CME Australian Dollar Future December 2021

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

Day Change Summary
	Previous	Current
	14-Sep-2021	15-Sep-2021	Change	Change %	Previous Week
Open	0.7373	0.7325	-0.0048	-0.6%	0.7460
High	0.7377	0.7342	-0.0035	-0.5%	0.7472
Low	0.7317	0.7304	-0.0013	-0.2%	0.7348
Close	0.7322	0.7329	0.0008	0.1%	0.7367
Range	0.0060	0.0038	-0.0022	-36.7%	0.0124
ATR	0.0062	0.0061	-0.0002	-2.8%	0.0000
Volume	85,486	66,201	-19,285	-22.6%	339,883

Daily Pivots for day following 15-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7439	0.7422	0.7350
R3	0.7401	0.7384	0.7339
R2	0.7363	0.7363	0.7336
R1	0.7346	0.7346	0.7332	0.7355
PP	0.7325	0.7325	0.7325	0.7329
S1	0.7308	0.7308	0.7326	0.7317
S2	0.7287	0.7287	0.7322
S3	0.7249	0.7270	0.7319
S4	0.7211	0.7232	0.7308

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	0.7304	0.0109	1.5%	0.0056	0.8%	23%	False	True	79,394
10	0.7482	0.7304	0.0178	2.4%	0.0064	0.9%	14%	False	True	57,731
20	0.7482	0.7111	0.0372	5.1%	0.0062	0.9%	59%	False	False	29,140
40	0.7482	0.7111	0.0372	5.1%	0.0058	0.8%	59%	False	False	14,611
60	0.7621	0.7111	0.0511	7.0%	0.0059	0.8%	43%	False	False	9,754
80	0.7800	0.7111	0.0690	9.4%	0.0059	0.8%	32%	False	False	7,327
100	0.7895	0.7111	0.0785	10.7%	0.0059	0.8%	28%	False	False	5,864
120	0.7895	0.7111	0.0785	10.7%	0.0059	0.8%	28%	False	False	4,887

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7504
2.618	0.7441
1.618	0.7403
1.000	0.7380
0.618	0.7365
HIGH	0.7342
0.618	0.7327
0.500	0.7323
0.382	0.7319
LOW	0.7304
0.618	0.7281
1.000	0.7266
1.618	0.7243
2.618	0.7205
4.250	0.7143

Fisher Pivots for day following 15-Sep-2021
Pivot	1 day	3 day
R1	0.7327	0.7358
PP	0.7325	0.7349
S1	0.7323	0.7339

Download as Excel Spreadsheet

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

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