CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 04-Oct-2021

Day Change Summary
	Previous	Current
	01-Oct-2021	04-Oct-2021	Change	Change %	Previous Week
Open	0.7229	0.7264	0.0035	0.5%	0.7263
High	0.7279	0.7307	0.0028	0.4%	0.7314
Low	0.7194	0.7253	0.0059	0.8%	0.7173
Close	0.7268	0.7293	0.0025	0.3%	0.7268
Range	0.0085	0.0054	-0.0031	-36.1%	0.0141
ATR	0.0070	0.0068	-0.0001	-1.6%	0.0000
Volume	97,512	84,377	-13,135	-13.5%	531,236

Daily Pivots for day following 04-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7446	0.7423	0.7322
R3	0.7392	0.7369	0.7307
R2	0.7338	0.7338	0.7302
R1	0.7315	0.7315	0.7297	0.7327
PP	0.7284	0.7284	0.7284	0.7290
S1	0.7261	0.7261	0.7288	0.7273
S2	0.7230	0.7230	0.7283
S3	0.7176	0.7207	0.7278
S4	0.7122	0.7153	0.7263

Weekly Pivots for week ending 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7674	0.7612	0.7346
R3	0.7533	0.7471	0.7307
R2	0.7392	0.7392	0.7294
R1	0.7330	0.7330	0.7281	0.7361
PP	0.7251	0.7251	0.7251	0.7267
S1	0.7189	0.7189	0.7255	0.7220
S2	0.7110	0.7110	0.7242
S3	0.6969	0.7048	0.7229
S4	0.6828	0.6907	0.7190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7314	0.7173	0.0141	1.9%	0.0080	1.1%	85%	False	False	106,523
10	0.7320	0.7173	0.0147	2.0%	0.0075	1.0%	82%	False	False	101,180
20	0.7472	0.7173	0.0299	4.1%	0.0068	0.9%	40%	False	False	92,191
40	0.7482	0.7111	0.0372	5.1%	0.0064	0.9%	49%	False	False	46,476
60	0.7507	0.7111	0.0397	5.4%	0.0062	0.8%	46%	False	False	31,003
80	0.7779	0.7111	0.0669	9.2%	0.0062	0.9%	27%	False	False	23,263
100	0.7818	0.7111	0.0708	9.7%	0.0060	0.8%	26%	False	False	18,617
120	0.7895	0.7111	0.0785	10.8%	0.0061	0.8%	23%	False	False	15,515

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7536
2.618	0.7448
1.618	0.7394
1.000	0.7361
0.618	0.7340
HIGH	0.7307
0.618	0.7286
0.500	0.7280
0.382	0.7273
LOW	0.7253
0.618	0.7219
1.000	0.7199
1.618	0.7165
2.618	0.7111
4.250	0.7023

Fisher Pivots for day following 04-Oct-2021
Pivot	1 day	3 day
R1	0.7288	0.7276
PP	0.7284	0.7259
S1	0.7280	0.7242

Download as Excel Spreadsheet

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

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