CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 08-Sep-2021

Day Change Summary
	Previous	Current
	07-Sep-2021	08-Sep-2021	Change	Change %	Previous Week
Open	0.7453	0.7389	-0.0064	-0.9%	0.7312
High	0.7469	0.7404	-0.0065	-0.9%	0.7479
Low	0.7375	0.7345	-0.0030	-0.4%	0.7285
Close	0.7389	0.7375	-0.0015	-0.2%	0.7459
Range	0.0094	0.0059	-0.0035	-36.9%	0.0194
ATR	0.0064	0.0064	0.0000	-0.6%	0.0000
Volume	161,272	198,172	36,900	22.9%	398,932

Daily Pivots for day following 08-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7552	0.7522	0.7407
R3	0.7493	0.7463	0.7391
R2	0.7434	0.7434	0.7385
R1	0.7404	0.7404	0.7380	0.7389
PP	0.7375	0.7375	0.7375	0.7367
S1	0.7345	0.7345	0.7369	0.7330
S2	0.7316	0.7316	0.7364
S3	0.7257	0.7286	0.7358
S4	0.7198	0.7227	0.7342

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	0.7309	0.0170	2.3%	0.0073	1.0%	39%	False	False	123,335
10	0.7479	0.7223	0.0256	3.5%	0.0064	0.9%	59%	False	False	97,064
20	0.7479	0.7107	0.0372	5.0%	0.0065	0.9%	72%	False	False	88,786
40	0.7489	0.7107	0.0383	5.2%	0.0060	0.8%	70%	False	False	81,224
60	0.7720	0.7107	0.0613	8.3%	0.0063	0.9%	44%	False	False	83,529
80	0.7818	0.7107	0.0711	9.6%	0.0062	0.8%	38%	False	False	67,725
100	0.7894	0.7107	0.0787	10.7%	0.0064	0.9%	34%	False	False	54,210
120	0.7894	0.7107	0.0787	10.7%	0.0064	0.9%	34%	False	False	45,181

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7655
2.618	0.7558
1.618	0.7499
1.000	0.7463
0.618	0.7440
HIGH	0.7404
0.618	0.7381
0.500	0.7375
0.382	0.7368
LOW	0.7345
0.618	0.7309
1.000	0.7286
1.618	0.7250
2.618	0.7191
4.250	0.7094

Fisher Pivots for day following 08-Sep-2021
Pivot	1 day	3 day
R1	0.7375	0.7412
PP	0.7375	0.7399
S1	0.7375	0.7387

Download as Excel Spreadsheet

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

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