CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 12-Aug-2021

Day Change Summary
	Previous	Current
	11-Aug-2021	12-Aug-2021	Change	Change %	Previous Week
Open	0.7348	0.7376	0.0029	0.4%	0.7341
High	0.7391	0.7378	-0.0013	-0.2%	0.7428
Low	0.7325	0.7333	0.0008	0.1%	0.7331
Close	0.7373	0.7333	-0.0040	-0.5%	0.7353
Range	0.0066	0.0046	-0.0021	-31.1%	0.0098
ATR	0.0057	0.0056	-0.0001	-1.5%	0.0000
Volume	71,831	51,673	-20,158	-28.1%	355,927

Daily Pivots for day following 12-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7484	0.7454	0.7358
R3	0.7439	0.7409	0.7346
R2	0.7393	0.7393	0.7341
R1	0.7363	0.7363	0.7337	0.7356
PP	0.7348	0.7348	0.7348	0.7344
S1	0.7318	0.7318	0.7329	0.7310
S2	0.7302	0.7302	0.7325
S3	0.7257	0.7272	0.7320
S4	0.7211	0.7227	0.7308

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	0.7407	0.7317	0.0091	1.2%	0.0050	0.7%	18%	False	False	63,493
10	0.7428	0.7317	0.0112	1.5%	0.0052	0.7%	15%	False	False	68,843
20	0.7445	0.7291	0.0154	2.1%	0.0055	0.7%	27%	False	False	72,825
40	0.7656	0.7291	0.0365	5.0%	0.0061	0.8%	12%	False	False	79,293
60	0.7801	0.7291	0.0510	7.0%	0.0061	0.8%	8%	False	False	62,758
80	0.7894	0.7291	0.0603	8.2%	0.0063	0.9%	7%	False	False	47,108
100	0.7894	0.7291	0.0603	8.2%	0.0063	0.9%	7%	False	False	37,694
120	0.8008	0.7291	0.0717	9.8%	0.0066	0.9%	6%	False	False	31,417

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

Fibonacci Retracements and Extensions
4.250	0.7571
2.618	0.7497
1.618	0.7452
1.000	0.7424
0.618	0.7406
HIGH	0.7378
0.618	0.7361
0.500	0.7355
0.382	0.7350
LOW	0.7333
0.618	0.7304
1.000	0.7287
1.618	0.7259
2.618	0.7213
4.250	0.7139

Fisher Pivots for day following 12-Aug-2021
Pivot	1 day	3 day
R1	0.7355	0.7354
PP	0.7348	0.7347
S1	0.7340	0.7340

Download as Excel Spreadsheet

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

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