CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 08-Sep-2021

Day Change Summary
	Previous	Current
	07-Sep-2021	08-Sep-2021	Change	Change %	Previous Week
Open	0.7460	0.7393	-0.0067	-0.9%	0.7319
High	0.7472	0.7407	-0.0065	-0.9%	0.7482
Low	0.7379	0.7348	-0.0031	-0.4%	0.7289
Close	0.7393	0.7378	-0.0015	-0.2%	0.7462
Range	0.0093	0.0060	-0.0034	-36.0%	0.0193
ATR	0.0063	0.0063	0.0000	-0.4%	0.0000
Volume	34,162	137,264	103,102	301.8%	10,868

Daily Pivots for day following 08-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7556	0.7526	0.7410
R3	0.7496	0.7467	0.7394
R2	0.7437	0.7437	0.7388
R1	0.7407	0.7407	0.7383	0.7392
PP	0.7377	0.7377	0.7377	0.7370
S1	0.7348	0.7348	0.7372	0.7333
S2	0.7318	0.7318	0.7367
S3	0.7258	0.7288	0.7361
S4	0.7199	0.7229	0.7345

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	0.7312	0.0170	2.3%	0.0073	1.0%	39%	False	False	36,069
10	0.7482	0.7226	0.0256	3.5%	0.0063	0.9%	59%	False	False	18,348
20	0.7482	0.7111	0.0372	5.0%	0.0064	0.9%	72%	False	False	9,319
40	0.7491	0.7111	0.0381	5.2%	0.0059	0.8%	70%	False	False	4,691
60	0.7721	0.7111	0.0610	8.3%	0.0061	0.8%	44%	False	False	3,144
80	0.7818	0.7111	0.0708	9.6%	0.0059	0.8%	38%	False	False	2,366
100	0.7895	0.7111	0.0785	10.6%	0.0060	0.8%	34%	False	False	1,894
120	0.7895	0.7111	0.0785	10.6%	0.0059	0.8%	34%	False	False	1,579

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7660
2.618	0.7563
1.618	0.7503
1.000	0.7467
0.618	0.7444
HIGH	0.7407
0.618	0.7384
0.500	0.7377
0.382	0.7370
LOW	0.7348
0.618	0.7311
1.000	0.7288
1.618	0.7251
2.618	0.7192
4.250	0.7095

Fisher Pivots for day following 08-Sep-2021
Pivot	1 day	3 day
R1	0.7377	0.7415
PP	0.7377	0.7402
S1	0.7377	0.7390

Download as Excel Spreadsheet

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

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