CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 23-Sep-2021

Day Change Summary
	Previous	Current
	22-Sep-2021	23-Sep-2021	Change	Change %	Previous Week
Open	0.7235	0.7242	0.0008	0.1%	0.7357
High	0.7299	0.7318	0.0019	0.3%	0.7413
Low	0.7226	0.7226	-0.0001	0.0%	0.7264
Close	0.7242	0.7312	0.0070	1.0%	0.7275
Range	0.0073	0.0092	0.0020	26.9%	0.0149
ATR	0.0062	0.0064	0.0002	3.5%	0.0000
Volume	119,609	107,779	-11,830	-9.9%	391,107

Daily Pivots for day following 23-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7561	0.7528	0.7362
R3	0.7469	0.7436	0.7337
R2	0.7377	0.7377	0.7328
R1	0.7344	0.7344	0.7320	0.7361
PP	0.7285	0.7285	0.7285	0.7293
S1	0.7252	0.7252	0.7303	0.7269
S2	0.7193	0.7193	0.7295
S3	0.7101	0.7160	0.7286
S4	0.7009	0.7068	0.7261

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	0.7324	0.7222	0.0102	1.4%	0.0067	0.9%	88%	False	False	100,253
10	0.7413	0.7222	0.0191	2.6%	0.0064	0.9%	47%	False	False	90,099
20	0.7482	0.7222	0.0260	3.6%	0.0064	0.9%	34%	False	False	57,996
40	0.7482	0.7111	0.0372	5.1%	0.0060	0.8%	54%	False	False	29,102
60	0.7603	0.7111	0.0493	6.7%	0.0061	0.8%	41%	False	False	19,416
80	0.7779	0.7111	0.0669	9.1%	0.0060	0.8%	30%	False	False	14,573
100	0.7895	0.7111	0.0785	10.7%	0.0060	0.8%	26%	False	False	11,663
120	0.7895	0.7111	0.0785	10.7%	0.0060	0.8%	26%	False	False	9,719

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	0.0017
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7709
2.618	0.7558
1.618	0.7466
1.000	0.7410
0.618	0.7374
HIGH	0.7318
0.618	0.7282
0.500	0.7272
0.382	0.7261
LOW	0.7226
0.618	0.7169
1.000	0.7134
1.618	0.7077
2.618	0.6985
4.250	0.6835

Fisher Pivots for day following 23-Sep-2021
Pivot	1 day	3 day
R1	0.7298	0.7298
PP	0.7285	0.7284
S1	0.7272	0.7271

Download as Excel Spreadsheet

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

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