CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 13-Oct-2021

Day Change Summary
	Previous	Current
	12-Oct-2021	13-Oct-2021	Change	Change %	Previous Week
Open	0.7350	0.7354	0.0005	0.1%	0.7264
High	0.7387	0.7384	-0.0003	0.0%	0.7340
Low	0.7334	0.7325	-0.0009	-0.1%	0.7228
Close	0.7357	0.7377	0.0021	0.3%	0.7316
Range	0.0053	0.0059	0.0007	12.4%	0.0112
ATR	0.0065	0.0065	0.0000	-0.7%	0.0000
Volume	82,813	82,876	63	0.1%	438,299

Daily Pivots for day following 13-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7539	0.7517	0.7409
R3	0.7480	0.7458	0.7393
R2	0.7421	0.7421	0.7388
R1	0.7399	0.7399	0.7382	0.7410
PP	0.7362	0.7362	0.7362	0.7368
S1	0.7340	0.7340	0.7372	0.7351
S2	0.7303	0.7303	0.7366
S3	0.7244	0.7281	0.7361
S4	0.7185	0.7222	0.7345

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	0.7272	0.0115	1.6%	0.0059	0.8%	92%	False	False	82,652
10	0.7387	0.7177	0.0210	2.8%	0.0064	0.9%	95%	False	False	90,322
20	0.7387	0.7173	0.0214	2.9%	0.0068	0.9%	96%	False	False	93,282
40	0.7482	0.7111	0.0372	5.0%	0.0065	0.9%	72%	False	False	61,211
60	0.7482	0.7111	0.0372	5.0%	0.0061	0.8%	72%	False	False	40,834
80	0.7621	0.7111	0.0511	6.9%	0.0061	0.8%	52%	False	False	30,636
100	0.7800	0.7111	0.0690	9.3%	0.0061	0.8%	39%	False	False	24,518
120	0.7895	0.7111	0.0785	10.6%	0.0060	0.8%	34%	False	False	20,434

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7635
2.618	0.7538
1.618	0.7479
1.000	0.7443
0.618	0.7420
HIGH	0.7384
0.618	0.7361
0.500	0.7355
0.382	0.7348
LOW	0.7325
0.618	0.7289
1.000	0.7266
1.618	0.7230
2.618	0.7171
4.250	0.7074

Fisher Pivots for day following 13-Oct-2021
Pivot	1 day	3 day
R1	0.7370	0.7365
PP	0.7362	0.7352
S1	0.7355	0.7340

Download as Excel Spreadsheet

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

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