CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 09-Sep-2021

Day Change Summary
	Previous	Current
	08-Sep-2021	09-Sep-2021	Change	Change %	Previous Week
Open	0.7389	0.7366	-0.0024	-0.3%	0.7312
High	0.7404	0.7394	-0.0010	-0.1%	0.7479
Low	0.7345	0.7347	0.0002	0.0%	0.7285
Close	0.7375	0.7372	-0.0003	0.0%	0.7459
Range	0.0059	0.0048	-0.0012	-19.5%	0.0194
ATR	0.0064	0.0063	-0.0001	-1.8%	0.0000
Volume	198,172	125,238	-72,934	-36.8%	398,932

Daily Pivots for day following 09-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7513	0.7490	0.7398
R3	0.7466	0.7442	0.7385
R2	0.7418	0.7418	0.7380
R1	0.7395	0.7395	0.7376	0.7407
PP	0.7371	0.7371	0.7371	0.7377
S1	0.7347	0.7347	0.7367	0.7359
S2	0.7323	0.7323	0.7363
S3	0.7276	0.7300	0.7358
S4	0.7228	0.7252	0.7345

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	0.7345	0.0134	1.8%	0.0067	0.9%	20%	False	False	132,492
10	0.7479	0.7223	0.0256	3.5%	0.0064	0.9%	58%	False	False	102,901
20	0.7479	0.7107	0.0372	5.0%	0.0064	0.9%	71%	False	False	91,456
40	0.7489	0.7107	0.0383	5.2%	0.0060	0.8%	69%	False	False	82,522
60	0.7719	0.7107	0.0612	8.3%	0.0063	0.9%	43%	False	False	84,413
80	0.7818	0.7107	0.0711	9.6%	0.0062	0.8%	37%	False	False	69,289
100	0.7894	0.7107	0.0787	10.7%	0.0064	0.9%	34%	False	False	55,461
120	0.7894	0.7107	0.0787	10.7%	0.0063	0.9%	34%	False	False	46,224

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7596
2.618	0.7518
1.618	0.7471
1.000	0.7442
0.618	0.7423
HIGH	0.7394
0.618	0.7376
0.500	0.7370
0.382	0.7365
LOW	0.7347
0.618	0.7317
1.000	0.7299
1.618	0.7270
2.618	0.7222
4.250	0.7145

Fisher Pivots for day following 09-Sep-2021
Pivot	1 day	3 day
R1	0.7371	0.7407
PP	0.7371	0.7395
S1	0.7370	0.7383

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

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