CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 16-Aug-2021

Day Change Summary
	Previous	Current
	13-Aug-2021	16-Aug-2021	Change	Change %	Previous Week
Open	0.7348	0.7374	0.0026	0.3%	0.7359
High	0.7385	0.7377	-0.0009	-0.1%	0.7394
Low	0.7341	0.7324	-0.0017	-0.2%	0.7320
Close	0.7377	0.7340	-0.0038	-0.5%	0.7377
Range	0.0045	0.0053	0.0009	19.1%	0.0074
ATR	0.0054	0.0054	0.0000	-0.1%	0.0000
Volume	26	89	63	242.3%	375

Daily Pivots for day following 16-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7506	0.7476	0.7369
R3	0.7453	0.7423	0.7354
R2	0.7400	0.7400	0.7349
R1	0.7370	0.7370	0.7344	0.7358
PP	0.7347	0.7347	0.7347	0.7341
S1	0.7317	0.7317	0.7335	0.7305
S2	0.7294	0.7294	0.7330
S3	0.7241	0.7264	0.7325
S4	0.7188	0.7211	0.7310

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7584	0.7554	0.7417
R3	0.7511	0.7481	0.7397
R2	0.7437	0.7437	0.7390
R1	0.7407	0.7407	0.7384	0.7422
PP	0.7364	0.7364	0.7364	0.7371
S1	0.7334	0.7334	0.7370	0.7349
S2	0.7290	0.7290	0.7364
S3	0.7217	0.7260	0.7357
S4	0.7143	0.7187	0.7337

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7394	0.7320	0.0074	1.0%	0.0049	0.7%	27%	False	False	65
10	0.7430	0.7320	0.0110	1.5%	0.0048	0.7%	18%	False	False	85
20	0.7430	0.7294	0.0136	1.8%	0.0052	0.7%	34%	False	False	65
40	0.7621	0.7294	0.0327	4.5%	0.0057	0.8%	14%	False	False	54
60	0.7800	0.7294	0.0506	6.9%	0.0058	0.8%	9%	False	False	51
80	0.7895	0.7294	0.0601	8.2%	0.0058	0.8%	8%	False	False	40
100	0.7895	0.7294	0.0601	8.2%	0.0058	0.8%	8%	False	False	33

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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7602
2.618	0.7515
1.618	0.7462
1.000	0.7430
0.618	0.7409
HIGH	0.7377
0.618	0.7356
0.500	0.7350
0.382	0.7344
LOW	0.7324
0.618	0.7291
1.000	0.7271
1.618	0.7238
2.618	0.7185
4.250	0.7098

Fisher Pivots for day following 16-Aug-2021
Pivot	1 day	3 day
R1	0.7350	0.7354
PP	0.7347	0.7349
S1	0.7343	0.7344

Download as Excel Spreadsheet

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

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