CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 16-Sep-2021

Day Change Summary
	Previous	Current
	15-Sep-2021	16-Sep-2021	Change	Change %	Previous Week
Open	0.7325	0.7336	0.0011	0.1%	0.7460
High	0.7342	0.7353	0.0011	0.1%	0.7472
Low	0.7304	0.7277	-0.0028	-0.4%	0.7348
Close	0.7329	0.7298	-0.0032	-0.4%	0.7367
Range	0.0038	0.0076	0.0038	100.0%	0.0124
ATR	0.0061	0.0062	0.0001	1.8%	0.0000
Volume	66,201	78,648	12,447	18.8%	339,883

Daily Pivots for day following 16-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7537	0.7493	0.7339
R3	0.7461	0.7417	0.7318
R2	0.7385	0.7385	0.7311
R1	0.7341	0.7341	0.7304	0.7325
PP	0.7309	0.7309	0.7309	0.7301
S1	0.7265	0.7265	0.7291	0.7249
S2	0.7233	0.7233	0.7284
S3	0.7157	0.7189	0.7277
S4	0.7081	0.7113	0.7256

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	0.7277	0.0136	1.9%	0.0062	0.8%	15%	False	True	79,944
10	0.7482	0.7277	0.0206	2.8%	0.0064	0.9%	10%	False	True	65,410
20	0.7482	0.7111	0.0372	5.1%	0.0064	0.9%	50%	False	False	33,057
40	0.7482	0.7111	0.0372	5.1%	0.0058	0.8%	50%	False	False	16,575
60	0.7621	0.7111	0.0511	7.0%	0.0059	0.8%	37%	False	False	11,065
80	0.7800	0.7111	0.0690	9.4%	0.0060	0.8%	27%	False	False	8,310
100	0.7895	0.7111	0.0785	10.8%	0.0059	0.8%	24%	False	False	6,650
120	0.7895	0.7111	0.0785	10.8%	0.0059	0.8%	24%	False	False	5,542

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	0.0015
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7676
2.618	0.7551
1.618	0.7475
1.000	0.7429
0.618	0.7399
HIGH	0.7353
0.618	0.7323
0.500	0.7315
0.382	0.7306
LOW	0.7277
0.618	0.7230
1.000	0.7201
1.618	0.7154
2.618	0.7078
4.250	0.6954

Fisher Pivots for day following 16-Sep-2021
Pivot	1 day	3 day
R1	0.7315	0.7327
PP	0.7309	0.7317
S1	0.7303	0.7307

Download as Excel Spreadsheet

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

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