CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 12-Nov-2021

Day Change Summary
	Previous	Current
	11-Nov-2021	12-Nov-2021	Change	Change %	Previous Week
Open	0.7328	0.7291	-0.0037	-0.5%	0.7398
High	0.7342	0.7336	-0.0006	-0.1%	0.7433
Low	0.7288	0.7277	-0.0011	-0.2%	0.7277
Close	0.7293	0.7331	0.0038	0.5%	0.7331
Range	0.0054	0.0059	0.0005	9.3%	0.0156
ATR	0.0063	0.0063	0.0000	-0.4%	0.0000
Volume	74,987	72,729	-2,258	-3.0%	380,901

Daily Pivots for day following 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7492	0.7470	0.7363
R3	0.7433	0.7411	0.7347
R2	0.7374	0.7374	0.7342
R1	0.7352	0.7352	0.7336	0.7363
PP	0.7315	0.7315	0.7315	0.7320
S1	0.7293	0.7293	0.7326	0.7304
S2	0.7256	0.7256	0.7320
S3	0.7197	0.7234	0.7315
S4	0.7138	0.7175	0.7299

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7815	0.7729	0.7417
R3	0.7659	0.7573	0.7374
R2	0.7503	0.7503	0.7360
R1	0.7417	0.7417	0.7345	0.7382
PP	0.7347	0.7347	0.7347	0.7330
S1	0.7261	0.7261	0.7317	0.7226
S2	0.7191	0.7191	0.7302
S3	0.7035	0.7105	0.7288
S4	0.6879	0.6949	0.7245

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7433	0.7277	0.0156	2.1%	0.0060	0.8%	35%	False	True	76,180
10	0.7538	0.7277	0.0261	3.6%	0.0065	0.9%	21%	False	True	81,644
20	0.7557	0.7277	0.0280	3.8%	0.0063	0.9%	19%	False	True	84,834
40	0.7557	0.7173	0.0385	5.2%	0.0064	0.9%	41%	False	False	89,605
60	0.7557	0.7111	0.0447	6.1%	0.0064	0.9%	49%	False	False	72,146
80	0.7557	0.7111	0.0447	6.1%	0.0061	0.8%	49%	False	False	54,138
100	0.7621	0.7111	0.0511	7.0%	0.0061	0.8%	43%	False	False	43,319
120	0.7800	0.7111	0.0690	9.4%	0.0061	0.8%	32%	False	False	36,108

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7587
2.618	0.7490
1.618	0.7431
1.000	0.7395
0.618	0.7372
HIGH	0.7336
0.618	0.7313
0.500	0.7307
0.382	0.7300
LOW	0.7277
0.618	0.7241
1.000	0.7218
1.618	0.7182
2.618	0.7123
4.250	0.7026

Fisher Pivots for day following 12-Nov-2021
Pivot	1 day	3 day
R1	0.7323	0.7336
PP	0.7315	0.7334
S1	0.7307	0.7333

Download as Excel Spreadsheet

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

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