CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 17-Aug-2021

Day Change Summary
	Previous	Current
	16-Aug-2021	17-Aug-2021	Change	Change %	Previous Week
Open	0.7371	0.7337	-0.0034	-0.5%	0.7356
High	0.7374	0.7342	-0.0032	-0.4%	0.7391
Low	0.7320	0.7243	-0.0077	-1.0%	0.7317
Close	0.7337	0.7253	-0.0084	-1.1%	0.7374
Range	0.0055	0.0099	0.0045	81.7%	0.0074
ATR	0.0056	0.0059	0.0003	5.5%	0.0000
Volume	64,949	118,707	53,758	82.8%	310,624

Daily Pivots for day following 17-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7576	0.7513	0.7307
R3	0.7477	0.7414	0.7280
R2	0.7378	0.7378	0.7271
R1	0.7315	0.7315	0.7262	0.7297
PP	0.7279	0.7279	0.7279	0.7270
S1	0.7216	0.7216	0.7243	0.7198
S2	0.7180	0.7180	0.7234
S3	0.7081	0.7117	0.7225
S4	0.6982	0.7018	0.7198

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	0.7243	0.0148	2.0%	0.0063	0.9%	6%	False	True	73,420
10	0.7428	0.7243	0.0185	2.6%	0.0055	0.8%	5%	False	True	69,932
20	0.7428	0.7243	0.0185	2.6%	0.0056	0.8%	5%	False	True	71,999
40	0.7620	0.7243	0.0377	5.2%	0.0060	0.8%	3%	False	True	76,082
60	0.7799	0.7243	0.0556	7.7%	0.0061	0.8%	2%	False	True	66,803
80	0.7894	0.7243	0.0651	9.0%	0.0063	0.9%	1%	False	True	50,150
100	0.7894	0.7243	0.0651	9.0%	0.0063	0.9%	1%	False	True	40,129
120	0.7894	0.7243	0.0651	9.0%	0.0065	0.9%	1%	False	True	33,447

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	0.0010
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.7763
2.618	0.7601
1.618	0.7502
1.000	0.7441
0.618	0.7403
HIGH	0.7342
0.618	0.7304
0.500	0.7293
0.382	0.7281
LOW	0.7243
0.618	0.7182
1.000	0.7144
1.618	0.7083
2.618	0.6984
4.250	0.6822

Fisher Pivots for day following 17-Aug-2021
Pivot	1 day	3 day
R1	0.7293	0.7313
PP	0.7279	0.7293
S1	0.7266	0.7273

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols