CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 19-Aug-2021

Day Change Summary
	Previous	Current
	18-Aug-2021	19-Aug-2021	Change	Change %	Previous Week
Open	0.7257	0.7237	-0.0020	-0.3%	0.7356
High	0.7270	0.7243	-0.0027	-0.4%	0.7391
Low	0.7230	0.7143	-0.0087	-1.2%	0.7317
Close	0.7245	0.7151	-0.0095	-1.3%	0.7374
Range	0.0040	0.0100	0.0060	150.0%	0.0074
ATR	0.0058	0.0061	0.0003	5.5%	0.0000
Volume	90,376	119,768	29,392	32.5%	310,624

Daily Pivots for day following 19-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7479	0.7415	0.7206
R3	0.7379	0.7315	0.7178
R2	0.7279	0.7279	0.7169
R1	0.7215	0.7215	0.7160	0.7197
PP	0.7179	0.7179	0.7179	0.7170
S1	0.7115	0.7115	0.7141	0.7097
S2	0.7079	0.7079	0.7132
S3	0.6979	0.7015	0.7123
S4	0.6879	0.6915	0.7096

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	0.7143	0.0240	3.3%	0.0069	1.0%	3%	False	True	90,748
10	0.7407	0.7143	0.0264	3.7%	0.0059	0.8%	3%	False	True	77,121
20	0.7428	0.7143	0.0285	4.0%	0.0057	0.8%	3%	False	True	75,375
40	0.7620	0.7143	0.0477	6.7%	0.0060	0.8%	2%	False	True	77,199
60	0.7799	0.7143	0.0656	9.2%	0.0062	0.9%	1%	False	True	70,295
80	0.7894	0.7143	0.0751	10.5%	0.0063	0.9%	1%	False	True	52,775
100	0.7894	0.7143	0.0751	10.5%	0.0064	0.9%	1%	False	True	42,229
120	0.7894	0.7143	0.0751	10.5%	0.0065	0.9%	1%	False	True	35,198

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	0.0009
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	0.7668
2.618	0.7505
1.618	0.7405
1.000	0.7343
0.618	0.7305
HIGH	0.7243
0.618	0.7205
0.500	0.7193
0.382	0.7181
LOW	0.7143
0.618	0.7081
1.000	0.7043
1.618	0.6981
2.618	0.6881
4.250	0.6718

Fisher Pivots for day following 19-Aug-2021
Pivot	1 day	3 day
R1	0.7193	0.7243
PP	0.7179	0.7212
S1	0.7165	0.7181

Download as Excel Spreadsheet

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

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