CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 21-Oct-2021

Day Change Summary
	Previous	Current
	20-Oct-2021	21-Oct-2021	Change	Change %	Previous Week
Open	0.7475	0.7518	0.0043	0.6%	0.7309
High	0.7525	0.7548	0.0024	0.3%	0.7442
Low	0.7467	0.7460	-0.0008	-0.1%	0.7294
Close	0.7524	0.7466	-0.0058	-0.8%	0.7422
Range	0.0058	0.0089	0.0031	53.9%	0.0149
ATR	0.0063	0.0065	0.0002	2.9%	0.0000
Volume	78,225	100,963	22,738	29.1%	420,764

Daily Pivots for day following 21-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7757	0.7700	0.7515
R3	0.7668	0.7611	0.7490
R2	0.7580	0.7580	0.7482
R1	0.7523	0.7523	0.7474	0.7507
PP	0.7491	0.7491	0.7491	0.7483
S1	0.7434	0.7434	0.7458	0.7419
S2	0.7403	0.7403	0.7450
S3	0.7314	0.7346	0.7442
S4	0.7226	0.7257	0.7417

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7831	0.7775	0.7504
R3	0.7683	0.7627	0.7463
R2	0.7534	0.7534	0.7449
R1	0.7478	0.7478	0.7436	0.7506
PP	0.7386	0.7386	0.7386	0.7400
S1	0.7330	0.7330	0.7408	0.7358
S2	0.7237	0.7237	0.7395
S3	0.7089	0.7181	0.7381
S4	0.6940	0.7033	0.7340

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7548	0.7381	0.0167	2.2%	0.0064	0.9%	51%	True	False	90,406
10	0.7548	0.7290	0.0258	3.5%	0.0062	0.8%	68%	True	False	87,324
20	0.7548	0.7173	0.0376	5.0%	0.0066	0.9%	78%	True	False	91,322
40	0.7548	0.7173	0.0376	5.0%	0.0065	0.9%	78%	True	False	74,659
60	0.7548	0.7111	0.0438	5.9%	0.0062	0.8%	81%	True	False	49,842
80	0.7603	0.7111	0.0493	6.6%	0.0062	0.8%	72%	False	False	37,393
100	0.7779	0.7111	0.0669	9.0%	0.0062	0.8%	53%	False	False	29,923
120	0.7895	0.7111	0.0785	10.5%	0.0061	0.8%	45%	False	False	24,939

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7924
2.618	0.7780
1.618	0.7691
1.000	0.7637
0.618	0.7603
HIGH	0.7548
0.618	0.7514
0.500	0.7504
0.382	0.7493
LOW	0.7460
0.618	0.7405
1.000	0.7371
1.618	0.7316
2.618	0.7228
4.250	0.7083

Fisher Pivots for day following 21-Oct-2021
Pivot	1 day	3 day
R1	0.7504	0.7479
PP	0.7491	0.7475
S1	0.7479	0.7470

Download as Excel Spreadsheet

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

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