CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 31-Aug-2021

Day Change Summary
	Previous	Current
	30-Aug-2021	31-Aug-2021	Change	Change %	Previous Week
Open	0.7312	0.7296	-0.0016	-0.2%	0.7136
High	0.7319	0.7342	0.0023	0.3%	0.7317
Low	0.7285	0.7289	0.0004	0.0%	0.7130
Close	0.7299	0.7321	0.0023	0.3%	0.7313
Range	0.0034	0.0053	0.0019	55.9%	0.0188
ATR	0.0061	0.0060	-0.0001	-0.9%	0.0000
Volume	58,165	83,532	25,367	43.6%	354,405

Daily Pivots for day following 31-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7476	0.7452	0.7350
R3	0.7423	0.7399	0.7336
R2	0.7370	0.7370	0.7331
R1	0.7346	0.7346	0.7326	0.7358
PP	0.7317	0.7317	0.7317	0.7323
S1	0.7293	0.7293	0.7316	0.7305
S2	0.7264	0.7264	0.7311
S3	0.7211	0.7240	0.7306
S4	0.7158	0.7187	0.7292

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	0.7342	0.7223	0.0119	1.6%	0.0054	0.7%	83%	True	False	70,792
10	0.7342	0.7107	0.0235	3.2%	0.0062	0.8%	91%	True	False	79,193
20	0.7428	0.7107	0.0322	4.4%	0.0058	0.8%	67%	False	False	74,563
40	0.7537	0.7107	0.0430	5.9%	0.0060	0.8%	50%	False	False	75,816
60	0.7779	0.7107	0.0672	9.2%	0.0061	0.8%	32%	False	False	79,562
80	0.7894	0.7107	0.0787	10.7%	0.0062	0.8%	27%	False	False	60,033
100	0.7894	0.7107	0.0787	10.7%	0.0063	0.9%	27%	False	False	48,045
120	0.7894	0.7107	0.0787	10.7%	0.0064	0.9%	27%	False	False	40,044

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7567
2.618	0.7480
1.618	0.7427
1.000	0.7395
0.618	0.7374
HIGH	0.7342
0.618	0.7321
0.500	0.7315
0.382	0.7309
LOW	0.7289
0.618	0.7256
1.000	0.7236
1.618	0.7203
2.618	0.7150
4.250	0.7063

Fisher Pivots for day following 31-Aug-2021
Pivot	1 day	3 day
R1	0.7319	0.7308
PP	0.7317	0.7295
S1	0.7315	0.7282

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols