CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 23-Jul-2021

Day Change Summary
	Previous	Current
	22-Jul-2021	23-Jul-2021	Change	Change %	Previous Week
Open	0.7361	0.7385	0.0024	0.3%	0.7399
High	0.7399	0.7392	-0.0007	-0.1%	0.7400
Low	0.7344	0.7358	0.0015	0.2%	0.7291
Close	0.7390	0.7366	-0.0024	-0.3%	0.7366
Range	0.0055	0.0034	-0.0022	-39.1%	0.0109
ATR	0.0066	0.0063	-0.0002	-3.5%	0.0000
Volume	72,882	57,019	-15,863	-21.8%	388,864

Daily Pivots for day following 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7472	0.7452	0.7384
R3	0.7439	0.7419	0.7375
R2	0.7405	0.7405	0.7372
R1	0.7385	0.7385	0.7369	0.7379
PP	0.7372	0.7372	0.7372	0.7368
S1	0.7352	0.7352	0.7362	0.7345
S2	0.7338	0.7338	0.7359
S3	0.7305	0.7318	0.7356
S4	0.7271	0.7285	0.7347

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7679	0.7631	0.7425
R3	0.7570	0.7522	0.7395
R2	0.7461	0.7461	0.7385
R1	0.7413	0.7413	0.7375	0.7383
PP	0.7352	0.7352	0.7352	0.7337
S1	0.7304	0.7304	0.7356	0.7274
S2	0.7243	0.7243	0.7346
S3	0.7134	0.7195	0.7336
S4	0.7025	0.7086	0.7306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7400	0.7291	0.0109	1.5%	0.0059	0.8%	68%	False	False	77,772
10	0.7505	0.7291	0.0214	2.9%	0.0060	0.8%	35%	False	False	74,381
20	0.7620	0.7291	0.0329	4.5%	0.0063	0.9%	23%	False	False	79,112
40	0.7779	0.7291	0.0488	6.6%	0.0064	0.9%	15%	False	False	69,171
60	0.7894	0.7291	0.0603	8.2%	0.0065	0.9%	12%	False	False	46,191
80	0.7894	0.7291	0.0603	8.2%	0.0065	0.9%	12%	False	False	34,655
100	0.7894	0.7291	0.0603	8.2%	0.0066	0.9%	12%	False	False	27,732

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7534
2.618	0.7479
1.618	0.7446
1.000	0.7425
0.618	0.7412
HIGH	0.7392
0.618	0.7379
0.500	0.7375
0.382	0.7371
LOW	0.7358
0.618	0.7337
1.000	0.7325
1.618	0.7304
2.618	0.7270
4.250	0.7216

Fisher Pivots for day following 23-Jul-2021
Pivot	1 day	3 day
R1	0.7375	0.7359
PP	0.7372	0.7352
S1	0.7369	0.7345

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

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