CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 23-Aug-2021

Day Change Summary
	Previous	Current
	20-Aug-2021	23-Aug-2021	Change	Change %	Previous Week
Open	0.7149	0.7136	-0.0013	-0.2%	0.7371
High	0.7157	0.7219	0.0062	0.9%	0.7374
Low	0.7107	0.7130	0.0023	0.3%	0.7107
Close	0.7137	0.7218	0.0081	1.1%	0.7137
Range	0.0050	0.0089	0.0039	78.0%	0.0268
ATR	0.0060	0.0062	0.0002	3.5%	0.0000
Volume	85,693	76,128	-9,565	-11.2%	479,493

Daily Pivots for day following 23-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7456	0.7426	0.7266
R3	0.7367	0.7337	0.7242
R2	0.7278	0.7278	0.7234
R1	0.7248	0.7248	0.7226	0.7263
PP	0.7189	0.7189	0.7189	0.7196
S1	0.7159	0.7159	0.7209	0.7174
S2	0.7100	0.7100	0.7201
S3	0.7011	0.7070	0.7193
S4	0.6922	0.6981	0.7169

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8008	0.7840	0.7284
R3	0.7741	0.7573	0.7211
R2	0.7473	0.7473	0.7186
R1	0.7305	0.7305	0.7162	0.7256
PP	0.7206	0.7206	0.7206	0.7181
S1	0.7038	0.7038	0.7112	0.6988
S2	0.6938	0.6938	0.7088
S3	0.6671	0.6770	0.7063
S4	0.6403	0.6503	0.6990

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7342	0.7107	0.0236	3.3%	0.0076	1.0%	47%	False	False	98,134
10	0.7391	0.7107	0.0284	3.9%	0.0063	0.9%	39%	False	False	80,051
20	0.7428	0.7107	0.0322	4.5%	0.0059	0.8%	35%	False	False	77,418
40	0.7604	0.7107	0.0498	6.9%	0.0062	0.9%	22%	False	False	78,311
60	0.7779	0.7107	0.0672	9.3%	0.0062	0.9%	17%	False	False	72,975
80	0.7894	0.7107	0.0787	10.9%	0.0063	0.9%	14%	False	False	54,794
100	0.7894	0.7107	0.0787	10.9%	0.0064	0.9%	14%	False	False	43,847
120	0.7894	0.7107	0.0787	10.9%	0.0065	0.9%	14%	False	False	36,546

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7597
2.618	0.7452
1.618	0.7363
1.000	0.7308
0.618	0.7274
HIGH	0.7219
0.618	0.7185
0.500	0.7174
0.382	0.7163
LOW	0.7130
0.618	0.7074
1.000	0.7041
1.618	0.6985
2.618	0.6896
4.250	0.6751

Fisher Pivots for day following 23-Aug-2021
Pivot	1 day	3 day
R1	0.7203	0.7203
PP	0.7189	0.7189
S1	0.7174	0.7175

Download as Excel Spreadsheet

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

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