CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 25-Oct-2021

Day Change Summary
	Previous	Current
	22-Oct-2021	25-Oct-2021	Change	Change %	Previous Week
Open	0.7469	0.7468	-0.0002	0.0%	0.7421
High	0.7514	0.7507	-0.0007	-0.1%	0.7548
Low	0.7455	0.7466	0.0011	0.1%	0.7381
Close	0.7467	0.7498	0.0031	0.4%	0.7467
Range	0.0059	0.0042	-0.0018	-29.7%	0.0167
ATR	0.0064	0.0063	-0.0002	-2.5%	0.0000
Volume	93,624	60,326	-33,298	-35.6%	449,887

Daily Pivots for day following 25-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7615	0.7598	0.7520
R3	0.7573	0.7556	0.7509
R2	0.7532	0.7532	0.7505
R1	0.7515	0.7515	0.7501	0.7523
PP	0.7490	0.7490	0.7490	0.7494
S1	0.7473	0.7473	0.7494	0.7482
S2	0.7449	0.7449	0.7490
S3	0.7407	0.7432	0.7486
S4	0.7366	0.7390	0.7475

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	0.7410	0.0139	1.8%	0.0065	0.9%	64%	False	False	85,708
10	0.7548	0.7325	0.0223	3.0%	0.0059	0.8%	77%	False	False	86,036
20	0.7548	0.7173	0.0376	5.0%	0.0065	0.9%	87%	False	False	90,875
40	0.7548	0.7173	0.0376	5.0%	0.0064	0.9%	87%	False	False	78,489
60	0.7548	0.7111	0.0438	5.8%	0.0062	0.8%	88%	False	False	52,406
80	0.7603	0.7111	0.0493	6.6%	0.0063	0.8%	79%	False	False	39,316
100	0.7779	0.7111	0.0669	8.9%	0.0061	0.8%	58%	False	False	31,462
120	0.7895	0.7111	0.0785	10.5%	0.0061	0.8%	49%	False	False	26,222

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7683
2.618	0.7616
1.618	0.7574
1.000	0.7549
0.618	0.7533
HIGH	0.7507
0.618	0.7491
0.500	0.7486
0.382	0.7481
LOW	0.7466
0.618	0.7440
1.000	0.7424
1.618	0.7398
2.618	0.7357
4.250	0.7289

Fisher Pivots for day following 25-Oct-2021
Pivot	1 day	3 day
R1	0.7494	0.7502
PP	0.7490	0.7500
S1	0.7486	0.7499

Download as Excel Spreadsheet

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

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