CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 12-Aug-2021

Day Change Summary
	Previous	Current
	11-Aug-2021	12-Aug-2021	Change	Change %	Previous Week
Open	0.7330	0.7380	0.0050	0.7%	0.7342
High	0.7394	0.7381	-0.0013	-0.2%	0.7430
Low	0.7328	0.7336	0.0009	0.1%	0.7334
Close	0.7376	0.7336	-0.0040	-0.5%	0.7355
Range	0.0066	0.0045	-0.0022	-32.6%	0.0096
ATR	0.0055	0.0055	-0.0001	-1.4%	0.0000
Volume	22	33	11	50.0%	423

Daily Pivots for day following 12-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7484	0.7455	0.7360
R3	0.7440	0.7410	0.7348
R2	0.7395	0.7395	0.7344
R1	0.7366	0.7366	0.7340	0.7358
PP	0.7351	0.7351	0.7351	0.7347
S1	0.7321	0.7321	0.7332	0.7314
S2	0.7306	0.7306	0.7328
S3	0.7262	0.7277	0.7324
S4	0.7217	0.7232	0.7312

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	0.7410	0.7320	0.0090	1.2%	0.0049	0.7%	18%	False	False	103
10	0.7430	0.7320	0.0110	1.5%	0.0051	0.7%	15%	False	False	83
20	0.7446	0.7294	0.0152	2.1%	0.0053	0.7%	28%	False	False	64
40	0.7646	0.7294	0.0352	4.8%	0.0059	0.8%	12%	False	False	57
60	0.7800	0.7294	0.0506	6.9%	0.0058	0.8%	8%	False	False	49
80	0.7895	0.7294	0.0601	8.2%	0.0058	0.8%	7%	False	False	39
100	0.7895	0.7294	0.0601	8.2%	0.0058	0.8%	7%	False	False	32

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7570
2.618	0.7497
1.618	0.7453
1.000	0.7425
0.618	0.7408
HIGH	0.7381
0.618	0.7364
0.500	0.7358
0.382	0.7353
LOW	0.7336
0.618	0.7308
1.000	0.7292
1.618	0.7264
2.618	0.7219
4.250	0.7147

Fisher Pivots for day following 12-Aug-2021
Pivot	1 day	3 day
R1	0.7358	0.7357
PP	0.7351	0.7350
S1	0.7343	0.7343

Download as Excel Spreadsheet

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

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