CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 24-Aug-2021

Day Change Summary
	Previous	Current
	23-Aug-2021	24-Aug-2021	Change	Change %	Previous Week
Open	0.7141	0.7218	0.0077	1.1%	0.7374
High	0.7221	0.7275	0.0054	0.7%	0.7377
Low	0.7138	0.7204	0.0066	0.9%	0.7111
Close	0.7221	0.7261	0.0040	0.6%	0.7140
Range	0.0083	0.0071	-0.0013	-15.1%	0.0266
ATR	0.0060	0.0061	0.0001	1.2%	0.0000
Volume	425	830	405	95.3%	1,559

Daily Pivots for day following 24-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7458	0.7430	0.7299
R3	0.7387	0.7359	0.7280
R2	0.7317	0.7317	0.7273
R1	0.7289	0.7289	0.7267	0.7303
PP	0.7246	0.7246	0.7246	0.7253
S1	0.7218	0.7218	0.7254	0.7232
S2	0.7176	0.7176	0.7248
S3	0.7105	0.7148	0.7241
S4	0.7035	0.7077	0.7222

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8007	0.7840	0.7286
R3	0.7741	0.7574	0.7213
R2	0.7475	0.7475	0.7189
R1	0.7308	0.7308	0.7164	0.7258
PP	0.7209	0.7209	0.7209	0.7184
S1	0.7042	0.7042	0.7116	0.6992
S2	0.6943	0.6943	0.7091
S3	0.6677	0.6776	0.7067
S4	0.6411	0.6510	0.6994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7275	0.7111	0.0164	2.3%	0.0068	0.9%	91%	True	False	471
10	0.7394	0.7111	0.0283	3.9%	0.0065	0.9%	53%	False	False	289
20	0.7430	0.7111	0.0319	4.4%	0.0058	0.8%	47%	False	False	188
40	0.7603	0.7111	0.0493	6.8%	0.0060	0.8%	30%	False	False	116
60	0.7779	0.7111	0.0669	9.2%	0.0060	0.8%	22%	False	False	93
80	0.7895	0.7111	0.0785	10.8%	0.0059	0.8%	19%	False	False	74
100	0.7895	0.7111	0.0785	10.8%	0.0059	0.8%	19%	False	False	60
120	0.7895	0.7111	0.0785	10.8%	0.0059	0.8%	19%	False	False	51

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7574
2.618	0.7459
1.618	0.7389
1.000	0.7345
0.618	0.7318
HIGH	0.7275
0.618	0.7248
0.500	0.7239
0.382	0.7231
LOW	0.7204
0.618	0.7160
1.000	0.7134
1.618	0.7090
2.618	0.7019
4.250	0.6904

Fisher Pivots for day following 24-Aug-2021
Pivot	1 day	3 day
R1	0.7253	0.7238
PP	0.7246	0.7215
S1	0.7239	0.7193

Download as Excel Spreadsheet

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

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