CME Australian Dollar Future September 2021

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

Day Change Summary
	Previous	Current
	08-Jul-2021	09-Jul-2021	Change	Change %	Previous Week
Open	0.7485	0.7433	-0.0052	-0.7%	0.7528
High	0.7491	0.7496	0.0006	0.1%	0.7602
Low	0.7418	0.7412	-0.0007	-0.1%	0.7412
Close	0.7427	0.7493	0.0066	0.9%	0.7493
Range	0.0073	0.0085	0.0012	16.6%	0.0190
ATR	0.0066	0.0067	0.0001	2.0%	0.0000
Volume	101,693	67,820	-33,873	-33.3%	412,348

Daily Pivots for day following 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7720	0.7691	0.7539
R3	0.7636	0.7606	0.7516
R2	0.7551	0.7551	0.7508
R1	0.7522	0.7522	0.7500	0.7537
PP	0.7467	0.7467	0.7467	0.7474
S1	0.7437	0.7437	0.7485	0.7452
S2	0.7382	0.7382	0.7477
S3	0.7298	0.7353	0.7469
S4	0.7213	0.7268	0.7446

Weekly Pivots for week ending 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8072	0.7972	0.7597
R3	0.7882	0.7782	0.7545
R2	0.7692	0.7692	0.7527
R1	0.7592	0.7592	0.7510	0.7547
PP	0.7502	0.7502	0.7502	0.7479
S1	0.7402	0.7402	0.7475	0.7357
S2	0.7312	0.7312	0.7458
S3	0.7122	0.7212	0.7440
S4	0.6932	0.7022	0.7388

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7602	0.7412	0.0190	2.5%	0.0087	1.2%	43%	False	True	101,674
10	0.7620	0.7412	0.0208	2.8%	0.0067	0.9%	39%	False	True	83,844
20	0.7779	0.7412	0.0367	4.9%	0.0068	0.9%	22%	False	True	89,673
40	0.7818	0.7412	0.0406	5.4%	0.0064	0.8%	20%	False	True	50,653
60	0.7894	0.7412	0.0482	6.4%	0.0065	0.9%	17%	False	True	33,805
80	0.7894	0.7412	0.0482	6.4%	0.0066	0.9%	17%	False	True	25,364
100	0.8008	0.7412	0.0596	8.0%	0.0068	0.9%	14%	False	True	20,297

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7855
2.618	0.7717
1.618	0.7633
1.000	0.7581
0.618	0.7548
HIGH	0.7496
0.618	0.7464
0.500	0.7454
0.382	0.7444
LOW	0.7412
0.618	0.7359
1.000	0.7327
1.618	0.7275
2.618	0.7190
4.250	0.7052

Fisher Pivots for day following 09-Jul-2021
Pivot	1 day	3 day
R1	0.7480	0.7486
PP	0.7467	0.7480
S1	0.7454	0.7474

Download as Excel Spreadsheet

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

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