CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 09-Nov-2021

Day Change Summary
	Previous	Current
	08-Nov-2021	09-Nov-2021	Change	Change %	Previous Week
Open	0.7398	0.7424	0.0026	0.3%	0.7519
High	0.7433	0.7433	0.0001	0.0%	0.7538
Low	0.7385	0.7362	-0.0024	-0.3%	0.7361
Close	0.7426	0.7380	-0.0047	-0.6%	0.7395
Range	0.0048	0.0072	0.0024	50.5%	0.0177
ATR	0.0062	0.0063	0.0001	1.0%	0.0000
Volume	64,142	76,952	12,810	20.0%	435,540

Daily Pivots for day following 09-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7606	0.7564	0.7419
R3	0.7534	0.7493	0.7399
R2	0.7463	0.7463	0.7393
R1	0.7421	0.7421	0.7386	0.7406
PP	0.7391	0.7391	0.7391	0.7384
S1	0.7350	0.7350	0.7373	0.7335
S2	0.7320	0.7320	0.7366
S3	0.7248	0.7278	0.7360
S4	0.7177	0.7207	0.7340

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	0.7473	0.7361	0.0112	1.5%	0.0061	0.8%	17%	False	False	80,686
10	0.7557	0.7361	0.0197	2.7%	0.0065	0.9%	10%	False	False	87,275
20	0.7557	0.7325	0.0232	3.1%	0.0061	0.8%	23%	False	False	86,211
40	0.7557	0.7173	0.0385	5.2%	0.0064	0.9%	54%	False	False	89,329
60	0.7557	0.7111	0.0447	6.1%	0.0064	0.9%	60%	False	False	68,169
80	0.7557	0.7111	0.0447	6.1%	0.0061	0.8%	60%	False	False	51,143
100	0.7621	0.7111	0.0511	6.9%	0.0061	0.8%	53%	False	False	40,923
120	0.7800	0.7111	0.0690	9.3%	0.0061	0.8%	39%	False	False	34,110

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7737
2.618	0.7620
1.618	0.7549
1.000	0.7505
0.618	0.7477
HIGH	0.7433
0.618	0.7406
0.500	0.7397
0.382	0.7389
LOW	0.7362
0.618	0.7317
1.000	0.7290
1.618	0.7246
2.618	0.7174
4.250	0.7058

Fisher Pivots for day following 09-Nov-2021
Pivot	1 day	3 day
R1	0.7397	0.7397
PP	0.7391	0.7391
S1	0.7385	0.7385

Download as Excel Spreadsheet

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

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