CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 26-Aug-2021

Day Change Summary
	Previous	Current
	25-Aug-2021	26-Aug-2021	Change	Change %	Previous Week
Open	0.7261	0.7280	0.0019	0.3%	0.7374
High	0.7284	0.7283	-0.0001	0.0%	0.7377
Low	0.7242	0.7238	-0.0004	0.0%	0.7111
Close	0.7284	0.7241	-0.0043	-0.6%	0.7140
Range	0.0042	0.0045	0.0003	7.1%	0.0266
ATR	0.0060	0.0059	-0.0001	-1.7%	0.0000
Volume	445	283	-162	-36.4%	1,559

Daily Pivots for day following 26-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7389	0.7360	0.7266
R3	0.7344	0.7315	0.7253
R2	0.7299	0.7299	0.7249
R1	0.7270	0.7270	0.7245	0.7262
PP	0.7254	0.7254	0.7254	0.7250
S1	0.7225	0.7225	0.7237	0.7217
S2	0.7209	0.7209	0.7233
S3	0.7164	0.7180	0.7229
S4	0.7119	0.7135	0.7216

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	0.7284	0.7111	0.0173	2.4%	0.0058	0.8%	75%	False	False	454
10	0.7385	0.7111	0.0275	3.8%	0.0062	0.9%	48%	False	False	356
20	0.7430	0.7111	0.0319	4.4%	0.0057	0.8%	41%	False	False	219
40	0.7603	0.7111	0.0493	6.8%	0.0060	0.8%	26%	False	False	133
60	0.7779	0.7111	0.0669	9.2%	0.0059	0.8%	20%	False	False	103
80	0.7895	0.7111	0.0785	10.8%	0.0059	0.8%	17%	False	False	83
100	0.7895	0.7111	0.0785	10.8%	0.0059	0.8%	17%	False	False	67
120	0.7895	0.7111	0.0785	10.8%	0.0059	0.8%	17%	False	False	56

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7474
2.618	0.7401
1.618	0.7356
1.000	0.7328
0.618	0.7311
HIGH	0.7283
0.618	0.7266
0.500	0.7261
0.382	0.7255
LOW	0.7238
0.618	0.7210
1.000	0.7193
1.618	0.7165
2.618	0.7120
4.250	0.7047

Fisher Pivots for day following 26-Aug-2021
Pivot	1 day	3 day
R1	0.7261	0.7244
PP	0.7254	0.7243
S1	0.7248	0.7242

Download as Excel Spreadsheet

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

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