CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 14-Oct-2021

Day Change Summary
	Previous	Current
	13-Oct-2021	14-Oct-2021	Change	Change %	Previous Week
Open	0.7354	0.7383	0.0029	0.4%	0.7264
High	0.7384	0.7429	0.0045	0.6%	0.7340
Low	0.7325	0.7374	0.0049	0.7%	0.7228
Close	0.7377	0.7420	0.0043	0.6%	0.7316
Range	0.0059	0.0056	-0.0004	-5.9%	0.0112
ATR	0.0065	0.0064	-0.0001	-1.0%	0.0000
Volume	82,876	88,695	5,819	7.0%	438,299

Daily Pivots for day following 14-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7574	0.7552	0.7450
R3	0.7518	0.7497	0.7435
R2	0.7463	0.7463	0.7430
R1	0.7441	0.7441	0.7425	0.7452
PP	0.7407	0.7407	0.7407	0.7413
S1	0.7386	0.7386	0.7414	0.7397
S2	0.7352	0.7352	0.7409
S3	0.7296	0.7330	0.7404
S4	0.7241	0.7275	0.7389

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	0.7429	0.7290	0.0139	1.9%	0.0060	0.8%	93%	True	False	84,241
10	0.7429	0.7194	0.0235	3.2%	0.0061	0.8%	96%	True	False	86,080
20	0.7429	0.7173	0.0257	3.5%	0.0067	0.9%	96%	True	False	93,784
40	0.7482	0.7111	0.0372	5.0%	0.0065	0.9%	83%	False	False	63,421
60	0.7482	0.7111	0.0372	5.0%	0.0061	0.8%	83%	False	False	42,311
80	0.7621	0.7111	0.0511	6.9%	0.0061	0.8%	61%	False	False	31,744
100	0.7800	0.7111	0.0690	9.3%	0.0061	0.8%	45%	False	False	25,405
120	0.7895	0.7111	0.0785	10.6%	0.0060	0.8%	39%	False	False	21,173

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7665
2.618	0.7574
1.618	0.7519
1.000	0.7485
0.618	0.7463
HIGH	0.7429
0.618	0.7408
0.500	0.7401
0.382	0.7395
LOW	0.7374
0.618	0.7339
1.000	0.7318
1.618	0.7284
2.618	0.7228
4.250	0.7138

Fisher Pivots for day following 14-Oct-2021
Pivot	1 day	3 day
R1	0.7413	0.7405
PP	0.7407	0.7391
S1	0.7401	0.7377

Download as Excel Spreadsheet

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

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