CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 06-Oct-2021

Day Change Summary
	Previous	Current
	05-Oct-2021	06-Oct-2021	Change	Change %	Previous Week
Open	0.7295	0.7290	-0.0005	-0.1%	0.7263
High	0.7303	0.7296	-0.0008	-0.1%	0.7314
Low	0.7252	0.7228	-0.0024	-0.3%	0.7173
Close	0.7294	0.7272	-0.0022	-0.3%	0.7268
Range	0.0052	0.0068	0.0016	31.1%	0.0141
ATR	0.0067	0.0067	0.0000	0.0%	0.0000
Volume	76,271	100,687	24,416	32.0%	531,236

Daily Pivots for day following 06-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7468	0.7437	0.7309
R3	0.7400	0.7370	0.7290
R2	0.7333	0.7333	0.7284
R1	0.7302	0.7302	0.7278	0.7284
PP	0.7265	0.7265	0.7265	0.7256
S1	0.7235	0.7235	0.7265	0.7216
S2	0.7198	0.7198	0.7259
S3	0.7130	0.7167	0.7253
S4	0.7063	0.7100	0.7234

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	0.7307	0.7177	0.0130	1.8%	0.0068	0.9%	73%	False	False	97,992
10	0.7320	0.7173	0.0147	2.0%	0.0074	1.0%	67%	False	False	98,024
20	0.7413	0.7173	0.0240	3.3%	0.0067	0.9%	41%	False	False	92,467
40	0.7482	0.7111	0.0372	5.1%	0.0065	0.9%	43%	False	False	50,893
60	0.7491	0.7111	0.0381	5.2%	0.0062	0.8%	42%	False	False	33,950
80	0.7721	0.7111	0.0610	8.4%	0.0063	0.9%	26%	False	False	25,475
100	0.7818	0.7111	0.0708	9.7%	0.0060	0.8%	23%	False	False	20,386
120	0.7895	0.7111	0.0785	10.8%	0.0061	0.8%	21%	False	False	16,990

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7582
2.618	0.7472
1.618	0.7405
1.000	0.7363
0.618	0.7337
HIGH	0.7296
0.618	0.7270
0.500	0.7262
0.382	0.7254
LOW	0.7228
0.618	0.7186
1.000	0.7161
1.618	0.7119
2.618	0.7051
4.250	0.6941

Fisher Pivots for day following 06-Oct-2021
Pivot	1 day	3 day
R1	0.7268	0.7270
PP	0.7265	0.7269
S1	0.7262	0.7267

Download as Excel Spreadsheet

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

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