CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 14-Sep-2021

Day Change Summary
	Previous	Current
	13-Sep-2021	14-Sep-2021	Change	Change %	Previous Week
Open	0.7357	0.7373	0.0016	0.2%	0.7460
High	0.7413	0.7377	-0.0036	-0.5%	0.7472
Low	0.7339	0.7317	-0.0023	-0.3%	0.7348
Close	0.7364	0.7322	-0.0042	-0.6%	0.7367
Range	0.0074	0.0060	-0.0014	-18.4%	0.0124
ATR	0.0063	0.0062	0.0000	-0.3%	0.0000
Volume	76,829	85,486	8,657	11.3%	339,883

Daily Pivots for day following 14-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7518	0.7480	0.7355
R3	0.7458	0.7420	0.7338
R2	0.7398	0.7398	0.7333
R1	0.7360	0.7360	0.7327	0.7349
PP	0.7338	0.7338	0.7338	0.7333
S1	0.7300	0.7300	0.7316	0.7289
S2	0.7278	0.7278	0.7311
S3	0.7218	0.7240	0.7305
S4	0.7158	0.7180	0.7289

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	0.7413	0.7317	0.0096	1.3%	0.0060	0.8%	5%	False	True	93,607
10	0.7482	0.7292	0.0190	2.6%	0.0066	0.9%	16%	False	False	51,217
20	0.7482	0.7111	0.0372	5.1%	0.0065	0.9%	57%	False	False	25,849
40	0.7482	0.7111	0.0372	5.1%	0.0059	0.8%	57%	False	False	12,957
60	0.7621	0.7111	0.0511	7.0%	0.0060	0.8%	41%	False	False	8,652
80	0.7800	0.7111	0.0690	9.4%	0.0060	0.8%	31%	False	False	6,500
100	0.7895	0.7111	0.0785	10.7%	0.0059	0.8%	27%	False	False	5,202
120	0.7895	0.7111	0.0785	10.7%	0.0059	0.8%	27%	False	False	4,335

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7632
2.618	0.7534
1.618	0.7474
1.000	0.7437
0.618	0.7414
HIGH	0.7377
0.618	0.7354
0.500	0.7347
0.382	0.7339
LOW	0.7317
0.618	0.7279
1.000	0.7257
1.618	0.7219
2.618	0.7159
4.250	0.7062

Fisher Pivots for day following 14-Sep-2021
Pivot	1 day	3 day
R1	0.7347	0.7365
PP	0.7338	0.7350
S1	0.7330	0.7336

Download as Excel Spreadsheet

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

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