CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 30-Sep-2021

Day Change Summary
	Previous	Current
	29-Sep-2021	30-Sep-2021	Change	Change %	Previous Week
Open	0.7244	0.7180	-0.0064	-0.9%	0.7266
High	0.7267	0.7259	-0.0008	-0.1%	0.7320
Low	0.7173	0.7177	0.0005	0.1%	0.7222
Close	0.7186	0.7234	0.0048	0.7%	0.7259
Range	0.0094	0.0082	-0.0012	-12.8%	0.0098
ATR	0.0067	0.0068	0.0001	1.5%	0.0000
Volume	110,103	131,115	21,012	19.1%	497,219

Daily Pivots for day following 30-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7469	0.7434	0.7279
R3	0.7387	0.7352	0.7257
R2	0.7305	0.7305	0.7249
R1	0.7270	0.7270	0.7242	0.7288
PP	0.7223	0.7223	0.7223	0.7232
S1	0.7188	0.7188	0.7226	0.7206
S2	0.7141	0.7141	0.7219
S3	0.7059	0.7106	0.7211
S4	0.6977	0.7024	0.7189

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	0.7173	0.0147	2.0%	0.0078	1.1%	42%	False	False	102,723
10	0.7324	0.7173	0.0152	2.1%	0.0072	1.0%	41%	False	False	101,488
20	0.7482	0.7173	0.0310	4.3%	0.0068	0.9%	20%	False	False	83,449
40	0.7482	0.7111	0.0372	5.1%	0.0063	0.9%	33%	False	False	41,934
60	0.7507	0.7111	0.0397	5.5%	0.0062	0.9%	31%	False	False	27,972
80	0.7779	0.7111	0.0669	9.2%	0.0062	0.9%	18%	False	False	20,990
100	0.7859	0.7111	0.0748	10.3%	0.0061	0.8%	17%	False	False	16,798
120	0.7895	0.7111	0.0785	10.8%	0.0061	0.8%	16%	False	False	14,000

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7608
2.618	0.7474
1.618	0.7392
1.000	0.7341
0.618	0.7310
HIGH	0.7259
0.618	0.7228
0.500	0.7218
0.382	0.7208
LOW	0.7177
0.618	0.7126
1.000	0.7095
1.618	0.7044
2.618	0.6962
4.250	0.6829

Fisher Pivots for day following 30-Sep-2021
Pivot	1 day	3 day
R1	0.7229	0.7243
PP	0.7223	0.7240
S1	0.7218	0.7237

Download as Excel Spreadsheet

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

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