CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 27-Jul-2021

Day Change Summary
	Previous	Current
	26-Jul-2021	27-Jul-2021	Change	Change %	Previous Week
Open	0.7369	0.7383	0.0015	0.2%	0.7399
High	0.7392	0.7391	-0.0002	0.0%	0.7400
Low	0.7333	0.7339	0.0006	0.1%	0.7291
Close	0.7380	0.7363	-0.0018	-0.2%	0.7366
Range	0.0060	0.0052	-0.0008	-12.6%	0.0109
ATR	0.0063	0.0062	-0.0001	-1.2%	0.0000
Volume	63,942	82,679	18,737	29.3%	388,864

Daily Pivots for day following 27-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7520	0.7493	0.7391
R3	0.7468	0.7441	0.7377
R2	0.7416	0.7416	0.7372
R1	0.7389	0.7389	0.7367	0.7377
PP	0.7364	0.7364	0.7364	0.7358
S1	0.7337	0.7337	0.7358	0.7325
S2	0.7312	0.7312	0.7353
S3	0.7260	0.7285	0.7348
S4	0.7208	0.7233	0.7334

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	0.7399	0.7291	0.0108	1.5%	0.0055	0.7%	67%	False	False	69,254
10	0.7489	0.7291	0.0198	2.7%	0.0059	0.8%	36%	False	False	74,662
20	0.7602	0.7291	0.0311	4.2%	0.0065	0.9%	23%	False	False	80,510
40	0.7779	0.7291	0.0488	6.6%	0.0064	0.9%	15%	False	False	72,810
60	0.7894	0.7291	0.0603	8.2%	0.0064	0.9%	12%	False	False	48,630
80	0.7894	0.7291	0.0603	8.2%	0.0065	0.9%	12%	False	False	36,487
100	0.7894	0.7291	0.0603	8.2%	0.0066	0.9%	12%	False	False	29,198

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7612
2.618	0.7527
1.618	0.7475
1.000	0.7443
0.618	0.7423
HIGH	0.7391
0.618	0.7371
0.500	0.7365
0.382	0.7358
LOW	0.7339
0.618	0.7306
1.000	0.7287
1.618	0.7254
2.618	0.7202
4.250	0.7118

Fisher Pivots for day following 27-Jul-2021
Pivot	1 day	3 day
R1	0.7365	0.7362
PP	0.7364	0.7362
S1	0.7363	0.7362

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

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