CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 28-Jul-2021

Day Change Summary
	Previous	Current
	27-Jul-2021	28-Jul-2021	Change	Change %	Previous Week
Open	0.7383	0.7362	-0.0022	-0.3%	0.7399
High	0.7391	0.7383	-0.0008	-0.1%	0.7400
Low	0.7339	0.7318	-0.0021	-0.3%	0.7291
Close	0.7363	0.7370	0.0007	0.1%	0.7366
Range	0.0052	0.0065	0.0013	25.0%	0.0109
ATR	0.0062	0.0062	0.0000	0.3%	0.0000
Volume	82,679	92,155	9,476	11.5%	388,864

Daily Pivots for day following 28-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7552	0.7526	0.7405
R3	0.7487	0.7461	0.7387
R2	0.7422	0.7422	0.7381
R1	0.7396	0.7396	0.7375	0.7409
PP	0.7357	0.7357	0.7357	0.7363
S1	0.7331	0.7331	0.7364	0.7344
S2	0.7292	0.7292	0.7358
S3	0.7227	0.7266	0.7352
S4	0.7162	0.7201	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	0.7318	0.0081	1.1%	0.0053	0.7%	64%	False	True	73,735
10	0.7489	0.7291	0.0198	2.7%	0.0060	0.8%	40%	False	False	76,545
20	0.7602	0.7291	0.0311	4.2%	0.0065	0.9%	25%	False	False	81,785
40	0.7779	0.7291	0.0488	6.6%	0.0064	0.9%	16%	False	False	75,073
60	0.7894	0.7291	0.0603	8.2%	0.0064	0.9%	13%	False	False	50,164
80	0.7894	0.7291	0.0603	8.2%	0.0065	0.9%	13%	False	False	37,639
100	0.7894	0.7291	0.0603	8.2%	0.0066	0.9%	13%	False	False	30,119

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7659
2.618	0.7553
1.618	0.7488
1.000	0.7448
0.618	0.7423
HIGH	0.7383
0.618	0.7358
0.500	0.7351
0.382	0.7343
LOW	0.7318
0.618	0.7278
1.000	0.7253
1.618	0.7213
2.618	0.7148
4.250	0.7042

Fisher Pivots for day following 28-Jul-2021
Pivot	1 day	3 day
R1	0.7363	0.7365
PP	0.7357	0.7360
S1	0.7351	0.7355

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols