CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 15-Jul-2021

Day Change Summary
	Previous	Current
	14-Jul-2021	15-Jul-2021	Change	Change %	Previous Week
Open	0.7448	0.7483	0.0035	0.5%	0.7528
High	0.7489	0.7489	0.0001	0.0%	0.7602
Low	0.7433	0.7412	-0.0021	-0.3%	0.7412
Close	0.7480	0.7419	-0.0061	-0.8%	0.7493
Range	0.0056	0.0077	0.0022	38.7%	0.0190
ATR	0.0066	0.0067	0.0001	1.2%	0.0000
Volume	73,325	66,923	-6,402	-8.7%	412,348

Daily Pivots for day following 15-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7671	0.7622	0.7461
R3	0.7594	0.7545	0.7440
R2	0.7517	0.7517	0.7433
R1	0.7468	0.7468	0.7426	0.7454
PP	0.7440	0.7440	0.7440	0.7433
S1	0.7391	0.7391	0.7412	0.7377
S2	0.7363	0.7363	0.7405
S3	0.7286	0.7314	0.7398
S4	0.7209	0.7237	0.7377

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%	0.0068	0.9%	8%	False	False	70,374
10	0.7602	0.7412	0.0190	2.6%	0.0074	1.0%	4%	False	False	86,642
20	0.7656	0.7412	0.0244	3.3%	0.0067	0.9%	3%	False	False	85,762
40	0.7801	0.7412	0.0390	5.3%	0.0064	0.9%	2%	False	False	57,724
60	0.7894	0.7412	0.0482	6.5%	0.0065	0.9%	2%	False	False	38,535
80	0.7894	0.7412	0.0482	6.5%	0.0065	0.9%	2%	False	False	28,912
100	0.8008	0.7412	0.0596	8.0%	0.0068	0.9%	1%	False	False	23,136

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7816
2.618	0.7691
1.618	0.7614
1.000	0.7566
0.618	0.7537
HIGH	0.7489
0.618	0.7460
0.500	0.7451
0.382	0.7441
LOW	0.7412
0.618	0.7364
1.000	0.7335
1.618	0.7287
2.618	0.7210
4.250	0.7085

Fisher Pivots for day following 15-Jul-2021
Pivot	1 day	3 day
R1	0.7451	0.7459
PP	0.7440	0.7445
S1	0.7430	0.7432

Download as Excel Spreadsheet

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

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