CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 09-Aug-2021

Day Change Summary
	Previous	Current
	06-Aug-2021	09-Aug-2021	Change	Change %	Previous Week
Open	0.7405	0.7356	-0.0049	-0.7%	0.7341
High	0.7407	0.7365	-0.0042	-0.6%	0.7428
Low	0.7348	0.7329	-0.0019	-0.3%	0.7331
Close	0.7353	0.7337	-0.0016	-0.2%	0.7353
Range	0.0060	0.0037	-0.0023	-38.7%	0.0098
ATR	0.0059	0.0058	-0.0002	-2.8%	0.0000
Volume	66,786	65,729	-1,057	-1.6%	355,927

Daily Pivots for day following 09-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7453	0.7431	0.7357
R3	0.7416	0.7395	0.7347
R2	0.7380	0.7380	0.7343
R1	0.7358	0.7358	0.7340	0.7351
PP	0.7343	0.7343	0.7343	0.7340
S1	0.7322	0.7322	0.7333	0.7314
S2	0.7307	0.7307	0.7330
S3	0.7270	0.7285	0.7326
S4	0.7234	0.7249	0.7316

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	0.7329	0.0100	1.4%	0.0049	0.7%	8%	False	True	70,618
10	0.7428	0.7318	0.0110	1.5%	0.0054	0.7%	17%	False	False	74,785
20	0.7505	0.7291	0.0214	2.9%	0.0058	0.8%	21%	False	False	74,710
40	0.7729	0.7291	0.0438	6.0%	0.0062	0.8%	10%	False	False	80,690
60	0.7818	0.7291	0.0527	7.2%	0.0062	0.8%	9%	False	False	59,685
80	0.7894	0.7291	0.0603	8.2%	0.0063	0.9%	8%	False	False	44,798
100	0.7894	0.7291	0.0603	8.2%	0.0064	0.9%	8%	False	False	35,846
120	0.8008	0.7291	0.0717	9.8%	0.0066	0.9%	6%	False	False	29,877

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7520
2.618	0.7461
1.618	0.7424
1.000	0.7402
0.618	0.7388
HIGH	0.7365
0.618	0.7351
0.500	0.7347
0.382	0.7342
LOW	0.7329
0.618	0.7306
1.000	0.7292
1.618	0.7269
2.618	0.7233
4.250	0.7173

Fisher Pivots for day following 09-Aug-2021
Pivot	1 day	3 day
R1	0.7347	0.7373
PP	0.7343	0.7361
S1	0.7340	0.7349

Download as Excel Spreadsheet

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

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