CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 11-Aug-2021

Day Change Summary
	Previous	Current
	10-Aug-2021	11-Aug-2021	Change	Change %	Previous Week
Open	0.7335	0.7330	-0.0005	-0.1%	0.7342
High	0.7359	0.7394	0.0035	0.5%	0.7430
Low	0.7320	0.7328	0.0008	0.1%	0.7334
Close	0.7354	0.7376	0.0022	0.3%	0.7355
Range	0.0039	0.0066	0.0027	69.2%	0.0096
ATR	0.0055	0.0055	0.0001	1.5%	0.0000
Volume	155	22	-133	-85.8%	423

Daily Pivots for day following 11-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7564	0.7536	0.7412
R3	0.7498	0.7470	0.7394
R2	0.7432	0.7432	0.7388
R1	0.7404	0.7404	0.7382	0.7418
PP	0.7366	0.7366	0.7366	0.7373
S1	0.7338	0.7338	0.7369	0.7352
S2	0.7300	0.7300	0.7363
S3	0.7234	0.7272	0.7357
S4	0.7168	0.7206	0.7339

Weekly Pivots for week ending 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7661	0.7604	0.7408
R3	0.7565	0.7508	0.7381
R2	0.7469	0.7469	0.7373
R1	0.7412	0.7412	0.7364	0.7440
PP	0.7373	0.7373	0.7373	0.7387
S1	0.7316	0.7316	0.7346	0.7344
S2	0.7277	0.7277	0.7337
S3	0.7181	0.7220	0.7329
S4	0.7085	0.7124	0.7302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7419	0.7320	0.0099	1.3%	0.0047	0.6%	56%	False	False	104
10	0.7430	0.7320	0.0110	1.5%	0.0052	0.7%	51%	False	False	85
20	0.7491	0.7294	0.0197	2.7%	0.0055	0.7%	41%	False	False	64
40	0.7719	0.7294	0.0425	5.8%	0.0061	0.8%	19%	False	False	57
60	0.7818	0.7294	0.0524	7.1%	0.0057	0.8%	16%	False	False	49
80	0.7895	0.7294	0.0601	8.1%	0.0059	0.8%	14%	False	False	39
100	0.7895	0.7294	0.0601	8.1%	0.0058	0.8%	14%	False	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7674
2.618	0.7566
1.618	0.7500
1.000	0.7460
0.618	0.7434
HIGH	0.7394
0.618	0.7368
0.500	0.7361
0.382	0.7353
LOW	0.7328
0.618	0.7287
1.000	0.7262
1.618	0.7221
2.618	0.7155
4.250	0.7047

Fisher Pivots for day following 11-Aug-2021
Pivot	1 day	3 day
R1	0.7371	0.7369
PP	0.7366	0.7363
S1	0.7361	0.7357

Download as Excel Spreadsheet

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

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