CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 26-Oct-2021

Day Change Summary
	Previous	Current
	25-Oct-2021	26-Oct-2021	Change	Change %	Previous Week
Open	0.7468	0.7493	0.0025	0.3%	0.7421
High	0.7507	0.7527	0.0020	0.3%	0.7548
Low	0.7466	0.7486	0.0021	0.3%	0.7381
Close	0.7498	0.7508	0.0011	0.1%	0.7467
Range	0.0042	0.0041	-0.0001	-1.2%	0.0167
ATR	0.0063	0.0061	-0.0002	-2.5%	0.0000
Volume	60,326	73,917	13,591	22.5%	449,887

Daily Pivots for day following 26-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7630	0.7610	0.7531
R3	0.7589	0.7569	0.7519
R2	0.7548	0.7548	0.7516
R1	0.7528	0.7528	0.7512	0.7538
PP	0.7507	0.7507	0.7507	0.7512
S1	0.7487	0.7487	0.7504	0.7497
S2	0.7466	0.7466	0.7500
S3	0.7425	0.7446	0.7497
S4	0.7384	0.7405	0.7485

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	0.7455	0.0093	1.2%	0.0058	0.8%	57%	False	False	81,411
10	0.7548	0.7325	0.0223	3.0%	0.0058	0.8%	82%	False	False	85,147
20	0.7548	0.7173	0.0376	5.0%	0.0062	0.8%	89%	False	False	89,096
40	0.7548	0.7173	0.0376	5.0%	0.0064	0.9%	89%	False	False	80,315
60	0.7548	0.7111	0.0438	5.8%	0.0062	0.8%	91%	False	False	53,638
80	0.7603	0.7111	0.0493	6.6%	0.0062	0.8%	81%	False	False	40,240
100	0.7779	0.7111	0.0669	8.9%	0.0061	0.8%	59%	False	False	32,201
120	0.7895	0.7111	0.0785	10.4%	0.0061	0.8%	51%	False	False	26,838

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7701
2.618	0.7634
1.618	0.7593
1.000	0.7568
0.618	0.7552
HIGH	0.7527
0.618	0.7511
0.500	0.7507
0.382	0.7502
LOW	0.7486
0.618	0.7461
1.000	0.7445
1.618	0.7420
2.618	0.7379
4.250	0.7312

Fisher Pivots for day following 26-Oct-2021
Pivot	1 day	3 day
R1	0.7508	0.7502
PP	0.7507	0.7497
S1	0.7507	0.7491

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols