CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 15-Nov-2021

Day Change Summary
	Previous	Current
	12-Nov-2021	15-Nov-2021	Change	Change %	Previous Week
Open	0.7291	0.7331	0.0040	0.5%	0.7398
High	0.7336	0.7372	0.0036	0.5%	0.7433
Low	0.7277	0.7324	0.0047	0.6%	0.7277
Close	0.7331	0.7352	0.0021	0.3%	0.7331
Range	0.0059	0.0048	-0.0011	-18.6%	0.0156
ATR	0.0063	0.0062	-0.0001	-1.7%	0.0000
Volume	72,729	64,724	-8,005	-11.0%	380,901

Daily Pivots for day following 15-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7493	0.7470	0.7378
R3	0.7445	0.7422	0.7365
R2	0.7397	0.7397	0.7360
R1	0.7374	0.7374	0.7356	0.7386
PP	0.7349	0.7349	0.7349	0.7355
S1	0.7326	0.7326	0.7347	0.7338
S2	0.7301	0.7301	0.7343
S3	0.7253	0.7278	0.7338
S4	0.7205	0.7230	0.7325

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7815	0.7729	0.7417
R3	0.7659	0.7573	0.7374
R2	0.7503	0.7503	0.7360
R1	0.7417	0.7417	0.7345	0.7382
PP	0.7347	0.7347	0.7347	0.7330
S1	0.7261	0.7261	0.7317	0.7226
S2	0.7191	0.7191	0.7302
S3	0.7035	0.7105	0.7288
S4	0.6879	0.6949	0.7245

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7433	0.7277	0.0156	2.1%	0.0061	0.8%	48%	False	False	76,296
10	0.7534	0.7277	0.0257	3.5%	0.0065	0.9%	29%	False	False	81,096
20	0.7557	0.7277	0.0280	3.8%	0.0062	0.8%	27%	False	False	83,987
40	0.7557	0.7173	0.0385	5.2%	0.0064	0.9%	47%	False	False	88,697
60	0.7557	0.7138	0.0419	5.7%	0.0064	0.9%	51%	False	False	73,220
80	0.7557	0.7111	0.0447	6.1%	0.0062	0.8%	54%	False	False	54,947
100	0.7621	0.7111	0.0511	6.9%	0.0062	0.8%	47%	False	False	43,966
120	0.7779	0.7111	0.0669	9.1%	0.0061	0.8%	36%	False	False	36,647

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7576
2.618	0.7497
1.618	0.7449
1.000	0.7420
0.618	0.7401
HIGH	0.7372
0.618	0.7353
0.500	0.7348
0.382	0.7342
LOW	0.7324
0.618	0.7294
1.000	0.7276
1.618	0.7246
2.618	0.7198
4.250	0.7120

Fisher Pivots for day following 15-Nov-2021
Pivot	1 day	3 day
R1	0.7350	0.7342
PP	0.7349	0.7333
S1	0.7348	0.7324

Download as Excel Spreadsheet

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

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