CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 08-Jul-2021

Day Change Summary
	Previous	Current
	07-Jul-2021	08-Jul-2021	Change	Change %	Previous Week
Open	0.7499	0.7485	-0.0014	-0.2%	0.7590
High	0.7537	0.7491	-0.0046	-0.6%	0.7604
Low	0.7465	0.7418	-0.0047	-0.6%	0.7446
Close	0.7489	0.7427	-0.0063	-0.8%	0.7503
Range	0.0072	0.0073	0.0001	1.4%	0.0159
ATR	0.0066	0.0066	0.0000	0.7%	0.0000
Volume	87,035	101,693	14,658	16.8%	363,978

Daily Pivots for day following 08-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7663	0.7617	0.7466
R3	0.7590	0.7545	0.7446
R2	0.7518	0.7518	0.7440
R1	0.7472	0.7472	0.7433	0.7459
PP	0.7445	0.7445	0.7445	0.7438
S1	0.7400	0.7400	0.7420	0.7386
S2	0.7373	0.7373	0.7413
S3	0.7300	0.7327	0.7407
S4	0.7228	0.7255	0.7387

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	0.7418	0.0184	2.5%	0.0080	1.1%	5%	False	True	102,911
10	0.7620	0.7418	0.0202	2.7%	0.0061	0.8%	4%	False	True	82,584
20	0.7779	0.7418	0.0361	4.9%	0.0066	0.9%	2%	False	True	89,227
40	0.7842	0.7418	0.0424	5.7%	0.0064	0.9%	2%	False	True	48,964
60	0.7894	0.7418	0.0476	6.4%	0.0066	0.9%	2%	False	True	32,676
80	0.7894	0.7418	0.0476	6.4%	0.0066	0.9%	2%	False	True	24,516
100	0.8008	0.7418	0.0590	7.9%	0.0068	0.9%	1%	False	True	19,619

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7799
2.618	0.7680
1.618	0.7608
1.000	0.7563
0.618	0.7535
HIGH	0.7491
0.618	0.7463
0.500	0.7454
0.382	0.7446
LOW	0.7418
0.618	0.7373
1.000	0.7346
1.618	0.7301
2.618	0.7228
4.250	0.7110

Fisher Pivots for day following 08-Jul-2021
Pivot	1 day	3 day
R1	0.7454	0.7510
PP	0.7445	0.7482
S1	0.7436	0.7454

Download as Excel Spreadsheet

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

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