CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 21-Jul-2021

Day Change Summary
	Previous	Current
	20-Jul-2021	21-Jul-2021	Change	Change %	Previous Week
Open	0.7348	0.7330	-0.0018	-0.2%	0.7491
High	0.7359	0.7364	0.0006	0.1%	0.7505
Low	0.7301	0.7291	-0.0010	-0.1%	0.7394
Close	0.7332	0.7359	0.0027	0.4%	0.7402
Range	0.0058	0.0073	0.0016	27.0%	0.0111
ATR	0.0066	0.0066	0.0001	0.8%	0.0000
Volume	81,383	69,749	-11,634	-14.3%	354,946

Daily Pivots for day following 21-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7557	0.7531	0.7399
R3	0.7484	0.7458	0.7379
R2	0.7411	0.7411	0.7372
R1	0.7385	0.7385	0.7365	0.7398
PP	0.7338	0.7338	0.7338	0.7344
S1	0.7312	0.7312	0.7352	0.7325
S2	0.7265	0.7265	0.7345
S3	0.7192	0.7239	0.7338
S4	0.7119	0.7166	0.7318

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	0.7489	0.7291	0.0198	2.7%	0.0067	0.9%	34%	False	True	79,356
10	0.7505	0.7291	0.0214	2.9%	0.0067	0.9%	32%	False	True	78,342
20	0.7620	0.7291	0.0329	4.5%	0.0063	0.9%	21%	False	True	79,200
40	0.7799	0.7291	0.0508	6.9%	0.0064	0.9%	13%	False	True	65,943
60	0.7894	0.7291	0.0603	8.2%	0.0065	0.9%	11%	False	True	44,029
80	0.7894	0.7291	0.0603	8.2%	0.0065	0.9%	11%	False	True	33,032
100	0.7894	0.7291	0.0603	8.2%	0.0067	0.9%	11%	False	True	26,434

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7674
2.618	0.7555
1.618	0.7482
1.000	0.7437
0.618	0.7409
HIGH	0.7364
0.618	0.7336
0.500	0.7328
0.382	0.7319
LOW	0.7291
0.618	0.7246
1.000	0.7218
1.618	0.7173
2.618	0.7100
4.250	0.6981

Fisher Pivots for day following 21-Jul-2021
Pivot	1 day	3 day
R1	0.7348	0.7354
PP	0.7338	0.7350
S1	0.7328	0.7346

Download as Excel Spreadsheet

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

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