CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 03-Sep-2021

Day Change Summary
	Previous	Current
	02-Sep-2021	03-Sep-2021	Change	Change %	Previous Week
Open	0.7372	0.7407	0.0036	0.5%	0.7319
High	0.7414	0.7482	0.0069	0.9%	0.7482
Low	0.7360	0.7400	0.0040	0.5%	0.7289
Close	0.7407	0.7462	0.0055	0.7%	0.7462
Range	0.0054	0.0082	0.0029	53.3%	0.0193
ATR	0.0059	0.0061	0.0002	2.7%	0.0000
Volume	1,249	5,806	4,557	364.9%	10,868

Daily Pivots for day following 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7694	0.7660	0.7507
R3	0.7612	0.7578	0.7485
R2	0.7530	0.7530	0.7477
R1	0.7496	0.7496	0.7470	0.7513
PP	0.7448	0.7448	0.7448	0.7457
S1	0.7414	0.7414	0.7454	0.7431
S2	0.7366	0.7366	0.7447
S3	0.7284	0.7332	0.7439
S4	0.7202	0.7250	0.7417

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7990	0.7919	0.7568
R3	0.7797	0.7726	0.7515
R2	0.7604	0.7604	0.7497
R1	0.7533	0.7533	0.7480	0.7569
PP	0.7411	0.7411	0.7411	0.7429
S1	0.7340	0.7340	0.7444	0.7376
S2	0.7218	0.7218	0.7427
S3	0.7025	0.7147	0.7409
S4	0.6832	0.6954	0.7356

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7482	0.7289	0.0193	2.6%	0.0059	0.8%	90%	True	False	2,173
10	0.7482	0.7138	0.0344	4.6%	0.0063	0.8%	94%	True	False	1,331
20	0.7482	0.7111	0.0372	5.0%	0.0060	0.8%	95%	True	False	762
40	0.7507	0.7111	0.0397	5.3%	0.0058	0.8%	89%	False	False	409
60	0.7779	0.7111	0.0669	9.0%	0.0060	0.8%	53%	False	False	287
80	0.7818	0.7111	0.0708	9.5%	0.0058	0.8%	50%	False	False	224
100	0.7895	0.7111	0.0785	10.5%	0.0059	0.8%	45%	False	False	180
120	0.7895	0.7111	0.0785	10.5%	0.0059	0.8%	45%	False	False	151

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7831
2.618	0.7697
1.618	0.7615
1.000	0.7564
0.618	0.7533
HIGH	0.7482
0.618	0.7451
0.500	0.7441
0.382	0.7431
LOW	0.7400
0.618	0.7349
1.000	0.7318
1.618	0.7267
2.618	0.7185
4.250	0.7052

Fisher Pivots for day following 03-Sep-2021
Pivot	1 day	3 day
R1	0.7455	0.7440
PP	0.7448	0.7419
S1	0.7441	0.7397

Download as Excel Spreadsheet

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

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