CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 12-Jul-2021

Day Change Summary
	Previous	Current
	09-Jul-2021	12-Jul-2021	Change	Change %	Previous Week
Open	0.7433	0.7491	0.0058	0.8%	0.7528
High	0.7496	0.7498	0.0002	0.0%	0.7602
Low	0.7412	0.7450	0.0039	0.5%	0.7412
Close	0.7493	0.7477	-0.0016	-0.2%	0.7493
Range	0.0085	0.0048	-0.0037	-43.2%	0.0190
ATR	0.0067	0.0066	-0.0001	-2.1%	0.0000
Volume	67,820	61,396	-6,424	-9.5%	412,348

Daily Pivots for day following 12-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7619	0.7596	0.7503
R3	0.7571	0.7548	0.7490
R2	0.7523	0.7523	0.7485
R1	0.7500	0.7500	0.7481	0.7487
PP	0.7475	0.7475	0.7475	0.7469
S1	0.7452	0.7452	0.7472	0.7439
S2	0.7427	0.7427	0.7468
S3	0.7379	0.7404	0.7463
S4	0.7331	0.7356	0.7450

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%	0.0079	1.1%	34%	False	False	94,748
10	0.7604	0.7412	0.0193	2.6%	0.0068	0.9%	34%	False	False	83,772
20	0.7729	0.7412	0.0317	4.2%	0.0066	0.9%	21%	False	False	86,670
40	0.7818	0.7412	0.0406	5.4%	0.0063	0.8%	16%	False	False	52,172
60	0.7894	0.7412	0.0482	6.4%	0.0065	0.9%	13%	False	False	34,828
80	0.7894	0.7412	0.0482	6.4%	0.0065	0.9%	13%	False	False	26,130
100	0.8008	0.7412	0.0596	8.0%	0.0068	0.9%	11%	False	False	20,911

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7702
2.618	0.7624
1.618	0.7576
1.000	0.7546
0.618	0.7528
HIGH	0.7498
0.618	0.7480
0.500	0.7474
0.382	0.7468
LOW	0.7450
0.618	0.7420
1.000	0.7402
1.618	0.7372
2.618	0.7324
4.250	0.7246

Fisher Pivots for day following 12-Jul-2021
Pivot	1 day	3 day
R1	0.7476	0.7469
PP	0.7475	0.7462
S1	0.7474	0.7455

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

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