CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 27-Aug-2021

Day Change Summary
	Previous	Current
	26-Aug-2021	27-Aug-2021	Change	Change %	Previous Week
Open	0.7276	0.7239	-0.0038	-0.5%	0.7136
High	0.7281	0.7317	0.0037	0.5%	0.7317
Low	0.7235	0.7223	-0.0012	-0.2%	0.7130
Close	0.7238	0.7313	0.0075	1.0%	0.7313
Range	0.0046	0.0095	0.0049	105.4%	0.0188
ATR	0.0060	0.0063	0.0002	4.1%	0.0000
Volume	61,618	83,780	22,162	36.0%	354,405

Daily Pivots for day following 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7568	0.7535	0.7364
R3	0.7473	0.7440	0.7338
R2	0.7379	0.7379	0.7330
R1	0.7346	0.7346	0.7321	0.7362
PP	0.7284	0.7284	0.7284	0.7292
S1	0.7251	0.7251	0.7304	0.7268
S2	0.7190	0.7190	0.7295
S3	0.7095	0.7157	0.7287
S4	0.7001	0.7062	0.7261

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7816	0.7752	0.7416
R3	0.7628	0.7564	0.7364
R2	0.7441	0.7441	0.7347
R1	0.7377	0.7377	0.7330	0.7409
PP	0.7253	0.7253	0.7253	0.7269
S1	0.7189	0.7189	0.7295	0.7221
S2	0.7066	0.7066	0.7278
S3	0.6878	0.7002	0.7261
S4	0.6691	0.6814	0.7209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7317	0.7130	0.0188	2.6%	0.0069	0.9%	98%	True	False	70,881
10	0.7374	0.7107	0.0268	3.7%	0.0069	0.9%	77%	False	False	83,389
20	0.7428	0.7107	0.0322	4.4%	0.0059	0.8%	64%	False	False	75,022
40	0.7602	0.7107	0.0495	6.8%	0.0063	0.9%	42%	False	False	78,569
60	0.7779	0.7107	0.0672	9.2%	0.0062	0.8%	31%	False	False	77,423
80	0.7894	0.7107	0.0787	10.8%	0.0063	0.9%	26%	False	False	58,266
100	0.7894	0.7107	0.0787	10.8%	0.0063	0.9%	26%	False	False	46,628
120	0.7894	0.7107	0.0787	10.8%	0.0064	0.9%	26%	False	False	38,864

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7719
2.618	0.7564
1.618	0.7470
1.000	0.7412
0.618	0.7375
HIGH	0.7317
0.618	0.7281
0.500	0.7270
0.382	0.7259
LOW	0.7223
0.618	0.7164
1.000	0.7128
1.618	0.7070
2.618	0.6975
4.250	0.6821

Fisher Pivots for day following 27-Aug-2021
Pivot	1 day	3 day
R1	0.7298	0.7298
PP	0.7284	0.7284
S1	0.7270	0.7270

Download as Excel Spreadsheet

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

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