CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 18-Oct-2021

Day Change Summary
	Previous	Current
	15-Oct-2021	18-Oct-2021	Change	Change %	Previous Week
Open	0.7418	0.7421	0.0003	0.0%	0.7309
High	0.7442	0.7441	-0.0001	0.0%	0.7442
Low	0.7406	0.7381	-0.0025	-0.3%	0.7294
Close	0.7422	0.7419	-0.0003	0.0%	0.7422
Range	0.0036	0.0060	0.0024	66.7%	0.0149
ATR	0.0062	0.0062	0.0000	-0.3%	0.0000
Volume	95,769	81,671	-14,098	-14.7%	420,764

Daily Pivots for day following 18-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7594	0.7566	0.7452
R3	0.7534	0.7506	0.7436
R2	0.7474	0.7474	0.7430
R1	0.7446	0.7446	0.7425	0.7430
PP	0.7414	0.7414	0.7414	0.7406
S1	0.7386	0.7386	0.7414	0.7370
S2	0.7354	0.7354	0.7408
S3	0.7294	0.7326	0.7403
S4	0.7234	0.7266	0.7386

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7831	0.7775	0.7504
R3	0.7683	0.7627	0.7463
R2	0.7534	0.7534	0.7449
R1	0.7478	0.7478	0.7436	0.7506
PP	0.7386	0.7386	0.7386	0.7400
S1	0.7330	0.7330	0.7408	0.7358
S2	0.7237	0.7237	0.7395
S3	0.7089	0.7181	0.7381
S4	0.6940	0.7033	0.7340

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7442	0.7325	0.0117	1.6%	0.0053	0.7%	80%	False	False	86,364
10	0.7442	0.7228	0.0214	2.9%	0.0057	0.8%	89%	False	False	85,635
20	0.7442	0.7173	0.0270	3.6%	0.0066	0.9%	91%	False	False	93,408
40	0.7482	0.7138	0.0344	4.6%	0.0064	0.9%	82%	False	False	67,837
60	0.7482	0.7111	0.0372	5.0%	0.0061	0.8%	83%	False	False	45,267
80	0.7621	0.7111	0.0511	6.9%	0.0061	0.8%	60%	False	False	33,961
100	0.7779	0.7111	0.0669	9.0%	0.0061	0.8%	46%	False	False	27,179
120	0.7895	0.7111	0.0785	10.6%	0.0060	0.8%	39%	False	False	22,651

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7696
2.618	0.7598
1.618	0.7538
1.000	0.7501
0.618	0.7478
HIGH	0.7441
0.618	0.7418
0.500	0.7411
0.382	0.7404
LOW	0.7381
0.618	0.7344
1.000	0.7321
1.618	0.7284
2.618	0.7224
4.250	0.7126

Fisher Pivots for day following 18-Oct-2021
Pivot	1 day	3 day
R1	0.7416	0.7415
PP	0.7414	0.7412
S1	0.7411	0.7408

Download as Excel Spreadsheet

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

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