CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 11-Nov-2021
Day Change Summary
Previous Current
10-Nov-2021 11-Nov-2021 Change Change % Previous Week
Open 0.7378 0.7328 -0.0050 -0.7% 0.7519
High 0.7395 0.7342 -0.0053 -0.7% 0.7538
Low 0.7325 0.7288 -0.0037 -0.5% 0.7361
Close 0.7333 0.7293 -0.0040 -0.5% 0.7395
Range 0.0070 0.0054 -0.0016 -22.9% 0.0177
ATR 0.0064 0.0063 -0.0001 -1.1% 0.0000
Volume 92,091 74,987 -17,104 -18.6% 435,540
Daily Pivots for day following 11-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7470 0.7435 0.7323
R3 0.7416 0.7381 0.7308
R2 0.7362 0.7362 0.7303
R1 0.7327 0.7327 0.7298 0.7318
PP 0.7308 0.7308 0.7308 0.7303
S1 0.7273 0.7273 0.7288 0.7264
S2 0.7254 0.7254 0.7283
S3 0.7200 0.7219 0.7278
S4 0.7146 0.7165 0.7263
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 0.7433 0.7288 0.0145 2.0% 0.0059 0.8% 3% False True 79,109
10 0.7557 0.7288 0.0269 3.7% 0.0065 0.9% 2% False True 84,890
20 0.7557 0.7288 0.0269 3.7% 0.0062 0.8% 2% False True 85,986
40 0.7557 0.7173 0.0385 5.3% 0.0064 0.9% 31% False False 89,885
60 0.7557 0.7111 0.0447 6.1% 0.0064 0.9% 41% False False 70,943
80 0.7557 0.7111 0.0447 6.1% 0.0061 0.8% 41% False False 53,230
100 0.7621 0.7111 0.0511 7.0% 0.0061 0.8% 36% False False 42,593
120 0.7800 0.7111 0.0690 9.5% 0.0061 0.8% 26% False False 35,502
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7572
2.618 0.7483
1.618 0.7429
1.000 0.7396
0.618 0.7375
HIGH 0.7342
0.618 0.7321
0.500 0.7315
0.382 0.7309
LOW 0.7288
0.618 0.7255
1.000 0.7234
1.618 0.7201
2.618 0.7147
4.250 0.7059
Fisher Pivots for day following 11-Nov-2021
Pivot 1 day 3 day
R1 0.7315 0.7361
PP 0.7308 0.7338
S1 0.7300 0.7316

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

View Archives - Comment on this page... - Back to Index of Symbols