CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 24-Aug-2021

Day Change Summary
	Previous	Current
	23-Aug-2021	24-Aug-2021	Change	Change %	Previous Week
Open	0.7136	0.7213	0.0077	1.1%	0.7371
High	0.7219	0.7272	0.0054	0.7%	0.7374
Low	0.7130	0.7202	0.0072	1.0%	0.7107
Close	0.7218	0.7258	0.0040	0.6%	0.7137
Range	0.0089	0.0071	-0.0019	-20.8%	0.0268
ATR	0.0062	0.0063	0.0001	1.0%	0.0000
Volume	76,128	66,010	-10,118	-13.3%	479,493

Daily Pivots for day following 24-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7455	0.7427	0.7296
R3	0.7385	0.7356	0.7277
R2	0.7314	0.7314	0.7270
R1	0.7286	0.7286	0.7264	0.7300
PP	0.7244	0.7244	0.7244	0.7251
S1	0.7215	0.7215	0.7251	0.7230
S2	0.7173	0.7173	0.7245
S3	0.7103	0.7145	0.7238
S4	0.7032	0.7074	0.7219

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	0.7272	0.7107	0.0166	2.3%	0.0070	1.0%	91%	True	False	87,595
10	0.7391	0.7107	0.0284	3.9%	0.0066	0.9%	53%	False	False	80,507
20	0.7428	0.7107	0.0322	4.4%	0.0060	0.8%	47%	False	False	76,584
40	0.7602	0.7107	0.0495	6.8%	0.0062	0.9%	31%	False	False	78,547
60	0.7779	0.7107	0.0672	9.3%	0.0063	0.9%	22%	False	False	74,068
80	0.7894	0.7107	0.0787	10.8%	0.0063	0.9%	19%	False	False	55,619
100	0.7894	0.7107	0.0787	10.8%	0.0064	0.9%	19%	False	False	44,507
120	0.7894	0.7107	0.0787	10.8%	0.0065	0.9%	19%	False	False	37,096

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7572
2.618	0.7457
1.618	0.7386
1.000	0.7343
0.618	0.7316
HIGH	0.7272
0.618	0.7245
0.500	0.7237
0.382	0.7228
LOW	0.7202
0.618	0.7158
1.000	0.7131
1.618	0.7087
2.618	0.7017
4.250	0.6902

Fisher Pivots for day following 24-Aug-2021
Pivot	1 day	3 day
R1	0.7251	0.7235
PP	0.7244	0.7212
S1	0.7237	0.7189

Download as Excel Spreadsheet

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

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