CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 27-Sep-2021

Day Change Summary
	Previous	Current
	24-Sep-2021	27-Sep-2021	Change	Change %	Previous Week
Open	0.7297	0.7263	-0.0034	-0.5%	0.7266
High	0.7320	0.7297	-0.0023	-0.3%	0.7320
Low	0.7238	0.7252	0.0014	0.2%	0.7222
Close	0.7259	0.7289	0.0030	0.4%	0.7259
Range	0.0082	0.0045	-0.0037	-45.4%	0.0098
ATR	0.0065	0.0064	-0.0001	-2.3%	0.0000
Volume	79,894	82,998	3,104	3.9%	497,219

Daily Pivots for day following 27-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7413	0.7395	0.7313
R3	0.7368	0.7351	0.7301
R2	0.7324	0.7324	0.7297
R1	0.7306	0.7306	0.7293	0.7315
PP	0.7279	0.7279	0.7279	0.7283
S1	0.7262	0.7262	0.7284	0.7270
S2	0.7235	0.7235	0.7280
S3	0.7190	0.7217	0.7276
S4	0.7146	0.7173	0.7264

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7559	0.7507	0.7313
R3	0.7462	0.7409	0.7286
R2	0.7364	0.7364	0.7277
R1	0.7312	0.7312	0.7268	0.7289
PP	0.7267	0.7267	0.7267	0.7256
S1	0.7214	0.7214	0.7250	0.7192
S2	0.7169	0.7169	0.7241
S3	0.7072	0.7117	0.7232
S4	0.6974	0.7019	0.7205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7320	0.7224	0.0096	1.3%	0.0070	1.0%	68%	False	False	95,838
10	0.7377	0.7222	0.0155	2.1%	0.0064	0.9%	43%	False	False	89,449
20	0.7482	0.7222	0.0260	3.6%	0.0063	0.9%	26%	False	False	66,103
40	0.7482	0.7111	0.0372	5.1%	0.0060	0.8%	48%	False	False	33,172
60	0.7603	0.7111	0.0493	6.8%	0.0062	0.9%	36%	False	False	22,130
80	0.7779	0.7111	0.0669	9.2%	0.0060	0.8%	27%	False	False	16,609
100	0.7895	0.7111	0.0785	10.8%	0.0060	0.8%	23%	False	False	13,292
120	0.7895	0.7111	0.0785	10.8%	0.0060	0.8%	23%	False	False	11,077

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7486
2.618	0.7413
1.618	0.7369
1.000	0.7341
0.618	0.7324
HIGH	0.7297
0.618	0.7280
0.500	0.7274
0.382	0.7269
LOW	0.7252
0.618	0.7224
1.000	0.7208
1.618	0.7180
2.618	0.7135
4.250	0.7063

Fisher Pivots for day following 27-Sep-2021
Pivot	1 day	3 day
R1	0.7284	0.7283
PP	0.7279	0.7278
S1	0.7274	0.7273

Download as Excel Spreadsheet

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

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