CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 20-Sep-2021

Day Change Summary
	Previous	Current
	17-Sep-2021	20-Sep-2021	Change	Change %	Previous Week
Open	0.7298	0.7266	-0.0032	-0.4%	0.7357
High	0.7324	0.7271	-0.0053	-0.7%	0.7413
Low	0.7264	0.7222	-0.0042	-0.6%	0.7264
Close	0.7275	0.7240	-0.0035	-0.5%	0.7275
Range	0.0060	0.0049	-0.0011	-18.3%	0.0149
ATR	0.0062	0.0061	-0.0001	-1.1%	0.0000
Volume	83,943	101,025	17,082	20.3%	391,107

Daily Pivots for day following 20-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7391	0.7365	0.7267
R3	0.7342	0.7316	0.7253
R2	0.7293	0.7293	0.7249
R1	0.7267	0.7267	0.7244	0.7256
PP	0.7244	0.7244	0.7244	0.7239
S1	0.7218	0.7218	0.7236	0.7207
S2	0.7195	0.7195	0.7231
S3	0.7146	0.7169	0.7227
S4	0.7097	0.7120	0.7213

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	0.7377	0.7222	0.0155	2.1%	0.0057	0.8%	12%	False	True	83,060
10	0.7472	0.7222	0.0250	3.4%	0.0062	0.9%	7%	False	True	83,201
20	0.7482	0.7138	0.0344	4.8%	0.0062	0.9%	30%	False	False	42,266
40	0.7482	0.7111	0.0372	5.1%	0.0059	0.8%	35%	False	False	21,197
60	0.7621	0.7111	0.0511	7.1%	0.0060	0.8%	25%	False	False	14,146
80	0.7779	0.7111	0.0669	9.2%	0.0060	0.8%	19%	False	False	10,622
100	0.7895	0.7111	0.0785	10.8%	0.0059	0.8%	17%	False	False	8,500
120	0.7895	0.7111	0.0785	10.8%	0.0059	0.8%	17%	False	False	7,084

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7479
2.618	0.7399
1.618	0.7350
1.000	0.7320
0.618	0.7301
HIGH	0.7271
0.618	0.7252
0.500	0.7247
0.382	0.7241
LOW	0.7222
0.618	0.7192
1.000	0.7173
1.618	0.7143
2.618	0.7094
4.250	0.7014

Fisher Pivots for day following 20-Sep-2021
Pivot	1 day	3 day
R1	0.7247	0.7287
PP	0.7244	0.7272
S1	0.7242	0.7256

Download as Excel Spreadsheet

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

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