CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 22-Sep-2021

Day Change Summary
	Previous	Current
	21-Sep-2021	22-Sep-2021	Change	Change %	Previous Week
Open	0.7254	0.7235	-0.0020	-0.3%	0.7357
High	0.7285	0.7299	0.0014	0.2%	0.7413
Low	0.7224	0.7226	0.0003	0.0%	0.7264
Close	0.7238	0.7242	0.0004	0.0%	0.7275
Range	0.0062	0.0073	0.0011	17.9%	0.0149
ATR	0.0061	0.0062	0.0001	1.3%	0.0000
Volume	88,912	119,609	30,697	34.5%	391,107

Daily Pivots for day following 22-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7473	0.7430	0.7281
R3	0.7400	0.7357	0.7261
R2	0.7328	0.7328	0.7255
R1	0.7285	0.7285	0.7248	0.7306
PP	0.7255	0.7255	0.7255	0.7266
S1	0.7212	0.7212	0.7235	0.7234
S2	0.7183	0.7183	0.7228
S3	0.7110	0.7140	0.7222
S4	0.7038	0.7067	0.7202

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%	0.0064	0.9%	15%	False	False	94,427
10	0.7413	0.7222	0.0191	2.6%	0.0060	0.8%	10%	False	False	86,911
20	0.7482	0.7222	0.0260	3.6%	0.0061	0.8%	8%	False	False	52,629
40	0.7482	0.7111	0.0372	5.1%	0.0060	0.8%	35%	False	False	26,409
60	0.7603	0.7111	0.0493	6.8%	0.0061	0.8%	27%	False	False	17,620
80	0.7779	0.7111	0.0669	9.2%	0.0060	0.8%	20%	False	False	13,227
100	0.7895	0.7111	0.0785	10.8%	0.0059	0.8%	17%	False	False	10,585
120	0.7895	0.7111	0.0785	10.8%	0.0060	0.8%	17%	False	False	8,821

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7607
2.618	0.7488
1.618	0.7416
1.000	0.7371
0.618	0.7343
HIGH	0.7299
0.618	0.7271
0.500	0.7262
0.382	0.7254
LOW	0.7226
0.618	0.7181
1.000	0.7154
1.618	0.7109
2.618	0.7036
4.250	0.6918

Fisher Pivots for day following 22-Sep-2021
Pivot	1 day	3 day
R1	0.7262	0.7260
PP	0.7255	0.7254
S1	0.7248	0.7248

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols