CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 06-Jul-2021

Day Change Summary
	Previous	Current
	02-Jul-2021	06-Jul-2021	Change	Change %	Previous Week
Open	0.7470	0.7528	0.0058	0.8%	0.7590
High	0.7536	0.7602	0.0066	0.9%	0.7604
Low	0.7446	0.7483	0.0038	0.5%	0.7446
Close	0.7503	0.7499	-0.0004	-0.1%	0.7503
Range	0.0090	0.0119	0.0029	31.7%	0.0159
ATR	0.0061	0.0065	0.0004	6.7%	0.0000
Volume	96,022	155,800	59,778	62.3%	363,978

Daily Pivots for day following 06-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7883	0.7810	0.7564
R3	0.7765	0.7691	0.7532
R2	0.7646	0.7646	0.7521
R1	0.7573	0.7573	0.7510	0.7550
PP	0.7528	0.7528	0.7528	0.7517
S1	0.7454	0.7454	0.7488	0.7432
S2	0.7409	0.7409	0.7477
S3	0.7291	0.7336	0.7466
S4	0.7172	0.7217	0.7434

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	0.7602	0.7446	0.0156	2.1%	0.0071	0.9%	34%	True	False	92,647
10	0.7620	0.7446	0.0174	2.3%	0.0060	0.8%	31%	False	False	80,258
20	0.7779	0.7446	0.0333	4.4%	0.0062	0.8%	16%	False	False	87,054
40	0.7894	0.7446	0.0448	6.0%	0.0063	0.8%	12%	False	False	44,250
60	0.7894	0.7446	0.0448	6.0%	0.0065	0.9%	12%	False	False	29,531
80	0.7894	0.7446	0.0448	6.0%	0.0066	0.9%	12%	False	False	22,158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	0.8105
2.618	0.7912
1.618	0.7793
1.000	0.7720
0.618	0.7675
HIGH	0.7602
0.618	0.7556
0.500	0.7542
0.382	0.7528
LOW	0.7483
0.618	0.7410
1.000	0.7365
1.618	0.7291
2.618	0.7173
4.250	0.6979

Fisher Pivots for day following 06-Jul-2021
Pivot	1 day	3 day
R1	0.7542	0.7524
PP	0.7528	0.7515
S1	0.7513	0.7507

Download as Excel Spreadsheet

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

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