CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 08-Oct-2021

Day Change Summary
	Previous	Current
	07-Oct-2021	08-Oct-2021	Change	Change %	Previous Week
Open	0.7274	0.7314	0.0040	0.5%	0.7264
High	0.7326	0.7340	0.0014	0.2%	0.7340
Low	0.7272	0.7290	0.0018	0.2%	0.7228
Close	0.7312	0.7316	0.0004	0.1%	0.7316
Range	0.0054	0.0050	-0.0004	-7.4%	0.0112
ATR	0.0066	0.0065	-0.0001	-1.8%	0.0000
Volume	80,751	96,213	15,462	19.1%	438,299

Daily Pivots for day following 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7465	0.7440	0.7343
R3	0.7415	0.7390	0.7329
R2	0.7365	0.7365	0.7325
R1	0.7340	0.7340	0.7320	0.7353
PP	0.7315	0.7315	0.7315	0.7321
S1	0.7290	0.7290	0.7311	0.7303
S2	0.7265	0.7265	0.7306
S3	0.7215	0.7240	0.7302
S4	0.7165	0.7190	0.7288

Weekly Pivots for week ending 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7631	0.7585	0.7377
R3	0.7519	0.7473	0.7346
R2	0.7407	0.7407	0.7336
R1	0.7361	0.7361	0.7326	0.7384
PP	0.7295	0.7295	0.7295	0.7306
S1	0.7249	0.7249	0.7305	0.7272
S2	0.7183	0.7183	0.7295
S3	0.7071	0.7137	0.7285
S4	0.6959	0.7025	0.7254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7340	0.7228	0.0112	1.5%	0.0055	0.8%	78%	True	False	87,659
10	0.7340	0.7173	0.0168	2.3%	0.0067	0.9%	85%	True	False	96,953
20	0.7413	0.7173	0.0240	3.3%	0.0067	0.9%	60%	False	False	92,893
40	0.7482	0.7111	0.0372	5.1%	0.0065	0.9%	55%	False	False	55,316
60	0.7482	0.7111	0.0372	5.1%	0.0061	0.8%	55%	False	False	36,898
80	0.7646	0.7111	0.0536	7.3%	0.0062	0.8%	38%	False	False	27,686
100	0.7800	0.7111	0.0690	9.4%	0.0061	0.8%	30%	False	False	22,156
120	0.7895	0.7111	0.0785	10.7%	0.0060	0.8%	26%	False	False	18,464

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7553
2.618	0.7471
1.618	0.7421
1.000	0.7390
0.618	0.7371
HIGH	0.7340
0.618	0.7321
0.500	0.7315
0.382	0.7309
LOW	0.7290
0.618	0.7259
1.000	0.7240
1.618	0.7209
2.618	0.7159
4.250	0.7078

Fisher Pivots for day following 08-Oct-2021
Pivot	1 day	3 day
R1	0.7315	0.7305
PP	0.7315	0.7295
S1	0.7315	0.7284

Download as Excel Spreadsheet

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

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