CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 10-Nov-2021

Day Change Summary
	Previous	Current
	09-Nov-2021	10-Nov-2021	Change	Change %	Previous Week
Open	0.7424	0.7378	-0.0046	-0.6%	0.7519
High	0.7433	0.7395	-0.0039	-0.5%	0.7538
Low	0.7362	0.7325	-0.0037	-0.5%	0.7361
Close	0.7380	0.7333	-0.0047	-0.6%	0.7395
Range	0.0072	0.0070	-0.0002	-2.1%	0.0177
ATR	0.0063	0.0064	0.0000	0.8%	0.0000
Volume	76,952	92,091	15,139	19.7%	435,540

Daily Pivots for day following 10-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7561	0.7517	0.7372
R3	0.7491	0.7447	0.7352
R2	0.7421	0.7421	0.7346
R1	0.7377	0.7377	0.7339	0.7364
PP	0.7351	0.7351	0.7351	0.7344
S1	0.7307	0.7307	0.7327	0.7294
S2	0.7281	0.7281	0.7320
S3	0.7211	0.7237	0.7314
S4	0.7141	0.7167	0.7295

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	0.7325	0.0148	2.0%	0.0066	0.9%	6%	False	True	81,094
10	0.7557	0.7325	0.0233	3.2%	0.0067	0.9%	4%	False	True	87,344
20	0.7557	0.7325	0.0233	3.2%	0.0062	0.8%	4%	False	True	86,672
40	0.7557	0.7173	0.0385	5.2%	0.0065	0.9%	42%	False	False	89,977
60	0.7557	0.7111	0.0447	6.1%	0.0064	0.9%	50%	False	False	69,698
80	0.7557	0.7111	0.0447	6.1%	0.0062	0.8%	50%	False	False	52,294
100	0.7621	0.7111	0.0511	7.0%	0.0061	0.8%	44%	False	False	41,843
120	0.7800	0.7111	0.0690	9.4%	0.0061	0.8%	32%	False	False	34,877

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7692
2.618	0.7578
1.618	0.7508
1.000	0.7465
0.618	0.7438
HIGH	0.7395
0.618	0.7368
0.500	0.7360
0.382	0.7351
LOW	0.7325
0.618	0.7281
1.000	0.7255
1.618	0.7211
2.618	0.7141
4.250	0.7027

Fisher Pivots for day following 10-Nov-2021
Pivot	1 day	3 day
R1	0.7360	0.7379
PP	0.7351	0.7364
S1	0.7342	0.7348

Download as Excel Spreadsheet

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

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