CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 16-Nov-2021

Day Change Summary
	Previous	Current
	15-Nov-2021	16-Nov-2021	Change	Change %	Previous Week
Open	0.7331	0.7346	0.0015	0.2%	0.7398
High	0.7372	0.7369	-0.0003	0.0%	0.7433
Low	0.7324	0.7293	-0.0031	-0.4%	0.7277
Close	0.7352	0.7302	-0.0050	-0.7%	0.7331
Range	0.0048	0.0076	0.0028	58.3%	0.0156
ATR	0.0062	0.0063	0.0001	1.7%	0.0000
Volume	64,724	78,127	13,403	20.7%	380,901

Daily Pivots for day following 16-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7549	0.7501	0.7343
R3	0.7473	0.7425	0.7322
R2	0.7397	0.7397	0.7315
R1	0.7349	0.7349	0.7308	0.7335
PP	0.7321	0.7321	0.7321	0.7314
S1	0.7273	0.7273	0.7295	0.7259
S2	0.7245	0.7245	0.7288
S3	0.7169	0.7197	0.7281
S4	0.7093	0.7121	0.7260

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	0.7395	0.7277	0.0118	1.6%	0.0061	0.8%	21%	False	False	76,531
10	0.7473	0.7277	0.0196	2.7%	0.0061	0.8%	13%	False	False	78,608
20	0.7557	0.7277	0.0280	3.8%	0.0062	0.9%	9%	False	False	83,123
40	0.7557	0.7173	0.0385	5.3%	0.0065	0.9%	34%	False	False	88,428
60	0.7557	0.7173	0.0385	5.3%	0.0063	0.9%	34%	False	False	74,515
80	0.7557	0.7111	0.0447	6.1%	0.0062	0.8%	43%	False	False	55,923
100	0.7606	0.7111	0.0496	6.8%	0.0062	0.8%	39%	False	False	44,747
120	0.7779	0.7111	0.0669	9.2%	0.0062	0.8%	29%	False	False	37,298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7692
2.618	0.7567
1.618	0.7491
1.000	0.7445
0.618	0.7415
HIGH	0.7369
0.618	0.7339
0.500	0.7331
0.382	0.7322
LOW	0.7293
0.618	0.7246
1.000	0.7217
1.618	0.7170
2.618	0.7094
4.250	0.6970

Fisher Pivots for day following 16-Nov-2021
Pivot	1 day	3 day
R1	0.7331	0.7324
PP	0.7321	0.7317
S1	0.7311	0.7309

Download as Excel Spreadsheet

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

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