CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 07-Jul-2021

Day Change Summary
	Previous	Current
	06-Jul-2021	07-Jul-2021	Change	Change %	Previous Week
Open	0.7528	0.7499	-0.0029	-0.4%	0.7590
High	0.7602	0.7537	-0.0065	-0.9%	0.7604
Low	0.7483	0.7465	-0.0018	-0.2%	0.7446
Close	0.7499	0.7489	-0.0010	-0.1%	0.7503
Range	0.0119	0.0072	-0.0047	-39.7%	0.0159
ATR	0.0065	0.0066	0.0000	0.7%	0.0000
Volume	155,800	87,035	-68,765	-44.1%	363,978

Daily Pivots for day following 07-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7711	0.7672	0.7528
R3	0.7640	0.7600	0.7509
R2	0.7568	0.7568	0.7502
R1	0.7529	0.7529	0.7496	0.7513
PP	0.7497	0.7497	0.7497	0.7489
S1	0.7457	0.7457	0.7482	0.7441
S2	0.7425	0.7425	0.7476
S3	0.7354	0.7386	0.7469
S4	0.7282	0.7314	0.7450

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%	0.0073	1.0%	28%	False	False	96,721
10	0.7620	0.7446	0.0174	2.3%	0.0060	0.8%	25%	False	False	80,058
20	0.7779	0.7446	0.0333	4.4%	0.0064	0.9%	13%	False	False	88,923
40	0.7860	0.7446	0.0414	5.5%	0.0064	0.8%	11%	False	False	46,424
60	0.7894	0.7446	0.0448	6.0%	0.0066	0.9%	10%	False	False	30,981
80	0.7894	0.7446	0.0448	6.0%	0.0066	0.9%	10%	False	False	23,246
100	0.8008	0.7446	0.0562	7.5%	0.0067	0.9%	8%	False	False	18,602

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7840
2.618	0.7724
1.618	0.7652
1.000	0.7608
0.618	0.7581
HIGH	0.7537
0.618	0.7509
0.500	0.7501
0.382	0.7492
LOW	0.7465
0.618	0.7421
1.000	0.7394
1.618	0.7349
2.618	0.7278
4.250	0.7161

Fisher Pivots for day following 07-Jul-2021
Pivot	1 day	3 day
R1	0.7501	0.7524
PP	0.7497	0.7512
S1	0.7493	0.7501

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

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