CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 27-Oct-2021

Day Change Summary
	Previous	Current
	26-Oct-2021	27-Oct-2021	Change	Change %	Previous Week
Open	0.7493	0.7504	0.0011	0.1%	0.7421
High	0.7527	0.7538	0.0011	0.1%	0.7548
Low	0.7486	0.7489	0.0003	0.0%	0.7381
Close	0.7508	0.7527	0.0019	0.3%	0.7467
Range	0.0041	0.0050	0.0009	20.7%	0.0167
ATR	0.0061	0.0060	-0.0001	-1.4%	0.0000
Volume	73,917	91,408	17,491	23.7%	449,887

Daily Pivots for day following 27-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7666	0.7646	0.7554
R3	0.7617	0.7597	0.7541
R2	0.7567	0.7567	0.7536
R1	0.7547	0.7547	0.7532	0.7557
PP	0.7518	0.7518	0.7518	0.7523
S1	0.7498	0.7498	0.7522	0.7508
S2	0.7468	0.7468	0.7518
S3	0.7419	0.7448	0.7513
S4	0.7369	0.7399	0.7500

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7966	0.7884	0.7559
R3	0.7799	0.7717	0.7513
R2	0.7632	0.7632	0.7498
R1	0.7550	0.7550	0.7482	0.7591
PP	0.7465	0.7465	0.7465	0.7486
S1	0.7383	0.7383	0.7452	0.7424
S2	0.7298	0.7298	0.7436
S3	0.7131	0.7216	0.7421
S4	0.6964	0.7049	0.7375

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7548	0.7455	0.0093	1.2%	0.0056	0.7%	77%	False	False	84,047
10	0.7548	0.7374	0.0175	2.3%	0.0057	0.8%	88%	False	False	86,000
20	0.7548	0.7177	0.0371	4.9%	0.0060	0.8%	94%	False	False	88,161
40	0.7548	0.7173	0.0376	5.0%	0.0064	0.9%	94%	False	False	82,574
60	0.7548	0.7111	0.0438	5.8%	0.0062	0.8%	95%	False	False	55,160
80	0.7548	0.7111	0.0438	5.8%	0.0061	0.8%	95%	False	False	41,381
100	0.7779	0.7111	0.0669	8.9%	0.0061	0.8%	62%	False	False	33,114
120	0.7895	0.7111	0.0785	10.4%	0.0060	0.8%	53%	False	False	27,600

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7748
2.618	0.7668
1.618	0.7618
1.000	0.7588
0.618	0.7569
HIGH	0.7538
0.618	0.7519
0.500	0.7513
0.382	0.7507
LOW	0.7489
0.618	0.7458
1.000	0.7439
1.618	0.7408
2.618	0.7359
4.250	0.7278

Fisher Pivots for day following 27-Oct-2021
Pivot	1 day	3 day
R1	0.7522	0.7519
PP	0.7518	0.7510
S1	0.7513	0.7502

Download as Excel Spreadsheet

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

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