CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 07-Sep-2021

Day Change Summary
	Previous	Current
	03-Sep-2021	07-Sep-2021	Change	Change %	Previous Week
Open	0.7401	0.7453	0.0052	0.7%	0.7312
High	0.7479	0.7469	-0.0010	-0.1%	0.7479
Low	0.7396	0.7375	-0.0021	-0.3%	0.7285
Close	0.7459	0.7389	-0.0070	-0.9%	0.7459
Range	0.0083	0.0094	0.0011	13.3%	0.0194
ATR	0.0062	0.0064	0.0002	3.6%	0.0000
Volume	101,101	161,272	60,171	59.5%	398,932

Daily Pivots for day following 07-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7691	0.7634	0.7440
R3	0.7598	0.7540	0.7415
R2	0.7504	0.7504	0.7406
R1	0.7447	0.7447	0.7398	0.7429
PP	0.7411	0.7411	0.7411	0.7402
S1	0.7353	0.7353	0.7380	0.7335
S2	0.7317	0.7317	0.7372
S3	0.7224	0.7260	0.7363
S4	0.7130	0.7166	0.7338

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7988	0.7917	0.7565
R3	0.7795	0.7724	0.7512
R2	0.7601	0.7601	0.7494
R1	0.7530	0.7530	0.7477	0.7566
PP	0.7408	0.7408	0.7408	0.7425
S1	0.7337	0.7337	0.7441	0.7372
S2	0.7214	0.7214	0.7424
S3	0.7021	0.7143	0.7406
S4	0.6827	0.6950	0.7353

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7479	0.7289	0.0190	2.6%	0.0072	1.0%	53%	False	False	100,407
10	0.7479	0.7202	0.0277	3.7%	0.0065	0.9%	68%	False	False	83,848
20	0.7479	0.7107	0.0372	5.0%	0.0064	0.9%	76%	False	False	81,949
40	0.7505	0.7107	0.0399	5.4%	0.0061	0.8%	71%	False	False	78,330
60	0.7729	0.7107	0.0622	8.4%	0.0063	0.8%	45%	False	False	81,110
80	0.7818	0.7107	0.0711	9.6%	0.0062	0.8%	40%	False	False	65,251
100	0.7894	0.7107	0.0787	10.7%	0.0064	0.9%	36%	False	False	52,228
120	0.7894	0.7107	0.0787	10.7%	0.0064	0.9%	36%	False	False	43,530

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7866
2.618	0.7713
1.618	0.7620
1.000	0.7562
0.618	0.7526
HIGH	0.7469
0.618	0.7433
0.500	0.7422
0.382	0.7411
LOW	0.7375
0.618	0.7317
1.000	0.7282
1.618	0.7224
2.618	0.7130
4.250	0.6978

Fisher Pivots for day following 07-Sep-2021
Pivot	1 day	3 day
R1	0.7422	0.7418
PP	0.7411	0.7408
S1	0.7400	0.7399

Download as Excel Spreadsheet

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

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