CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 17-Sep-2021

Day Change Summary
	Previous	Current
	16-Sep-2021	17-Sep-2021	Change	Change %	Previous Week
Open	0.7336	0.7298	-0.0038	-0.5%	0.7357
High	0.7353	0.7324	-0.0029	-0.4%	0.7413
Low	0.7277	0.7264	-0.0013	-0.2%	0.7264
Close	0.7298	0.7275	-0.0023	-0.3%	0.7275
Range	0.0076	0.0060	-0.0016	-21.1%	0.0149
ATR	0.0062	0.0062	0.0000	-0.2%	0.0000
Volume	78,648	83,943	5,295	6.7%	391,107

Daily Pivots for day following 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7468	0.7431	0.7308
R3	0.7408	0.7371	0.7291
R2	0.7348	0.7348	0.7286
R1	0.7311	0.7311	0.7280	0.7299
PP	0.7288	0.7288	0.7288	0.7282
S1	0.7251	0.7251	0.7269	0.7239
S2	0.7228	0.7228	0.7264
S3	0.7168	0.7191	0.7258
S4	0.7108	0.7131	0.7242

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7763	0.7667	0.7356
R3	0.7614	0.7519	0.7315
R2	0.7466	0.7466	0.7302
R1	0.7370	0.7370	0.7288	0.7344
PP	0.7317	0.7317	0.7317	0.7304
S1	0.7222	0.7222	0.7261	0.7195
S2	0.7169	0.7169	0.7247
S3	0.7020	0.7073	0.7234
S4	0.6872	0.6925	0.7193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7413	0.7264	0.0149	2.0%	0.0062	0.8%	7%	False	True	78,221
10	0.7482	0.7264	0.0218	3.0%	0.0065	0.9%	5%	False	True	73,679
20	0.7482	0.7111	0.0372	5.1%	0.0062	0.9%	44%	False	False	37,229
40	0.7482	0.7111	0.0372	5.1%	0.0059	0.8%	44%	False	False	18,672
60	0.7621	0.7111	0.0511	7.0%	0.0059	0.8%	32%	False	False	12,462
80	0.7800	0.7111	0.0690	9.5%	0.0060	0.8%	24%	False	False	9,360
100	0.7895	0.7111	0.0785	10.8%	0.0060	0.8%	21%	False	False	7,490
120	0.7895	0.7111	0.0785	10.8%	0.0060	0.8%	21%	False	False	6,242

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7579
2.618	0.7481
1.618	0.7421
1.000	0.7384
0.618	0.7361
HIGH	0.7324
0.618	0.7301
0.500	0.7294
0.382	0.7287
LOW	0.7264
0.618	0.7227
1.000	0.7204
1.618	0.7167
2.618	0.7107
4.250	0.7009

Fisher Pivots for day following 17-Sep-2021
Pivot	1 day	3 day
R1	0.7294	0.7308
PP	0.7288	0.7297
S1	0.7281	0.7286

Download as Excel Spreadsheet

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

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