CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 11-Aug-2021

Day Change Summary
	Previous	Current
	10-Aug-2021	11-Aug-2021	Change	Change %	Previous Week
Open	0.7336	0.7348	0.0012	0.2%	0.7341
High	0.7357	0.7391	0.0034	0.5%	0.7428
Low	0.7317	0.7325	0.0008	0.1%	0.7331
Close	0.7351	0.7373	0.0023	0.3%	0.7353
Range	0.0041	0.0066	0.0026	63.0%	0.0098
ATR	0.0057	0.0057	0.0001	1.2%	0.0000
Volume	61,449	71,831	10,382	16.9%	355,927

Daily Pivots for day following 11-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7561	0.7533	0.7409
R3	0.7495	0.7467	0.7391
R2	0.7429	0.7429	0.7385
R1	0.7401	0.7401	0.7379	0.7415
PP	0.7363	0.7363	0.7363	0.7370
S1	0.7335	0.7335	0.7367	0.7349
S2	0.7297	0.7297	0.7361
S3	0.7231	0.7269	0.7355
S4	0.7165	0.7203	0.7337

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	0.7418	0.7317	0.0101	1.4%	0.0048	0.7%	56%	False	False	64,178
10	0.7428	0.7317	0.0112	1.5%	0.0053	0.7%	51%	False	False	70,629
20	0.7489	0.7291	0.0198	2.7%	0.0057	0.8%	41%	False	False	73,587
40	0.7719	0.7291	0.0428	5.8%	0.0063	0.9%	19%	False	False	80,892
60	0.7818	0.7291	0.0527	7.1%	0.0061	0.8%	16%	False	False	61,900
80	0.7894	0.7291	0.0603	8.2%	0.0063	0.9%	14%	False	False	46,463
100	0.7894	0.7291	0.0603	8.2%	0.0063	0.9%	14%	False	False	37,178
120	0.8008	0.7291	0.0717	9.7%	0.0066	0.9%	11%	False	False	30,988

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7671
2.618	0.7563
1.618	0.7497
1.000	0.7457
0.618	0.7431
HIGH	0.7391
0.618	0.7365
0.500	0.7358
0.382	0.7350
LOW	0.7325
0.618	0.7284
1.000	0.7259
1.618	0.7218
2.618	0.7152
4.250	0.7044

Fisher Pivots for day following 11-Aug-2021
Pivot	1 day	3 day
R1	0.7368	0.7367
PP	0.7363	0.7360
S1	0.7358	0.7354

Download as Excel Spreadsheet

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

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