CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 16-Aug-2021

Day Change Summary
	Previous	Current
	13-Aug-2021	16-Aug-2021	Change	Change %	Previous Week
Open	0.7337	0.7371	0.0034	0.5%	0.7356
High	0.7383	0.7374	-0.0009	-0.1%	0.7391
Low	0.7334	0.7320	-0.0014	-0.2%	0.7317
Close	0.7374	0.7337	-0.0038	-0.5%	0.7374
Range	0.0049	0.0055	0.0006	11.2%	0.0074
ATR	0.0056	0.0056	0.0000	-0.2%	0.0000
Volume	59,942	64,949	5,007	8.4%	310,624

Daily Pivots for day following 16-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7507	0.7476	0.7366
R3	0.7452	0.7422	0.7351
R2	0.7398	0.7398	0.7346
R1	0.7367	0.7367	0.7341	0.7355
PP	0.7343	0.7343	0.7343	0.7337
S1	0.7313	0.7313	0.7332	0.7301
S2	0.7289	0.7289	0.7327
S3	0.7234	0.7258	0.7322
S4	0.7180	0.7204	0.7307

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%	0.0051	0.7%	27%	False	False	61,968
10	0.7428	0.7317	0.0112	1.5%	0.0050	0.7%	18%	False	False	66,293
20	0.7428	0.7291	0.0137	1.9%	0.0054	0.7%	33%	False	False	70,133
40	0.7620	0.7291	0.0329	4.5%	0.0059	0.8%	14%	False	False	75,939
60	0.7799	0.7291	0.0508	6.9%	0.0060	0.8%	9%	False	False	64,829
80	0.7894	0.7291	0.0603	8.2%	0.0062	0.8%	8%	False	False	48,667
100	0.7894	0.7291	0.0603	8.2%	0.0063	0.9%	8%	False	False	38,942
120	0.8008	0.7291	0.0717	9.8%	0.0066	0.9%	6%	False	False	32,458

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7606
2.618	0.7517
1.618	0.7462
1.000	0.7429
0.618	0.7408
HIGH	0.7374
0.618	0.7353
0.500	0.7347
0.382	0.7340
LOW	0.7320
0.618	0.7286
1.000	0.7265
1.618	0.7231
2.618	0.7177
4.250	0.7088

Fisher Pivots for day following 16-Aug-2021
Pivot	1 day	3 day
R1	0.7347	0.7351
PP	0.7343	0.7346
S1	0.7340	0.7341

Download as Excel Spreadsheet

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

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