CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 31-Aug-2021

Day Change Summary
	Previous	Current
	30-Aug-2021	31-Aug-2021	Change	Change %	Previous Week
Open	0.7319	0.7300	-0.0019	-0.3%	0.7141
High	0.7322	0.7345	0.0023	0.3%	0.7320
Low	0.7289	0.7292	0.0003	0.0%	0.7138
Close	0.7302	0.7324	0.0023	0.3%	0.7316
Range	0.0033	0.0053	0.0020	59.1%	0.0182
ATR	0.0059	0.0059	0.0000	-0.8%	0.0000
Volume	895	1,053	158	17.7%	2,448

Daily Pivots for day following 31-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7478	0.7453	0.7353
R3	0.7425	0.7401	0.7338
R2	0.7373	0.7373	0.7334
R1	0.7348	0.7348	0.7329	0.7361
PP	0.7320	0.7320	0.7320	0.7326
S1	0.7296	0.7296	0.7319	0.7308
S2	0.7268	0.7268	0.7314
S3	0.7215	0.7243	0.7310
S4	0.7163	0.7191	0.7295

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	0.7345	0.7226	0.0119	1.6%	0.0053	0.7%	83%	True	False	628
10	0.7345	0.7111	0.0234	3.2%	0.0061	0.8%	91%	True	False	549
20	0.7430	0.7111	0.0319	4.4%	0.0057	0.8%	67%	False	False	333
40	0.7537	0.7111	0.0427	5.8%	0.0058	0.8%	50%	False	False	189
60	0.7779	0.7111	0.0669	9.1%	0.0059	0.8%	32%	False	False	141
80	0.7895	0.7111	0.0785	10.7%	0.0058	0.8%	27%	False	False	113
100	0.7895	0.7111	0.0785	10.7%	0.0059	0.8%	27%	False	False	91
120	0.7895	0.7111	0.0785	10.7%	0.0059	0.8%	27%	False	False	77

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7568
2.618	0.7482
1.618	0.7429
1.000	0.7397
0.618	0.7377
HIGH	0.7345
0.618	0.7324
0.500	0.7318
0.382	0.7312
LOW	0.7292
0.618	0.7260
1.000	0.7240
1.618	0.7207
2.618	0.7155
4.250	0.7069

Fisher Pivots for day following 31-Aug-2021
Pivot	1 day	3 day
R1	0.7322	0.7311
PP	0.7320	0.7298
S1	0.7318	0.7285

Download as Excel Spreadsheet

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

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