CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 02-Sep-2021

Day Change Summary
	Previous	Current
	01-Sep-2021	02-Sep-2021	Change	Change %	Previous Week
Open	0.7314	0.7368	0.0054	0.7%	0.7136
High	0.7384	0.7411	0.0027	0.4%	0.7317
Low	0.7309	0.7357	0.0048	0.7%	0.7130
Close	0.7375	0.7404	0.0030	0.4%	0.7313
Range	0.0076	0.0055	-0.0021	-27.8%	0.0188
ATR	0.0061	0.0061	0.0000	-0.8%	0.0000
Volume	79,455	76,679	-2,776	-3.5%	354,405

Daily Pivots for day following 02-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7554	0.7534	0.7434
R3	0.7500	0.7479	0.7419
R2	0.7445	0.7445	0.7414
R1	0.7425	0.7425	0.7409	0.7435
PP	0.7391	0.7391	0.7391	0.7396
S1	0.7370	0.7370	0.7399	0.7380
S2	0.7336	0.7336	0.7394
S3	0.7282	0.7316	0.7389
S4	0.7227	0.7261	0.7374

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	0.7411	0.7223	0.0189	2.5%	0.0062	0.8%	96%	True	False	76,322
10	0.7411	0.7107	0.0305	4.1%	0.0061	0.8%	98%	True	False	73,792
20	0.7411	0.7107	0.0305	4.1%	0.0060	0.8%	98%	True	False	75,456
40	0.7505	0.7107	0.0399	5.4%	0.0060	0.8%	75%	False	False	75,001
60	0.7779	0.7107	0.0672	9.1%	0.0062	0.8%	44%	False	False	79,743
80	0.7842	0.7107	0.0735	9.9%	0.0062	0.8%	40%	False	False	61,982
100	0.7894	0.7107	0.0787	10.6%	0.0063	0.9%	38%	False	False	49,606
120	0.7894	0.7107	0.0787	10.6%	0.0064	0.9%	38%	False	False	41,344

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7643
2.618	0.7554
1.618	0.7499
1.000	0.7466
0.618	0.7445
HIGH	0.7411
0.618	0.7390
0.500	0.7384
0.382	0.7377
LOW	0.7357
0.618	0.7323
1.000	0.7302
1.618	0.7268
2.618	0.7214
4.250	0.7125

Fisher Pivots for day following 02-Sep-2021
Pivot	1 day	3 day
R1	0.7397	0.7386
PP	0.7391	0.7368
S1	0.7384	0.7350

Download as Excel Spreadsheet

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

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