CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 29-Oct-2021

Day Change Summary
	Previous	Current
	28-Oct-2021	29-Oct-2021	Change	Change %	Previous Week
Open	0.7520	0.7546	0.0027	0.4%	0.7468
High	0.7557	0.7557	0.0000	0.0%	0.7557
Low	0.7481	0.7502	0.0021	0.3%	0.7466
Close	0.7540	0.7527	-0.0014	-0.2%	0.7527
Range	0.0076	0.0056	-0.0021	-27.0%	0.0092
ATR	0.0061	0.0061	0.0000	-0.7%	0.0000
Volume	99,524	105,192	5,668	5.7%	430,367

Daily Pivots for day following 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7695	0.7666	0.7557
R3	0.7639	0.7611	0.7542
R2	0.7584	0.7584	0.7537
R1	0.7555	0.7555	0.7532	0.7542
PP	0.7528	0.7528	0.7528	0.7522
S1	0.7500	0.7500	0.7521	0.7486
S2	0.7473	0.7473	0.7516
S3	0.7417	0.7444	0.7511
S4	0.7362	0.7389	0.7496

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7791	0.7750	0.7577
R3	0.7699	0.7659	0.7552
R2	0.7608	0.7608	0.7543
R1	0.7567	0.7567	0.7535	0.7588
PP	0.7516	0.7516	0.7516	0.7527
S1	0.7476	0.7476	0.7518	0.7496
S2	0.7425	0.7425	0.7510
S3	0.7333	0.7384	0.7501
S4	0.7242	0.7293	0.7476

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7557	0.7466	0.0092	1.2%	0.0053	0.7%	67%	True	False	86,073
10	0.7557	0.7381	0.0176	2.3%	0.0061	0.8%	83%	True	False	88,025
20	0.7557	0.7228	0.0329	4.4%	0.0058	0.8%	91%	True	False	86,965
40	0.7557	0.7173	0.0385	5.1%	0.0064	0.9%	92%	True	False	87,614
60	0.7557	0.7111	0.0447	5.9%	0.0062	0.8%	93%	True	False	58,569
80	0.7557	0.7111	0.0447	5.9%	0.0061	0.8%	93%	True	False	43,939
100	0.7779	0.7111	0.0669	8.9%	0.0062	0.8%	62%	False	False	35,160
120	0.7852	0.7111	0.0741	9.8%	0.0061	0.8%	56%	False	False	29,305

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7793
2.618	0.7702
1.618	0.7647
1.000	0.7613
0.618	0.7591
HIGH	0.7557
0.618	0.7536
0.500	0.7529
0.382	0.7523
LOW	0.7502
0.618	0.7467
1.000	0.7446
1.618	0.7412
2.618	0.7356
4.250	0.7266

Fisher Pivots for day following 29-Oct-2021
Pivot	1 day	3 day
R1	0.7529	0.7524
PP	0.7528	0.7522
S1	0.7527	0.7519

Download as Excel Spreadsheet

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

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