CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 02-Sep-2021

Day Change Summary
	Previous	Current
	01-Sep-2021	02-Sep-2021	Change	Change %	Previous Week
Open	0.7319	0.7372	0.0053	0.7%	0.7141
High	0.7387	0.7414	0.0027	0.4%	0.7320
Low	0.7312	0.7360	0.0048	0.7%	0.7138
Close	0.7378	0.7407	0.0030	0.4%	0.7316
Range	0.0075	0.0054	-0.0022	-28.7%	0.0182
ATR	0.0060	0.0059	0.0000	-0.8%	0.0000
Volume	1,865	1,249	-616	-33.0%	2,448

Daily Pivots for day following 02-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7554	0.7534	0.7436
R3	0.7501	0.7481	0.7422
R2	0.7447	0.7447	0.7417
R1	0.7427	0.7427	0.7412	0.7437
PP	0.7394	0.7394	0.7394	0.7399
S1	0.7374	0.7374	0.7402	0.7384
S2	0.7340	0.7340	0.7397
S3	0.7287	0.7320	0.7392
S4	0.7233	0.7267	0.7378

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	0.7414	0.7226	0.0188	2.5%	0.0062	0.8%	97%	True	False	1,105
10	0.7414	0.7111	0.0303	4.1%	0.0060	0.8%	98%	True	False	780
20	0.7414	0.7111	0.0303	4.1%	0.0059	0.8%	98%	True	False	480
40	0.7507	0.7111	0.0397	5.4%	0.0058	0.8%	75%	False	False	264
60	0.7779	0.7111	0.0669	9.0%	0.0060	0.8%	44%	False	False	191
80	0.7852	0.7111	0.0741	10.0%	0.0059	0.8%	40%	False	False	151
100	0.7895	0.7111	0.0785	10.6%	0.0059	0.8%	38%	False	False	122
120	0.7895	0.7111	0.0785	10.6%	0.0059	0.8%	38%	False	False	102

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7641
2.618	0.7554
1.618	0.7500
1.000	0.7467
0.618	0.7447
HIGH	0.7414
0.618	0.7393
0.500	0.7387
0.382	0.7380
LOW	0.7360
0.618	0.7327
1.000	0.7307
1.618	0.7273
2.618	0.7220
4.250	0.7133

Fisher Pivots for day following 02-Sep-2021
Pivot	1 day	3 day
R1	0.7400	0.7389
PP	0.7394	0.7371
S1	0.7387	0.7353

Download as Excel Spreadsheet

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

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