CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 05-Nov-2021

Day Change Summary
	Previous	Current
	04-Nov-2021	05-Nov-2021	Change	Change %	Previous Week
Open	0.7452	0.7404	-0.0048	-0.6%	0.7519
High	0.7473	0.7413	-0.0060	-0.8%	0.7538
Low	0.7384	0.7361	-0.0024	-0.3%	0.7361
Close	0.7401	0.7395	-0.0006	-0.1%	0.7395
Range	0.0089	0.0053	-0.0036	-40.7%	0.0177
ATR	0.0064	0.0064	-0.0001	-1.3%	0.0000
Volume	84,912	87,373	2,461	2.9%	435,540

Daily Pivots for day following 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7547	0.7524	0.7424
R3	0.7495	0.7471	0.7409
R2	0.7442	0.7442	0.7405
R1	0.7419	0.7419	0.7400	0.7404
PP	0.7390	0.7390	0.7390	0.7382
S1	0.7366	0.7366	0.7390	0.7352
S2	0.7337	0.7337	0.7385
S3	0.7285	0.7314	0.7381
S4	0.7232	0.7261	0.7366

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7962	0.7856	0.7492
R3	0.7785	0.7679	0.7444
R2	0.7608	0.7608	0.7427
R1	0.7502	0.7502	0.7411	0.7466
PP	0.7431	0.7431	0.7431	0.7413
S1	0.7325	0.7325	0.7379	0.7289
S2	0.7254	0.7254	0.7363
S3	0.7077	0.7148	0.7346
S4	0.6900	0.6971	0.7298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7538	0.7361	0.0177	2.4%	0.0070	0.9%	19%	False	True	87,108
10	0.7557	0.7361	0.0197	2.7%	0.0061	0.8%	18%	False	True	86,590
20	0.7557	0.7294	0.0264	3.6%	0.0062	0.8%	39%	False	False	86,827
40	0.7557	0.7173	0.0385	5.2%	0.0064	0.9%	58%	False	False	89,860
60	0.7557	0.7111	0.0447	6.0%	0.0064	0.9%	64%	False	False	65,820
80	0.7557	0.7111	0.0447	6.0%	0.0061	0.8%	64%	False	False	49,381
100	0.7646	0.7111	0.0536	7.2%	0.0062	0.8%	53%	False	False	39,514
120	0.7800	0.7111	0.0690	9.3%	0.0061	0.8%	41%	False	False	32,934

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

Fibonacci Retracements and Extensions
4.250	0.7636
2.618	0.7550
1.618	0.7498
1.000	0.7466
0.618	0.7445
HIGH	0.7413
0.618	0.7393
0.500	0.7387
0.382	0.7381
LOW	0.7361
0.618	0.7328
1.000	0.7308
1.618	0.7276
2.618	0.7223
4.250	0.7137

Fisher Pivots for day following 05-Nov-2021
Pivot	1 day	3 day
R1	0.7392	0.7417
PP	0.7390	0.7409
S1	0.7387	0.7402

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

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