CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 26-Aug-2021

Day Change Summary
	Previous	Current
	25-Aug-2021	26-Aug-2021	Change	Change %	Previous Week
Open	0.7258	0.7276	0.0018	0.2%	0.7371
High	0.7281	0.7281	-0.0001	0.0%	0.7374
Low	0.7238	0.7235	-0.0004	0.0%	0.7107
Close	0.7281	0.7238	-0.0043	-0.6%	0.7137
Range	0.0043	0.0046	0.0003	7.0%	0.0268
ATR	0.0061	0.0060	-0.0001	-1.8%	0.0000
Volume	66,869	61,618	-5,251	-7.9%	479,493

Daily Pivots for day following 26-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7389	0.7360	0.7263
R3	0.7343	0.7314	0.7251
R2	0.7297	0.7297	0.7246
R1	0.7268	0.7268	0.7242	0.7259
PP	0.7251	0.7251	0.7251	0.7247
S1	0.7222	0.7222	0.7234	0.7213
S2	0.7205	0.7205	0.7230
S3	0.7159	0.7176	0.7225
S4	0.7113	0.7130	0.7213

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	0.7281	0.7107	0.0175	2.4%	0.0060	0.8%	75%	False	False	71,263
10	0.7383	0.7107	0.0276	3.8%	0.0064	0.9%	48%	False	False	81,006
20	0.7428	0.7107	0.0322	4.4%	0.0058	0.8%	41%	False	False	74,924
40	0.7602	0.7107	0.0495	6.8%	0.0062	0.9%	27%	False	False	78,324
60	0.7779	0.7107	0.0672	9.3%	0.0062	0.9%	20%	False	False	76,103
80	0.7894	0.7107	0.0787	10.9%	0.0062	0.9%	17%	False	False	57,221
100	0.7894	0.7107	0.0787	10.9%	0.0063	0.9%	17%	False	False	45,791
120	0.7894	0.7107	0.0787	10.9%	0.0064	0.9%	17%	False	False	38,166

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7476
2.618	0.7401
1.618	0.7355
1.000	0.7327
0.618	0.7309
HIGH	0.7281
0.618	0.7263
0.500	0.7258
0.382	0.7252
LOW	0.7235
0.618	0.7206
1.000	0.7189
1.618	0.7160
2.618	0.7114
4.250	0.7039

Fisher Pivots for day following 26-Aug-2021
Pivot	1 day	3 day
R1	0.7258	0.7241
PP	0.7251	0.7240
S1	0.7245	0.7239

Download as Excel Spreadsheet

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

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