CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 19-Jul-2021

Day Change Summary
	Previous	Current
	16-Jul-2021	19-Jul-2021	Change	Change %	Previous Week
Open	0.7425	0.7399	-0.0026	-0.4%	0.7491
High	0.7445	0.7400	-0.0045	-0.6%	0.7505
Low	0.7394	0.7324	-0.0070	-0.9%	0.7394
Close	0.7402	0.7330	-0.0072	-1.0%	0.7402
Range	0.0051	0.0076	0.0026	50.5%	0.0111
ATR	0.0066	0.0067	0.0001	1.3%	0.0000
Volume	70,894	107,831	36,937	52.1%	354,946

Daily Pivots for day following 19-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7579	0.7531	0.7372
R3	0.7503	0.7455	0.7351
R2	0.7427	0.7427	0.7344
R1	0.7379	0.7379	0.7337	0.7365
PP	0.7351	0.7351	0.7351	0.7345
S1	0.7303	0.7303	0.7323	0.7289
S2	0.7275	0.7275	0.7316
S3	0.7199	0.7227	0.7309
S4	0.7123	0.7151	0.7288

Weekly Pivots for week ending 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7767	0.7695	0.7463
R3	0.7656	0.7584	0.7433
R2	0.7545	0.7545	0.7422
R1	0.7473	0.7473	0.7412	0.7454
PP	0.7434	0.7434	0.7434	0.7424
S1	0.7362	0.7362	0.7392	0.7343
S2	0.7323	0.7323	0.7382
S3	0.7212	0.7251	0.7371
S4	0.7101	0.7140	0.7341

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7505	0.7324	0.0181	2.5%	0.0067	0.9%	3%	False	True	80,276
10	0.7602	0.7324	0.0278	3.8%	0.0073	1.0%	2%	False	True	87,512
20	0.7620	0.7324	0.0296	4.0%	0.0064	0.9%	2%	False	True	81,745
40	0.7799	0.7324	0.0475	6.5%	0.0064	0.9%	1%	False	True	62,177
60	0.7894	0.7324	0.0570	7.8%	0.0065	0.9%	1%	False	True	41,512
80	0.7894	0.7324	0.0570	7.8%	0.0065	0.9%	1%	False	True	31,145
100	0.8008	0.7324	0.0684	9.3%	0.0068	0.9%	1%	False	True	24,923

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7723
2.618	0.7599
1.618	0.7523
1.000	0.7476
0.618	0.7447
HIGH	0.7400
0.618	0.7371
0.500	0.7362
0.382	0.7353
LOW	0.7324
0.618	0.7277
1.000	0.7248
1.618	0.7201
2.618	0.7125
4.250	0.7001

Fisher Pivots for day following 19-Jul-2021
Pivot	1 day	3 day
R1	0.7362	0.7407
PP	0.7351	0.7381
S1	0.7341	0.7356

Download as Excel Spreadsheet

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

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