CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 06-Aug-2021

Day Change Summary
	Previous	Current
	05-Aug-2021	06-Aug-2021	Change	Change %	Previous Week
Open	0.7382	0.7405	0.0023	0.3%	0.7341
High	0.7418	0.7407	-0.0011	-0.1%	0.7428
Low	0.7378	0.7348	-0.0031	-0.4%	0.7331
Close	0.7405	0.7353	-0.0053	-0.7%	0.7353
Range	0.0040	0.0060	0.0020	50.6%	0.0098
ATR	0.0059	0.0059	0.0000	0.0%	0.0000
Volume	55,099	66,786	11,687	21.2%	355,927

Daily Pivots for day following 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7548	0.7510	0.7385
R3	0.7488	0.7450	0.7369
R2	0.7429	0.7429	0.7363
R1	0.7391	0.7391	0.7358	0.7380
PP	0.7369	0.7369	0.7369	0.7364
S1	0.7331	0.7331	0.7347	0.7320
S2	0.7310	0.7310	0.7342
S3	0.7250	0.7272	0.7336
S4	0.7191	0.7212	0.7320

Weekly Pivots for week ending 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7663	0.7605	0.7406
R3	0.7565	0.7508	0.7379
R2	0.7468	0.7468	0.7370
R1	0.7410	0.7410	0.7361	0.7439
PP	0.7370	0.7370	0.7370	0.7385
S1	0.7313	0.7313	0.7344	0.7342
S2	0.7273	0.7273	0.7335
S3	0.7175	0.7215	0.7326
S4	0.7078	0.7118	0.7299

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%	0.0052	0.7%	23%	False	False	71,185
10	0.7428	0.7318	0.0110	1.5%	0.0057	0.8%	31%	False	False	74,606
20	0.7505	0.7291	0.0214	2.9%	0.0058	0.8%	29%	False	False	74,493
40	0.7779	0.7291	0.0488	6.6%	0.0063	0.9%	13%	False	False	82,083
60	0.7818	0.7291	0.0527	7.2%	0.0062	0.8%	12%	False	False	58,600
80	0.7894	0.7291	0.0603	8.2%	0.0064	0.9%	10%	False	False	43,977
100	0.7894	0.7291	0.0603	8.2%	0.0065	0.9%	10%	False	False	35,190
120	0.8008	0.7291	0.0717	9.7%	0.0066	0.9%	9%	False	False	29,330

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7660
2.618	0.7563
1.618	0.7503
1.000	0.7467
0.618	0.7444
HIGH	0.7407
0.618	0.7384
0.500	0.7377
0.382	0.7370
LOW	0.7348
0.618	0.7311
1.000	0.7288
1.618	0.7251
2.618	0.7192
4.250	0.7095

Fisher Pivots for day following 06-Aug-2021
Pivot	1 day	3 day
R1	0.7377	0.7388
PP	0.7369	0.7376
S1	0.7361	0.7364

Download as Excel Spreadsheet

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

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