CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	0.7242	0.7297	0.0055	0.8%	0.7266
High	0.7318	0.7320	0.0002	0.0%	0.7320
Low	0.7226	0.7238	0.0013	0.2%	0.7222
Close	0.7312	0.7259	-0.0053	-0.7%	0.7259
Range	0.0092	0.0082	-0.0011	-11.4%	0.0098
ATR	0.0064	0.0065	0.0001	2.0%	0.0000
Volume	107,779	79,894	-27,885	-25.9%	497,219

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7517	0.7469	0.7304
R3	0.7435	0.7388	0.7281
R2	0.7354	0.7354	0.7274
R1	0.7306	0.7306	0.7266	0.7289
PP	0.7272	0.7272	0.7272	0.7264
S1	0.7225	0.7225	0.7252	0.7208
S2	0.7191	0.7191	0.7244
S3	0.7109	0.7143	0.7237
S4	0.7028	0.7062	0.7214

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7559	0.7507	0.7313
R3	0.7462	0.7409	0.7286
R2	0.7364	0.7364	0.7277
R1	0.7312	0.7312	0.7268	0.7289
PP	0.7267	0.7267	0.7267	0.7256
S1	0.7214	0.7214	0.7250	0.7192
S2	0.7169	0.7169	0.7241
S3	0.7072	0.7117	0.7232
S4	0.6974	0.7019	0.7205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7320	0.7222	0.0098	1.3%	0.0071	1.0%	38%	True	False	99,443
10	0.7413	0.7222	0.0191	2.6%	0.0066	0.9%	19%	False	False	88,832
20	0.7482	0.7222	0.0260	3.6%	0.0066	0.9%	14%	False	False	61,977
40	0.7482	0.7111	0.0372	5.1%	0.0061	0.8%	40%	False	False	31,098
60	0.7603	0.7111	0.0493	6.8%	0.0062	0.9%	30%	False	False	20,747
80	0.7779	0.7111	0.0669	9.2%	0.0061	0.8%	22%	False	False	15,572
100	0.7895	0.7111	0.0785	10.8%	0.0060	0.8%	19%	False	False	12,462
120	0.7895	0.7111	0.0785	10.8%	0.0060	0.8%	19%	False	False	10,385

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7666
2.618	0.7533
1.618	0.7451
1.000	0.7401
0.618	0.7370
HIGH	0.7320
0.618	0.7288
0.500	0.7279
0.382	0.7269
LOW	0.7238
0.618	0.7188
1.000	0.7157
1.618	0.7106
2.618	0.7025
4.250	0.6892

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	0.7279	0.7273
PP	0.7272	0.7268
S1	0.7266	0.7264

Download as Excel Spreadsheet

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

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