CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 30-Jul-2021

Day Change Summary
	Previous	Current
	29-Jul-2021	30-Jul-2021	Change	Change %	Previous Week
Open	0.7376	0.7398	0.0022	0.3%	0.7369
High	0.7415	0.7407	-0.0009	-0.1%	0.7415
Low	0.7361	0.7333	-0.0028	-0.4%	0.7318
Close	0.7403	0.7336	-0.0067	-0.9%	0.7336
Range	0.0055	0.0074	0.0020	35.8%	0.0097
ATR	0.0062	0.0063	0.0001	1.4%	0.0000
Volume	69,538	81,822	12,284	17.7%	390,136

Daily Pivots for day following 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7580	0.7532	0.7377
R3	0.7506	0.7458	0.7356
R2	0.7432	0.7432	0.7350
R1	0.7384	0.7384	0.7343	0.7371
PP	0.7358	0.7358	0.7358	0.7352
S1	0.7310	0.7310	0.7329	0.7297
S2	0.7284	0.7284	0.7322
S3	0.7210	0.7236	0.7316
S4	0.7136	0.7162	0.7295

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7647	0.7589	0.7389
R3	0.7550	0.7492	0.7363
R2	0.7453	0.7453	0.7354
R1	0.7395	0.7395	0.7345	0.7376
PP	0.7356	0.7356	0.7356	0.7347
S1	0.7298	0.7298	0.7327	0.7279
S2	0.7259	0.7259	0.7318
S3	0.7162	0.7201	0.7309
S4	0.7065	0.7104	0.7283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7415	0.7318	0.0097	1.3%	0.0061	0.8%	19%	False	False	78,027
10	0.7415	0.7291	0.0124	1.7%	0.0060	0.8%	36%	False	False	77,900
20	0.7602	0.7291	0.0311	4.2%	0.0067	0.9%	14%	False	False	82,115
40	0.7779	0.7291	0.0488	6.6%	0.0063	0.9%	9%	False	False	78,624
60	0.7894	0.7291	0.0603	8.2%	0.0064	0.9%	7%	False	False	52,681
80	0.7894	0.7291	0.0603	8.2%	0.0065	0.9%	7%	False	False	39,530
100	0.7894	0.7291	0.0603	8.2%	0.0065	0.9%	7%	False	False	31,632

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7721
2.618	0.7600
1.618	0.7526
1.000	0.7481
0.618	0.7452
HIGH	0.7407
0.618	0.7378
0.500	0.7370
0.382	0.7361
LOW	0.7333
0.618	0.7287
1.000	0.7259
1.618	0.7213
2.618	0.7139
4.250	0.7018

Fisher Pivots for day following 30-Jul-2021
Pivot	1 day	3 day
R1	0.7370	0.7367
PP	0.7358	0.7356
S1	0.7347	0.7346

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