CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 03-Nov-2021

Day Change Summary
	Previous	Current
	02-Nov-2021	03-Nov-2021	Change	Change %	Previous Week
Open	0.7521	0.7433	-0.0089	-1.2%	0.7468
High	0.7534	0.7460	-0.0074	-1.0%	0.7557
Low	0.7422	0.7414	-0.0009	-0.1%	0.7466
Close	0.7428	0.7448	0.0021	0.3%	0.7527
Range	0.0112	0.0047	-0.0066	-58.5%	0.0092
ATR	0.0064	0.0063	-0.0001	-1.9%	0.0000
Volume	103,007	90,051	-12,956	-12.6%	430,367

Daily Pivots for day following 03-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7580	0.7561	0.7474
R3	0.7534	0.7514	0.7461
R2	0.7487	0.7487	0.7457
R1	0.7468	0.7468	0.7452	0.7477
PP	0.7441	0.7441	0.7441	0.7445
S1	0.7421	0.7421	0.7444	0.7431
S2	0.7394	0.7394	0.7439
S3	0.7348	0.7375	0.7435
S4	0.7301	0.7328	0.7422

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	0.7414	0.0144	1.9%	0.0068	0.9%	24%	False	True	93,594
10	0.7557	0.7414	0.0144	1.9%	0.0062	0.8%	24%	False	True	88,820
20	0.7557	0.7272	0.0285	3.8%	0.0060	0.8%	62%	False	False	87,061
40	0.7557	0.7173	0.0385	5.2%	0.0063	0.9%	72%	False	False	89,764
60	0.7557	0.7111	0.0447	6.0%	0.0064	0.9%	76%	False	False	62,949
80	0.7557	0.7111	0.0447	6.0%	0.0061	0.8%	76%	False	False	47,228
100	0.7721	0.7111	0.0610	8.2%	0.0062	0.8%	55%	False	False	37,792
120	0.7818	0.7111	0.0708	9.5%	0.0060	0.8%	48%	False	False	31,499

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7658
2.618	0.7582
1.618	0.7535
1.000	0.7507
0.618	0.7489
HIGH	0.7460
0.618	0.7442
0.500	0.7437
0.382	0.7431
LOW	0.7414
0.618	0.7385
1.000	0.7367
1.618	0.7338
2.618	0.7292
4.250	0.7216

Fisher Pivots for day following 03-Nov-2021
Pivot	1 day	3 day
R1	0.7444	0.7476
PP	0.7441	0.7466
S1	0.7437	0.7457

Download as Excel Spreadsheet

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

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