CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 10-Sep-2021

Day Change Summary
	Previous	Current
	09-Sep-2021	10-Sep-2021	Change	Change %	Previous Week
Open	0.7366	0.7372	0.0007	0.1%	0.7453
High	0.7394	0.7409	0.0015	0.2%	0.7469
Low	0.7347	0.7349	0.0003	0.0%	0.7345
Close	0.7372	0.7365	-0.0007	-0.1%	0.7365
Range	0.0048	0.0060	0.0013	26.3%	0.0124
ATR	0.0063	0.0063	0.0000	-0.3%	0.0000
Volume	125,238	125,238	0	0.0%	609,920

Daily Pivots for day following 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7554	0.7519	0.7398
R3	0.7494	0.7459	0.7381
R2	0.7434	0.7434	0.7376
R1	0.7399	0.7399	0.7370	0.7387
PP	0.7374	0.7374	0.7374	0.7368
S1	0.7339	0.7339	0.7359	0.7327
S2	0.7314	0.7314	0.7354
S3	0.7254	0.7279	0.7348
S4	0.7194	0.7219	0.7332

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7763	0.7687	0.7432
R3	0.7640	0.7564	0.7398
R2	0.7516	0.7516	0.7387
R1	0.7440	0.7440	0.7376	0.7417
PP	0.7393	0.7393	0.7393	0.7381
S1	0.7317	0.7317	0.7353	0.7293
S2	0.7269	0.7269	0.7342
S3	0.7146	0.7193	0.7331
S4	0.7022	0.7070	0.7297

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%	0.0069	0.9%	15%	False	False	142,204
10	0.7479	0.7223	0.0256	3.5%	0.0065	0.9%	55%	False	False	109,263
20	0.7479	0.7107	0.0372	5.1%	0.0065	0.9%	69%	False	False	95,134
40	0.7479	0.7107	0.0372	5.1%	0.0060	0.8%	69%	False	False	83,979
60	0.7656	0.7107	0.0549	7.5%	0.0062	0.8%	47%	False	False	84,573
80	0.7801	0.7107	0.0695	9.4%	0.0062	0.8%	37%	False	False	70,852
100	0.7894	0.7107	0.0787	10.7%	0.0063	0.9%	33%	False	False	56,713
120	0.7894	0.7107	0.0787	10.7%	0.0064	0.9%	33%	False	False	47,268

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7664
2.618	0.7566
1.618	0.7506
1.000	0.7469
0.618	0.7446
HIGH	0.7409
0.618	0.7386
0.500	0.7379
0.382	0.7372
LOW	0.7349
0.618	0.7312
1.000	0.7289
1.618	0.7252
2.618	0.7192
4.250	0.7094

Fisher Pivots for day following 10-Sep-2021
Pivot	1 day	3 day
R1	0.7379	0.7377
PP	0.7374	0.7373
S1	0.7369	0.7369

Download as Excel Spreadsheet

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

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