%	0.7649
Close	0.7745	0.7740	-0.0005	-0.1%	0.7747
Range	0.0032	0.0038	0.0007	20.6%	0.0126
ATR	0.0064	0.0062	-0.0002	-2.9%	0.0000
Volume	49,657	95,608	45,951	92.5%	15,574

Daily Pivots for day following 09-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7858	0.7837	0.7760
R3	0.7820	0.7799	0.7750
R2	0.7782	0.7782	0.7746
R1	0.7761	0.7761	0.7743	0.7752
PP	0.7744	0.7744	0.7744	0.7740
S1	0.7723	0.7723	0.7736	0.7714
S2	0.7706	0.7706	0.7733
S3	0.7668	0.7685	0.7729
S4	0.7630	0.7647	0.7719

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8102	0.8050	0.7816
R3	0.7976	0.7924	0.7781
R2	0.7850	0.7850	0.7770
R1	0.7798	0.7798	0.7758	0.7824
PP	0.7724	0.7724	0.7724	0.7736
S1	0.7672	0.7672	0.7735	0.7698
S2	0.7598	0.7598	0.7723
S3	0.7472	0.7546	0.7712
S4	0.7346	0.7420	0.7677

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7769	0.7649	0.0120	1.5%	0.0062	0.8%	76%	False	False	32,639
10	0.7799	0.7649	0.0150	1.9%	0.0060	0.8%	60%	False	False	17,108
20	0.7842	0.7649	0.0193	2.5%	0.0063	0.8%	47%	False	False	8,702
40	0.7894	0.7640	0.0254	3.3%	0.0066	0.8%	39%	False	False	4,400
60	0.7894	0.7537	0.0357	4.6%	0.0065	0.8%	57%	False	False	2,946
80	0.8008	0.7537	0.0471	6.1%	0.0068	0.9%	43%	False	False	2,217

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7927
2.618	0.7864
1.618	0.7826
1.000	0.7803
0.618	0.7788
HIGH	0.7765
0.618	0.7750
0.500	0.7746
0.382	0.7742
LOW	0.7727
0.618	0.7704
1.000	0.7689
1.618	0.7666
2.618	0.7628
4.250	0.7566

Fisher Pivots for day following 09-Jun-2021
Pivot	1 day	3 day
R1	0.7746	0.7748
PP	0.7744	0.7745
S1	0.7742	0.7742

Download as Excel Spreadsheet

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

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