CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 14-Jul-2021

Day Change Summary
	Previous	Current
	13-Jul-2021	14-Jul-2021	Change	Change %	Previous Week
Open	0.7482	0.7448	-0.0034	-0.5%	0.7528
High	0.7505	0.7489	-0.0017	-0.2%	0.7602
Low	0.7429	0.7433	0.0005	0.1%	0.7412
Close	0.7448	0.7480	0.0032	0.4%	0.7493
Range	0.0077	0.0056	-0.0021	-27.5%	0.0190
ATR	0.0067	0.0066	-0.0001	-1.2%	0.0000
Volume	82,408	73,325	-9,083	-11.0%	412,348

Daily Pivots for day following 14-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7634	0.7612	0.7510
R3	0.7578	0.7557	0.7495
R2	0.7523	0.7523	0.7490
R1	0.7501	0.7501	0.7485	0.7512
PP	0.7467	0.7467	0.7467	0.7472
S1	0.7446	0.7446	0.7474	0.7456
S2	0.7412	0.7412	0.7469
S3	0.7356	0.7390	0.7464
S4	0.7301	0.7335	0.7449

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	0.7505	0.7412	0.0094	1.3%	0.0067	0.9%	73%	False	False	77,328
10	0.7602	0.7412	0.0190	2.5%	0.0070	0.9%	36%	False	False	87,024
20	0.7719	0.7412	0.0307	4.1%	0.0069	0.9%	22%	False	False	88,196
40	0.7818	0.7412	0.0406	5.4%	0.0064	0.8%	17%	False	False	56,056
60	0.7894	0.7412	0.0482	6.4%	0.0066	0.9%	14%	False	False	37,421
80	0.7894	0.7412	0.0482	6.4%	0.0065	0.9%	14%	False	False	28,076
100	0.8008	0.7412	0.0596	8.0%	0.0068	0.9%	11%	False	False	22,468

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7724
2.618	0.7634
1.618	0.7578
1.000	0.7544
0.618	0.7523
HIGH	0.7489
0.618	0.7467
0.500	0.7461
0.382	0.7454
LOW	0.7433
0.618	0.7399
1.000	0.7378
1.618	0.7343
2.618	0.7288
4.250	0.7197

Fisher Pivots for day following 14-Jul-2021
Pivot	1 day	3 day
R1	0.7473	0.7475
PP	0.7467	0.7471
S1	0.7461	0.7467

Download as Excel Spreadsheet

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

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