CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 28-Oct-2021

Day Change Summary
	Previous	Current
	27-Oct-2021	28-Oct-2021	Change	Change %	Previous Week
Open	0.7504	0.7520	0.0016	0.2%	0.7421
High	0.7538	0.7557	0.0019	0.3%	0.7548
Low	0.7489	0.7481	-0.0008	-0.1%	0.7381
Close	0.7527	0.7540	0.0013	0.2%	0.7467
Range	0.0050	0.0076	0.0027	53.5%	0.0167
ATR	0.0060	0.0061	0.0001	1.9%	0.0000
Volume	91,408	99,524	8,116	8.9%	449,887

Daily Pivots for day following 28-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7754	0.7723	0.7582
R3	0.7678	0.7647	0.7561
R2	0.7602	0.7602	0.7554
R1	0.7571	0.7571	0.7547	0.7587
PP	0.7526	0.7526	0.7526	0.7534
S1	0.7495	0.7495	0.7533	0.7511
S2	0.7450	0.7450	0.7526
S3	0.7374	0.7419	0.7519
S4	0.7298	0.7343	0.7498

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	0.7557	0.7455	0.0102	1.4%	0.0053	0.7%	83%	True	False	83,759
10	0.7557	0.7381	0.0176	2.3%	0.0059	0.8%	90%	True	False	87,083
20	0.7557	0.7194	0.0363	4.8%	0.0060	0.8%	95%	True	False	86,581
40	0.7557	0.7173	0.0385	5.1%	0.0064	0.8%	96%	True	False	85,015
60	0.7557	0.7111	0.0447	5.9%	0.0062	0.8%	96%	True	False	56,817
80	0.7557	0.7111	0.0447	5.9%	0.0061	0.8%	96%	True	False	42,625
100	0.7779	0.7111	0.0669	8.9%	0.0061	0.8%	64%	False	False	34,109
120	0.7859	0.7111	0.0748	9.9%	0.0060	0.8%	57%	False	False	28,429

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7880
2.618	0.7756
1.618	0.7680
1.000	0.7633
0.618	0.7604
HIGH	0.7557
0.618	0.7528
0.500	0.7519
0.382	0.7510
LOW	0.7481
0.618	0.7434
1.000	0.7405
1.618	0.7358
2.618	0.7282
4.250	0.7158

Fisher Pivots for day following 28-Oct-2021
Pivot	1 day	3 day
R1	0.7533	0.7533
PP	0.7526	0.7526
S1	0.7519	0.7519

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