CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 02-Aug-2021

Day Change Summary
	Previous	Current
	30-Jul-2021	02-Aug-2021	Change	Change %	Previous Week
Open	0.7398	0.7341	-0.0057	-0.8%	0.7369
High	0.7407	0.7384	-0.0023	-0.3%	0.7415
Low	0.7333	0.7331	-0.0002	0.0%	0.7318
Close	0.7336	0.7366	0.0030	0.4%	0.7336
Range	0.0074	0.0053	-0.0021	-28.4%	0.0097
ATR	0.0063	0.0062	-0.0001	-1.1%	0.0000
Volume	81,822	68,563	-13,259	-16.2%	390,136

Daily Pivots for day following 02-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7519	0.7496	0.7395
R3	0.7466	0.7443	0.7381
R2	0.7413	0.7413	0.7376
R1	0.7390	0.7390	0.7371	0.7401
PP	0.7360	0.7360	0.7360	0.7366
S1	0.7337	0.7337	0.7361	0.7348
S2	0.7307	0.7307	0.7356
S3	0.7254	0.7284	0.7351
S4	0.7201	0.7231	0.7337

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%	0.0060	0.8%	49%	False	False	78,951
10	0.7415	0.7291	0.0124	1.7%	0.0058	0.8%	60%	False	False	73,973
20	0.7602	0.7291	0.0311	4.2%	0.0065	0.9%	24%	False	False	80,742
40	0.7779	0.7291	0.0488	6.6%	0.0062	0.8%	15%	False	False	80,222
60	0.7894	0.7291	0.0603	8.2%	0.0064	0.9%	12%	False	False	53,819
80	0.7894	0.7291	0.0603	8.2%	0.0064	0.9%	12%	False	False	40,387
100	0.7894	0.7291	0.0603	8.2%	0.0065	0.9%	12%	False	False	32,317

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7609
2.618	0.7522
1.618	0.7469
1.000	0.7437
0.618	0.7416
HIGH	0.7384
0.618	0.7363
0.500	0.7357
0.382	0.7351
LOW	0.7331
0.618	0.7298
1.000	0.7278
1.618	0.7245
2.618	0.7192
4.250	0.7105

Fisher Pivots for day following 02-Aug-2021
Pivot	1 day	3 day
R1	0.7363	0.7373
PP	0.7360	0.7371
S1	0.7357	0.7368

Download as Excel Spreadsheet

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

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