CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 13-Aug-2021

Day Change Summary
	Previous	Current
	12-Aug-2021	13-Aug-2021	Change	Change %	Previous Week
Open	0.7376	0.7337	-0.0039	-0.5%	0.7356
High	0.7378	0.7383	0.0005	0.1%	0.7391
Low	0.7333	0.7334	0.0001	0.0%	0.7317
Close	0.7333	0.7374	0.0041	0.6%	0.7374
Range	0.0046	0.0049	0.0004	7.7%	0.0074
ATR	0.0056	0.0056	0.0000	-0.9%	0.0000
Volume	51,673	59,942	8,269	16.0%	310,624

Daily Pivots for day following 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7510	0.7491	0.7401
R3	0.7461	0.7442	0.7387
R2	0.7412	0.7412	0.7383
R1	0.7393	0.7393	0.7378	0.7403
PP	0.7363	0.7363	0.7363	0.7368
S1	0.7344	0.7344	0.7370	0.7354
S2	0.7314	0.7314	0.7365
S3	0.7265	0.7295	0.7361
S4	0.7216	0.7246	0.7347

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7582	0.7552	0.7415
R3	0.7508	0.7478	0.7394
R2	0.7434	0.7434	0.7388
R1	0.7404	0.7404	0.7381	0.7419
PP	0.7360	0.7360	0.7360	0.7368
S1	0.7330	0.7330	0.7367	0.7345
S2	0.7286	0.7286	0.7360
S3	0.7212	0.7256	0.7354
S4	0.7138	0.7182	0.7333

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7391	0.7317	0.0074	1.0%	0.0048	0.6%	78%	False	False	62,124
10	0.7428	0.7317	0.0112	1.5%	0.0050	0.7%	52%	False	False	66,655
20	0.7428	0.7291	0.0137	1.9%	0.0055	0.7%	61%	False	False	72,277
40	0.7620	0.7291	0.0329	4.5%	0.0060	0.8%	25%	False	False	77,557
60	0.7799	0.7291	0.0508	6.9%	0.0061	0.8%	16%	False	False	63,751
80	0.7894	0.7291	0.0603	8.2%	0.0063	0.8%	14%	False	False	47,856
100	0.7894	0.7291	0.0603	8.2%	0.0063	0.9%	14%	False	False	38,293
120	0.8008	0.7291	0.0717	9.7%	0.0066	0.9%	12%	False	False	31,917

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7591
2.618	0.7511
1.618	0.7462
1.000	0.7432
0.618	0.7413
HIGH	0.7383
0.618	0.7364
0.500	0.7358
0.382	0.7352
LOW	0.7334
0.618	0.7303
1.000	0.7285
1.618	0.7254
2.618	0.7205
4.250	0.7125

Fisher Pivots for day following 13-Aug-2021
Pivot	1 day	3 day
R1	0.7369	0.7369
PP	0.7363	0.7363
S1	0.7358	0.7358

Download as Excel Spreadsheet

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

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