CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 01-Sep-2021

Day Change Summary
	Previous	Current
	31-Aug-2021	01-Sep-2021	Change	Change %	Previous Week
Open	0.7300	0.7319	0.0019	0.3%	0.7141
High	0.7345	0.7387	0.0043	0.6%	0.7320
Low	0.7292	0.7312	0.0020	0.3%	0.7138
Close	0.7324	0.7378	0.0054	0.7%	0.7316
Range	0.0053	0.0075	0.0023	42.9%	0.0182
ATR	0.0059	0.0060	0.0001	2.0%	0.0000
Volume	1,053	1,865	812	77.1%	2,448

Daily Pivots for day following 01-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7584	0.7556	0.7419
R3	0.7509	0.7481	0.7398
R2	0.7434	0.7434	0.7391
R1	0.7406	0.7406	0.7384	0.7420
PP	0.7359	0.7359	0.7359	0.7366
S1	0.7331	0.7331	0.7371	0.7345
S2	0.7284	0.7284	0.7364
S3	0.7209	0.7256	0.7357
S4	0.7134	0.7181	0.7336

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	0.7387	0.7226	0.0161	2.2%	0.0060	0.8%	94%	True	False	912
10	0.7387	0.7111	0.0277	3.7%	0.0064	0.9%	97%	True	False	705
20	0.7419	0.7111	0.0309	4.2%	0.0058	0.8%	87%	False	False	420
40	0.7507	0.7111	0.0397	5.4%	0.0059	0.8%	67%	False	False	234
60	0.7779	0.7111	0.0669	9.1%	0.0060	0.8%	40%	False	False	171
80	0.7859	0.7111	0.0748	10.1%	0.0059	0.8%	36%	False	False	136
100	0.7895	0.7111	0.0785	10.6%	0.0059	0.8%	34%	False	False	110
120	0.7895	0.7111	0.0785	10.6%	0.0059	0.8%	34%	False	False	92

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7706
2.618	0.7583
1.618	0.7508
1.000	0.7462
0.618	0.7433
HIGH	0.7387
0.618	0.7358
0.500	0.7350
0.382	0.7341
LOW	0.7312
0.618	0.7266
1.000	0.7237
1.618	0.7191
2.618	0.7116
4.250	0.6993

Fisher Pivots for day following 01-Sep-2021
Pivot	1 day	3 day
R1	0.7368	0.7364
PP	0.7359	0.7351
S1	0.7350	0.7338

Download as Excel Spreadsheet

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

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