CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 18-Aug-2021

Day Change Summary
	Previous	Current
	17-Aug-2021	18-Aug-2021	Change	Change %	Previous Week
Open	0.7337	0.7257	-0.0080	-1.1%	0.7356
High	0.7342	0.7270	-0.0072	-1.0%	0.7391
Low	0.7243	0.7230	-0.0013	-0.2%	0.7317
Close	0.7253	0.7245	-0.0008	-0.1%	0.7374
Range	0.0099	0.0040	-0.0059	-59.6%	0.0074
ATR	0.0059	0.0058	-0.0001	-2.3%	0.0000
Volume	118,707	90,376	-28,331	-23.9%	310,624

Daily Pivots for day following 18-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7368	0.7347	0.7267
R3	0.7328	0.7307	0.7256
R2	0.7288	0.7288	0.7252
R1	0.7267	0.7267	0.7249	0.7258
PP	0.7248	0.7248	0.7248	0.7244
S1	0.7227	0.7227	0.7241	0.7218
S2	0.7208	0.7208	0.7238
S3	0.7168	0.7187	0.7234
S4	0.7128	0.7147	0.7223

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	0.7383	0.7230	0.0153	2.1%	0.0058	0.8%	10%	False	True	77,129
10	0.7418	0.7230	0.0188	2.6%	0.0053	0.7%	8%	False	True	70,654
20	0.7428	0.7230	0.0198	2.7%	0.0054	0.7%	8%	False	True	73,031
40	0.7620	0.7230	0.0390	5.4%	0.0059	0.8%	4%	False	True	76,115
60	0.7799	0.7230	0.0569	7.9%	0.0061	0.8%	3%	False	True	68,305
80	0.7894	0.7230	0.0664	9.2%	0.0062	0.9%	2%	False	True	51,280
100	0.7894	0.7230	0.0664	9.2%	0.0063	0.9%	2%	False	True	41,032
120	0.7894	0.7230	0.0664	9.2%	0.0065	0.9%	2%	False	True	34,200

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7440
2.618	0.7375
1.618	0.7335
1.000	0.7310
0.618	0.7295
HIGH	0.7270
0.618	0.7255
0.500	0.7250
0.382	0.7245
LOW	0.7230
0.618	0.7205
1.000	0.7190
1.618	0.7165
2.618	0.7125
4.250	0.7060

Fisher Pivots for day following 18-Aug-2021
Pivot	1 day	3 day
R1	0.7250	0.7302
PP	0.7248	0.7283
S1	0.7247	0.7264

Download as Excel Spreadsheet

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

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