CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 05-Aug-2021

Day Change Summary
	Previous	Current
	04-Aug-2021	05-Aug-2021	Change	Change %	Previous Week
Open	0.7395	0.7382	-0.0013	-0.2%	0.7369
High	0.7428	0.7418	-0.0011	-0.1%	0.7415
Low	0.7372	0.7378	0.0007	0.1%	0.7318
Close	0.7384	0.7405	0.0022	0.3%	0.7336
Range	0.0057	0.0040	-0.0017	-30.1%	0.0097
ATR	0.0061	0.0059	-0.0002	-2.5%	0.0000
Volume	83,159	55,099	-28,060	-33.7%	390,136

Daily Pivots for day following 05-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7519	0.7501	0.7427
R3	0.7479	0.7462	0.7416
R2	0.7440	0.7440	0.7412
R1	0.7422	0.7422	0.7409	0.7431
PP	0.7400	0.7400	0.7400	0.7405
S1	0.7383	0.7383	0.7401	0.7392
S2	0.7361	0.7361	0.7398
S3	0.7321	0.7343	0.7394
S4	0.7282	0.7304	0.7383

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	0.7428	0.7331	0.0098	1.3%	0.0055	0.7%	76%	False	False	74,192
10	0.7428	0.7318	0.0110	1.5%	0.0054	0.7%	79%	False	False	73,629
20	0.7505	0.7291	0.0214	2.9%	0.0060	0.8%	53%	False	False	74,545
40	0.7779	0.7291	0.0488	6.6%	0.0063	0.8%	23%	False	False	81,886
60	0.7842	0.7291	0.0551	7.4%	0.0063	0.8%	21%	False	False	57,491
80	0.7894	0.7291	0.0603	8.1%	0.0064	0.9%	19%	False	False	43,143
100	0.7894	0.7291	0.0603	8.1%	0.0064	0.9%	19%	False	False	34,522
120	0.8008	0.7291	0.0717	9.7%	0.0066	0.9%	16%	False	False	28,773

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7585
2.618	0.7521
1.618	0.7481
1.000	0.7457
0.618	0.7442
HIGH	0.7418
0.618	0.7402
0.500	0.7398
0.382	0.7393
LOW	0.7378
0.618	0.7354
1.000	0.7339
1.618	0.7314
2.618	0.7275
4.250	0.7210

Fisher Pivots for day following 05-Aug-2021
Pivot	1 day	3 day
R1	0.7403	0.7401
PP	0.7400	0.7397
S1	0.7398	0.7393

Download as Excel Spreadsheet

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

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