CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 27-Aug-2021

Day Change Summary
	Previous	Current
	26-Aug-2021	27-Aug-2021	Change	Change %	Previous Week
Open	0.7280	0.7247	-0.0033	-0.5%	0.7141
High	0.7283	0.7320	0.0037	0.5%	0.7320
Low	0.7238	0.7226	-0.0012	-0.2%	0.7138
Close	0.7241	0.7316	0.0075	1.0%	0.7316
Range	0.0045	0.0094	0.0049	108.9%	0.0182
ATR	0.0059	0.0061	0.0003	4.3%	0.0000
Volume	283	465	182	64.3%	2,448

Daily Pivots for day following 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7569	0.7536	0.7367
R3	0.7475	0.7442	0.7341
R2	0.7381	0.7381	0.7333
R1	0.7348	0.7348	0.7324	0.7365
PP	0.7287	0.7287	0.7287	0.7295
S1	0.7254	0.7254	0.7307	0.7271
S2	0.7193	0.7193	0.7298
S3	0.7099	0.7160	0.7290
S4	0.7005	0.7066	0.7264

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7804	0.7742	0.7416
R3	0.7622	0.7560	0.7366
R2	0.7440	0.7440	0.7349
R1	0.7378	0.7378	0.7332	0.7409
PP	0.7258	0.7258	0.7258	0.7273
S1	0.7196	0.7196	0.7299	0.7227
S2	0.7076	0.7076	0.7282
S3	0.6894	0.7014	0.7265
S4	0.6712	0.6832	0.7215

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7320	0.7138	0.0182	2.5%	0.0067	0.9%	98%	True	False	489
10	0.7377	0.7111	0.0266	3.6%	0.0067	0.9%	77%	False	False	400
20	0.7430	0.7111	0.0319	4.4%	0.0058	0.8%	64%	False	False	240
40	0.7603	0.7111	0.0493	6.7%	0.0061	0.8%	42%	False	False	143
60	0.7779	0.7111	0.0669	9.1%	0.0059	0.8%	31%	False	False	111
80	0.7895	0.7111	0.0785	10.7%	0.0060	0.8%	26%	False	False	89
100	0.7895	0.7111	0.0785	10.7%	0.0059	0.8%	26%	False	False	72
120	0.7895	0.7111	0.0785	10.7%	0.0059	0.8%	26%	False	False	60

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7720
2.618	0.7566
1.618	0.7472
1.000	0.7414
0.618	0.7378
HIGH	0.7320
0.618	0.7284
0.500	0.7273
0.382	0.7262
LOW	0.7226
0.618	0.7168
1.000	0.7132
1.618	0.7074
2.618	0.6980
4.250	0.6827

Fisher Pivots for day following 27-Aug-2021
Pivot	1 day	3 day
R1	0.7301	0.7301
PP	0.7287	0.7287
S1	0.7273	0.7273

Download as Excel Spreadsheet

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

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