CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 12-Oct-2021

Day Change Summary
	Previous	Current
	11-Oct-2021	12-Oct-2021	Change	Change %	Previous Week
Open	0.7309	0.7350	0.0041	0.6%	0.7264
High	0.7375	0.7387	0.0012	0.2%	0.7340
Low	0.7294	0.7334	0.0041	0.6%	0.7228
Close	0.7355	0.7357	0.0002	0.0%	0.7316
Range	0.0082	0.0053	-0.0029	-35.6%	0.0112
ATR	0.0066	0.0065	-0.0001	-1.5%	0.0000
Volume	70,611	82,813	12,202	17.3%	438,299

Daily Pivots for day following 12-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7517	0.7489	0.7385
R3	0.7464	0.7437	0.7371
R2	0.7412	0.7412	0.7366
R1	0.7384	0.7384	0.7361	0.7398
PP	0.7359	0.7359	0.7359	0.7366
S1	0.7332	0.7332	0.7352	0.7345
S2	0.7307	0.7307	0.7347
S3	0.7254	0.7279	0.7342
S4	0.7202	0.7227	0.7328

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	0.7387	0.7228	0.0159	2.2%	0.0061	0.8%	81%	True	False	86,215
10	0.7387	0.7173	0.0214	2.9%	0.0067	0.9%	86%	True	False	93,045
20	0.7387	0.7173	0.0214	2.9%	0.0067	0.9%	86%	True	False	92,448
40	0.7482	0.7111	0.0372	5.0%	0.0066	0.9%	66%	False	False	59,148
60	0.7482	0.7111	0.0372	5.0%	0.0061	0.8%	66%	False	False	39,454
80	0.7621	0.7111	0.0511	6.9%	0.0061	0.8%	48%	False	False	29,601
100	0.7800	0.7111	0.0690	9.4%	0.0061	0.8%	36%	False	False	23,690
120	0.7895	0.7111	0.0785	10.7%	0.0060	0.8%	31%	False	False	19,743

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7610
2.618	0.7524
1.618	0.7471
1.000	0.7439
0.618	0.7419
HIGH	0.7387
0.618	0.7366
0.500	0.7360
0.382	0.7354
LOW	0.7334
0.618	0.7302
1.000	0.7282
1.618	0.7249
2.618	0.7197
4.250	0.7111

Fisher Pivots for day following 12-Oct-2021
Pivot	1 day	3 day
R1	0.7360	0.7350
PP	0.7359	0.7344
S1	0.7358	0.7338

Download as Excel Spreadsheet

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

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