CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 03-Aug-2021

Day Change Summary
	Previous	Current
	02-Aug-2021	03-Aug-2021	Change	Change %	Previous Week
Open	0.7341	0.7365	0.0024	0.3%	0.7369
High	0.7384	0.7410	0.0027	0.4%	0.7415
Low	0.7331	0.7358	0.0028	0.4%	0.7318
Close	0.7366	0.7396	0.0030	0.4%	0.7336
Range	0.0053	0.0052	-0.0001	-1.9%	0.0097
ATR	0.0062	0.0061	-0.0001	-1.2%	0.0000
Volume	68,563	82,320	13,757	20.1%	390,136

Daily Pivots for day following 03-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7544	0.7522	0.7424
R3	0.7492	0.7470	0.7410
R2	0.7440	0.7440	0.7405
R1	0.7418	0.7418	0.7400	0.7429
PP	0.7388	0.7388	0.7388	0.7393
S1	0.7366	0.7366	0.7391	0.7377
S2	0.7336	0.7336	0.7386
S3	0.7284	0.7314	0.7381
S4	0.7232	0.7262	0.7367

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%	80%	False	False	78,879
10	0.7415	0.7291	0.0124	1.7%	0.0057	0.8%	84%	False	False	74,066
20	0.7537	0.7291	0.0246	3.3%	0.0062	0.8%	43%	False	False	77,068
40	0.7779	0.7291	0.0488	6.6%	0.0062	0.8%	21%	False	False	82,061
60	0.7894	0.7291	0.0603	8.1%	0.0063	0.9%	17%	False	False	55,189
80	0.7894	0.7291	0.0603	8.1%	0.0064	0.9%	17%	False	False	41,416
100	0.7894	0.7291	0.0603	8.1%	0.0065	0.9%	17%	False	False	33,140

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7631
2.618	0.7546
1.618	0.7494
1.000	0.7462
0.618	0.7442
HIGH	0.7410
0.618	0.7390
0.500	0.7384
0.382	0.7378
LOW	0.7358
0.618	0.7326
1.000	0.7306
1.618	0.7274
2.618	0.7222
4.250	0.7137

Fisher Pivots for day following 03-Aug-2021
Pivot	1 day	3 day
R1	0.7392	0.7387
PP	0.7388	0.7379
S1	0.7384	0.7370

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

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