CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 22-Oct-2021

Day Change Summary
	Previous	Current
	21-Oct-2021	22-Oct-2021	Change	Change %	Previous Week
Open	0.7518	0.7469	-0.0049	-0.6%	0.7421
High	0.7548	0.7514	-0.0034	-0.5%	0.7548
Low	0.7460	0.7455	-0.0005	-0.1%	0.7381
Close	0.7466	0.7467	0.0001	0.0%	0.7467
Range	0.0089	0.0059	-0.0030	-33.3%	0.0167
ATR	0.0065	0.0064	0.0000	-0.6%	0.0000
Volume	100,963	93,624	-7,339	-7.3%	449,887

Daily Pivots for day following 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7656	0.7620	0.7499
R3	0.7597	0.7561	0.7483
R2	0.7538	0.7538	0.7478
R1	0.7502	0.7502	0.7472	0.7491
PP	0.7479	0.7479	0.7479	0.7473
S1	0.7443	0.7443	0.7462	0.7432
S2	0.7420	0.7420	0.7456
S3	0.7361	0.7384	0.7451
S4	0.7302	0.7325	0.7435

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7966	0.7884	0.7559
R3	0.7799	0.7717	0.7513
R2	0.7632	0.7632	0.7498
R1	0.7550	0.7550	0.7482	0.7591
PP	0.7465	0.7465	0.7465	0.7486
S1	0.7383	0.7383	0.7452	0.7424
S2	0.7298	0.7298	0.7436
S3	0.7131	0.7216	0.7421
S4	0.6964	0.7049	0.7375

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7548	0.7381	0.0167	2.2%	0.0069	0.9%	51%	False	False	89,977
10	0.7548	0.7294	0.0255	3.4%	0.0063	0.8%	68%	False	False	87,065
20	0.7548	0.7173	0.0376	5.0%	0.0065	0.9%	78%	False	False	92,009
40	0.7548	0.7173	0.0376	5.0%	0.0065	0.9%	78%	False	False	76,993
60	0.7548	0.7111	0.0438	5.9%	0.0062	0.8%	81%	False	False	51,402
80	0.7603	0.7111	0.0493	6.6%	0.0063	0.8%	72%	False	False	38,563
100	0.7779	0.7111	0.0669	9.0%	0.0062	0.8%	53%	False	False	30,859
120	0.7895	0.7111	0.0785	10.5%	0.0061	0.8%	45%	False	False	25,720

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	0.7765
2.618	0.7668
1.618	0.7609
1.000	0.7573
0.618	0.7550
HIGH	0.7514
0.618	0.7491
0.500	0.7485
0.382	0.7478
LOW	0.7455
0.618	0.7419
1.000	0.7396
1.618	0.7360
2.618	0.7301
4.250	0.7204

Fisher Pivots for day following 22-Oct-2021
Pivot	1 day	3 day
R1	0.7485	0.7502
PP	0.7479	0.7490
S1	0.7473	0.7479

Download as Excel Spreadsheet

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

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