CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 0.7433 0.7452 0.0019 0.3% 0.7468
High 0.7460 0.7473 0.0013 0.2% 0.7557
Low 0.7414 0.7384 -0.0030 -0.4% 0.7466
Close 0.7448 0.7401 -0.0047 -0.6% 0.7527
Range 0.0047 0.0089 0.0042 90.3% 0.0092
ATR 0.0063 0.0064 0.0002 3.0% 0.0000
Volume 90,051 84,912 -5,139 -5.7% 430,367
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7685 0.7631 0.7450
R3 0.7596 0.7543 0.7425
R2 0.7508 0.7508 0.7417
R1 0.7454 0.7454 0.7409 0.7437
PP 0.7419 0.7419 0.7419 0.7410
S1 0.7366 0.7366 0.7393 0.7348
S2 0.7331 0.7331 0.7385
S3 0.7242 0.7277 0.7377
S4 0.7154 0.7189 0.7352
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 0.7384 0.0173 2.3% 0.0071 1.0% 10% False True 90,671
10 0.7557 0.7384 0.0173 2.3% 0.0062 0.8% 10% False True 87,215
20 0.7557 0.7290 0.0267 3.6% 0.0062 0.8% 42% False False 87,269
40 0.7557 0.7173 0.0385 5.2% 0.0065 0.9% 59% False False 89,990
60 0.7557 0.7111 0.0447 6.0% 0.0064 0.9% 65% False False 64,364
80 0.7557 0.7111 0.0447 6.0% 0.0062 0.8% 65% False False 48,289
100 0.7719 0.7111 0.0608 8.2% 0.0063 0.8% 48% False False 38,641
120 0.7818 0.7111 0.0708 9.6% 0.0061 0.8% 41% False False 32,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7849
2.618 0.7704
1.618 0.7616
1.000 0.7561
0.618 0.7527
HIGH 0.7473
0.618 0.7439
0.500 0.7428
0.382 0.7418
LOW 0.7384
0.618 0.7329
1.000 0.7296
1.618 0.7241
2.618 0.7152
4.250 0.7008
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 0.7428 0.7459
PP 0.7419 0.7440
S1 0.7410 0.7420

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

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