CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 07-Sep-2021

Day Change Summary
	Previous	Current
	03-Sep-2021	07-Sep-2021	Change	Change %	Previous Week
Open	0.7407	0.7460	0.0053	0.7%	0.7319
High	0.7482	0.7472	-0.0011	-0.1%	0.7482
Low	0.7400	0.7379	-0.0022	-0.3%	0.7289
Close	0.7462	0.7393	-0.0070	-0.9%	0.7462
Range	0.0082	0.0093	0.0011	13.4%	0.0193
ATR	0.0061	0.0063	0.0002	3.8%	0.0000
Volume	5,806	34,162	28,356	488.4%	10,868

Daily Pivots for day following 07-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7693	0.7636	0.7444
R3	0.7600	0.7543	0.7418
R2	0.7507	0.7507	0.7410
R1	0.7450	0.7450	0.7401	0.7432
PP	0.7414	0.7414	0.7414	0.7405
S1	0.7357	0.7357	0.7384	0.7339
S2	0.7321	0.7321	0.7375
S3	0.7228	0.7264	0.7367
S4	0.7135	0.7171	0.7341

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	0.7292	0.0190	2.6%	0.0071	1.0%	53%	False	False	8,827
10	0.7482	0.7204	0.0278	3.8%	0.0064	0.9%	68%	False	False	4,705
20	0.7482	0.7111	0.0372	5.0%	0.0063	0.8%	76%	False	False	2,463
40	0.7507	0.7111	0.0397	5.4%	0.0059	0.8%	71%	False	False	1,261
60	0.7729	0.7111	0.0619	8.4%	0.0061	0.8%	46%	False	False	856
80	0.7818	0.7111	0.0708	9.6%	0.0059	0.8%	40%	False	False	651
100	0.7895	0.7111	0.0785	10.6%	0.0059	0.8%	36%	False	False	522
120	0.7895	0.7111	0.0785	10.6%	0.0059	0.8%	36%	False	False	435

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	0.0011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7867
2.618	0.7715
1.618	0.7622
1.000	0.7565
0.618	0.7529
HIGH	0.7472
0.618	0.7436
0.500	0.7425
0.382	0.7414
LOW	0.7379
0.618	0.7321
1.000	0.7286
1.618	0.7228
2.618	0.7135
4.250	0.6983

Fisher Pivots for day following 07-Sep-2021
Pivot	1 day	3 day
R1	0.7425	0.7421
PP	0.7414	0.7412
S1	0.7403	0.7402

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols