CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 21-Sep-2021

Day Change Summary
	Previous	Current
	20-Sep-2021	21-Sep-2021	Change	Change %	Previous Week
Open	0.7266	0.7254	-0.0012	-0.2%	0.7357
High	0.7271	0.7285	0.0014	0.2%	0.7413
Low	0.7222	0.7224	0.0002	0.0%	0.7264
Close	0.7240	0.7238	-0.0002	0.0%	0.7275
Range	0.0049	0.0062	0.0013	25.5%	0.0149
ATR	0.0061	0.0061	0.0000	0.1%	0.0000
Volume	101,025	88,912	-12,113	-12.0%	391,107

Daily Pivots for day following 21-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7433	0.7397	0.7272
R3	0.7372	0.7336	0.7255
R2	0.7310	0.7310	0.7249
R1	0.7274	0.7274	0.7244	0.7262
PP	0.7249	0.7249	0.7249	0.7243
S1	0.7213	0.7213	0.7232	0.7200
S2	0.7187	0.7187	0.7227
S3	0.7126	0.7151	0.7221
S4	0.7064	0.7090	0.7204

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	0.7353	0.7222	0.0131	1.8%	0.0057	0.8%	12%	False	False	83,745
10	0.7413	0.7222	0.0191	2.6%	0.0059	0.8%	8%	False	False	88,676
20	0.7482	0.7204	0.0278	3.8%	0.0061	0.8%	12%	False	False	46,690
40	0.7482	0.7111	0.0372	5.1%	0.0059	0.8%	34%	False	False	23,419
60	0.7606	0.7111	0.0496	6.8%	0.0060	0.8%	26%	False	False	15,627
80	0.7779	0.7111	0.0669	9.2%	0.0060	0.8%	19%	False	False	11,733
100	0.7895	0.7111	0.0785	10.8%	0.0059	0.8%	16%	False	False	9,389
120	0.7895	0.7111	0.0785	10.8%	0.0060	0.8%	16%	False	False	7,825

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7546
2.618	0.7446
1.618	0.7385
1.000	0.7347
0.618	0.7323
HIGH	0.7285
0.618	0.7262
0.500	0.7254
0.382	0.7247
LOW	0.7224
0.618	0.7185
1.000	0.7162
1.618	0.7124
2.618	0.7062
4.250	0.6962

Fisher Pivots for day following 21-Sep-2021
Pivot	1 day	3 day
R1	0.7254	0.7273
PP	0.7249	0.7261
S1	0.7243	0.7250

Download as Excel Spreadsheet

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

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