CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 10-Sep-2021

Day Change Summary
	Previous	Current
	09-Sep-2021	10-Sep-2021	Change	Change %	Previous Week
Open	0.7371	0.7375	0.0004	0.0%	0.7460
High	0.7397	0.7413	0.0016	0.2%	0.7472
Low	0.7350	0.7352	0.0002	0.0%	0.7348
Close	0.7374	0.7367	-0.0007	-0.1%	0.7367
Range	0.0047	0.0061	0.0014	29.8%	0.0124
ATR	0.0062	0.0062	0.0000	-0.1%	0.0000
Volume	75,897	92,560	16,663	22.0%	339,883

Daily Pivots for day following 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7560	0.7525	0.7401
R3	0.7499	0.7464	0.7384
R2	0.7438	0.7438	0.7378
R1	0.7403	0.7403	0.7373	0.7390
PP	0.7377	0.7377	0.7377	0.7371
S1	0.7342	0.7342	0.7361	0.7329
S2	0.7316	0.7316	0.7356
S3	0.7255	0.7281	0.7350
S4	0.7194	0.7220	0.7333

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7767	0.7691	0.7435
R3	0.7643	0.7567	0.7401
R2	0.7519	0.7519	0.7390
R1	0.7443	0.7443	0.7378	0.7419
PP	0.7395	0.7395	0.7395	0.7383
S1	0.7319	0.7319	0.7356	0.7295
S2	0.7271	0.7271	0.7344
S3	0.7147	0.7195	0.7333
S4	0.7023	0.7071	0.7299

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%	0.0069	0.9%	14%	False	False	69,137
10	0.7482	0.7226	0.0256	3.5%	0.0065	0.9%	55%	False	False	35,121
20	0.7482	0.7111	0.0372	5.0%	0.0064	0.9%	69%	False	False	17,739
40	0.7482	0.7111	0.0372	5.0%	0.0058	0.8%	69%	False	False	8,901
60	0.7646	0.7111	0.0536	7.3%	0.0061	0.8%	48%	False	False	5,951
80	0.7800	0.7111	0.0690	9.4%	0.0059	0.8%	37%	False	False	4,471
100	0.7895	0.7111	0.0785	10.6%	0.0059	0.8%	33%	False	False	3,579
120	0.7895	0.7111	0.0785	10.6%	0.0059	0.8%	33%	False	False	2,983

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7672
2.618	0.7572
1.618	0.7511
1.000	0.7474
0.618	0.7450
HIGH	0.7413
0.618	0.7389
0.500	0.7382
0.382	0.7375
LOW	0.7352
0.618	0.7314
1.000	0.7291
1.618	0.7253
2.618	0.7192
4.250	0.7092

Fisher Pivots for day following 10-Sep-2021
Pivot	1 day	3 day
R1	0.7382	0.7380
PP	0.7377	0.7376
S1	0.7372	0.7371

Download as Excel Spreadsheet

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

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