CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 30-Aug-2021

Day Change Summary
	Previous	Current
	27-Aug-2021	30-Aug-2021	Change	Change %	Previous Week
Open	0.7239	0.7312	0.0073	1.0%	0.7136
High	0.7317	0.7319	0.0002	0.0%	0.7317
Low	0.7223	0.7285	0.0063	0.9%	0.7130
Close	0.7313	0.7299	-0.0014	-0.2%	0.7313
Range	0.0095	0.0034	-0.0061	-64.0%	0.0188
ATR	0.0063	0.0061	-0.0002	-3.3%	0.0000
Volume	83,780	58,165	-25,615	-30.6%	354,405

Daily Pivots for day following 30-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7403	0.7385	0.7317
R3	0.7369	0.7351	0.7308
R2	0.7335	0.7335	0.7305
R1	0.7317	0.7317	0.7302	0.7309
PP	0.7301	0.7301	0.7301	0.7297
S1	0.7283	0.7283	0.7295	0.7275
S2	0.7267	0.7267	0.7292
S3	0.7233	0.7249	0.7289
S4	0.7199	0.7215	0.7280

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	0.7319	0.7202	0.0118	1.6%	0.0058	0.8%	83%	True	False	67,288
10	0.7342	0.7107	0.0236	3.2%	0.0067	0.9%	82%	False	False	82,711
20	0.7428	0.7107	0.0322	4.4%	0.0058	0.8%	60%	False	False	74,502
40	0.7602	0.7107	0.0495	6.8%	0.0062	0.8%	39%	False	False	77,622
60	0.7779	0.7107	0.0672	9.2%	0.0061	0.8%	29%	False	False	78,316
80	0.7894	0.7107	0.0787	10.8%	0.0062	0.9%	24%	False	False	58,990
100	0.7894	0.7107	0.0787	10.8%	0.0063	0.9%	24%	False	False	47,210
120	0.7894	0.7107	0.0787	10.8%	0.0064	0.9%	24%	False	False	39,348

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0010
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.7464
2.618	0.7408
1.618	0.7374
1.000	0.7353
0.618	0.7340
HIGH	0.7319
0.618	0.7306
0.500	0.7302
0.382	0.7298
LOW	0.7285
0.618	0.7264
1.000	0.7251
1.618	0.7230
2.618	0.7196
4.250	0.7141

Fisher Pivots for day following 30-Aug-2021
Pivot	1 day	3 day
R1	0.7302	0.7289
PP	0.7301	0.7280
S1	0.7300	0.7271

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

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