CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 01-Nov-2021

Day Change Summary
	Previous	Current
	29-Oct-2021	01-Nov-2021	Change	Change %	Previous Week
Open	0.7546	0.7519	-0.0028	-0.4%	0.7468
High	0.7557	0.7538	-0.0020	-0.3%	0.7557
Low	0.7502	0.7488	-0.0014	-0.2%	0.7466
Close	0.7527	0.7520	-0.0007	-0.1%	0.7527
Range	0.0056	0.0050	-0.0006	-9.9%	0.0092
ATR	0.0061	0.0060	-0.0001	-1.3%	0.0000
Volume	105,192	70,197	-34,995	-33.3%	430,367

Daily Pivots for day following 01-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7665	0.7643	0.7548
R3	0.7615	0.7593	0.7534
R2	0.7565	0.7565	0.7529
R1	0.7543	0.7543	0.7525	0.7554
PP	0.7515	0.7515	0.7515	0.7521
S1	0.7493	0.7493	0.7515	0.7504
S2	0.7465	0.7465	0.7511
S3	0.7415	0.7443	0.7506
S4	0.7365	0.7393	0.7493

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	0.7481	0.0076	1.0%	0.0054	0.7%	51%	False	False	88,047
10	0.7557	0.7410	0.0148	2.0%	0.0060	0.8%	75%	False	False	86,878
20	0.7557	0.7228	0.0329	4.4%	0.0058	0.8%	89%	False	False	86,256
40	0.7557	0.7173	0.0385	5.1%	0.0063	0.8%	90%	False	False	89,223
60	0.7557	0.7111	0.0447	5.9%	0.0062	0.8%	92%	False	False	59,736
80	0.7557	0.7111	0.0447	5.9%	0.0061	0.8%	92%	False	False	44,816
100	0.7779	0.7111	0.0669	8.9%	0.0062	0.8%	61%	False	False	35,862
120	0.7818	0.7111	0.0708	9.4%	0.0060	0.8%	58%	False	False	29,890

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7750
2.618	0.7668
1.618	0.7618
1.000	0.7588
0.618	0.7568
HIGH	0.7538
0.618	0.7518
0.500	0.7513
0.382	0.7507
LOW	0.7488
0.618	0.7457
1.000	0.7438
1.618	0.7407
2.618	0.7357
4.250	0.7275

Fisher Pivots for day following 01-Nov-2021
Pivot	1 day	3 day
R1	0.7518	0.7520
PP	0.7515	0.7519
S1	0.7513	0.7519

Download as Excel Spreadsheet

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

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