CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 09-Sep-2021

Day Change Summary
	Previous	Current
	08-Sep-2021	09-Sep-2021	Change	Change %	Previous Week
Open	0.7393	0.7371	-0.0022	-0.3%	0.7319
High	0.7407	0.7397	-0.0011	-0.1%	0.7482
Low	0.7348	0.7350	0.0002	0.0%	0.7289
Close	0.7378	0.7374	-0.0004	0.0%	0.7462
Range	0.0060	0.0047	-0.0013	-21.0%	0.0193
ATR	0.0063	0.0062	-0.0001	-1.8%	0.0000
Volume	137,264	75,897	-61,367	-44.7%	10,868

Daily Pivots for day following 09-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7514	0.7491	0.7400
R3	0.7467	0.7444	0.7387
R2	0.7420	0.7420	0.7383
R1	0.7397	0.7397	0.7378	0.7409
PP	0.7373	0.7373	0.7373	0.7379
S1	0.7350	0.7350	0.7370	0.7362
S2	0.7326	0.7326	0.7365
S3	0.7279	0.7303	0.7361
S4	0.7232	0.7256	0.7348

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	0.7348	0.0135	1.8%	0.0067	0.9%	20%	False	False	50,875
10	0.7482	0.7226	0.0256	3.5%	0.0063	0.9%	58%	False	False	25,893
20	0.7482	0.7111	0.0372	5.0%	0.0063	0.9%	71%	False	False	13,112
40	0.7491	0.7111	0.0381	5.2%	0.0059	0.8%	69%	False	False	6,588
60	0.7719	0.7111	0.0608	8.2%	0.0061	0.8%	43%	False	False	4,409
80	0.7818	0.7111	0.0708	9.6%	0.0059	0.8%	37%	False	False	3,315
100	0.7895	0.7111	0.0785	10.6%	0.0060	0.8%	34%	False	False	2,653
120	0.7895	0.7111	0.0785	10.6%	0.0059	0.8%	34%	False	False	2,212

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7596
2.618	0.7520
1.618	0.7473
1.000	0.7444
0.618	0.7426
HIGH	0.7397
0.618	0.7379
0.500	0.7373
0.382	0.7367
LOW	0.7350
0.618	0.7320
1.000	0.7303
1.618	0.7273
2.618	0.7226
4.250	0.7150

Fisher Pivots for day following 09-Sep-2021
Pivot	1 day	3 day
R1	0.7374	0.7410
PP	0.7373	0.7398
S1	0.7373	0.7386

Download as Excel Spreadsheet

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

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