CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 08-Nov-2021

Day Change Summary
	Previous	Current
	05-Nov-2021	08-Nov-2021	Change	Change %	Previous Week
Open	0.7404	0.7398	-0.0006	-0.1%	0.7519
High	0.7413	0.7433	0.0020	0.3%	0.7538
Low	0.7361	0.7385	0.0025	0.3%	0.7361
Close	0.7395	0.7426	0.0031	0.4%	0.7395
Range	0.0053	0.0048	-0.0005	-9.5%	0.0177
ATR	0.0064	0.0062	-0.0001	-1.8%	0.0000
Volume	87,373	64,142	-23,231	-26.6%	435,540

Daily Pivots for day following 08-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7557	0.7539	0.7452
R3	0.7510	0.7492	0.7439
R2	0.7462	0.7462	0.7435
R1	0.7444	0.7444	0.7430	0.7453
PP	0.7415	0.7415	0.7415	0.7419
S1	0.7397	0.7397	0.7422	0.7406
S2	0.7367	0.7367	0.7417
S3	0.7320	0.7349	0.7413
S4	0.7272	0.7302	0.7400

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	0.7534	0.7361	0.0174	2.3%	0.0069	0.9%	38%	False	False	85,897
10	0.7557	0.7361	0.0197	2.6%	0.0062	0.8%	33%	False	False	86,972
20	0.7557	0.7325	0.0232	3.1%	0.0060	0.8%	44%	False	False	86,504
40	0.7557	0.7173	0.0385	5.2%	0.0064	0.9%	66%	False	False	89,543
60	0.7557	0.7111	0.0447	6.0%	0.0064	0.9%	71%	False	False	66,888
80	0.7557	0.7111	0.0447	6.0%	0.0061	0.8%	71%	False	False	50,182
100	0.7621	0.7111	0.0511	6.9%	0.0062	0.8%	62%	False	False	40,155
120	0.7800	0.7111	0.0690	9.3%	0.0061	0.8%	46%	False	False	33,469

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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7634
2.618	0.7557
1.618	0.7509
1.000	0.7480
0.618	0.7462
HIGH	0.7433
0.618	0.7414
0.500	0.7409
0.382	0.7403
LOW	0.7385
0.618	0.7356
1.000	0.7338
1.618	0.7308
2.618	0.7261
4.250	0.7183

Fisher Pivots for day following 08-Nov-2021
Pivot	1 day	3 day
R1	0.7420	0.7423
PP	0.7415	0.7420
S1	0.7409	0.7417

Download as Excel Spreadsheet

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

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