CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 02-Jul-2021

Day Change Summary
	Previous	Current
	01-Jul-2021	02-Jul-2021	Change	Change %	Previous Week
Open	0.7503	0.7470	-0.0033	-0.4%	0.7590
High	0.7511	0.7536	0.0025	0.3%	0.7604
Low	0.7462	0.7446	-0.0017	-0.2%	0.7446
Close	0.7463	0.7503	0.0040	0.5%	0.7503
Range	0.0049	0.0090	0.0042	85.6%	0.0159
ATR	0.0059	0.0061	0.0002	3.8%	0.0000
Volume	74,007	96,022	22,015	29.7%	363,978

Daily Pivots for day following 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7765	0.7724	0.7553
R3	0.7675	0.7634	0.7528
R2	0.7585	0.7585	0.7520
R1	0.7544	0.7544	0.7511	0.7564
PP	0.7495	0.7495	0.7495	0.7505
S1	0.7454	0.7454	0.7495	0.7474
S2	0.7405	0.7405	0.7487
S3	0.7315	0.7364	0.7478
S4	0.7225	0.7274	0.7454

Weekly Pivots for week ending 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7993	0.7907	0.7590
R3	0.7835	0.7748	0.7547
R2	0.7676	0.7676	0.7532
R1	0.7590	0.7590	0.7518	0.7554
PP	0.7518	0.7518	0.7518	0.7500
S1	0.7431	0.7431	0.7488	0.7395
S2	0.7359	0.7359	0.7474
S3	0.7201	0.7273	0.7459
S4	0.7042	0.7114	0.7416

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7604	0.7446	0.0159	2.1%	0.0057	0.8%	36%	False	True	72,795
10	0.7620	0.7446	0.0174	2.3%	0.0055	0.7%	33%	False	True	75,979
20	0.7779	0.7446	0.0333	4.4%	0.0058	0.8%	17%	False	True	79,703
40	0.7894	0.7446	0.0448	6.0%	0.0063	0.8%	13%	False	True	40,357
60	0.7894	0.7446	0.0448	6.0%	0.0064	0.9%	13%	False	True	26,935
80	0.7894	0.7446	0.0448	6.0%	0.0065	0.9%	13%	False	True	20,211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7918
2.618	0.7771
1.618	0.7681
1.000	0.7626
0.618	0.7591
HIGH	0.7536
0.618	0.7501
0.500	0.7491
0.382	0.7480
LOW	0.7446
0.618	0.7390
1.000	0.7356
1.618	0.7300
2.618	0.7210
4.250	0.7063

Fisher Pivots for day following 02-Jul-2021
Pivot	1 day	3 day
R1	0.7499	0.7499
PP	0.7495	0.7495
S1	0.7491	0.7491

Download as Excel Spreadsheet

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

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