CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 17-Nov-2021

Day Change Summary
	Previous	Current
	16-Nov-2021	17-Nov-2021	Change	Change %	Previous Week
Open	0.7346	0.7302	-0.0045	-0.6%	0.7398
High	0.7369	0.7306	-0.0063	-0.9%	0.7433
Low	0.7293	0.7259	-0.0034	-0.5%	0.7277
Close	0.7302	0.7261	-0.0041	-0.6%	0.7331
Range	0.0076	0.0047	-0.0029	-38.2%	0.0156
ATR	0.0063	0.0062	-0.0001	-1.8%	0.0000
Volume	78,127	79,540	1,413	1.8%	380,901

Daily Pivots for day following 17-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7416	0.7385	0.7286
R3	0.7369	0.7338	0.7273
R2	0.7322	0.7322	0.7269
R1	0.7291	0.7291	0.7265	0.7283
PP	0.7275	0.7275	0.7275	0.7271
S1	0.7244	0.7244	0.7256	0.7236
S2	0.7228	0.7228	0.7252
S3	0.7181	0.7197	0.7248
S4	0.7134	0.7150	0.7235

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	0.7372	0.7259	0.0113	1.6%	0.0057	0.8%	2%	False	True	74,021
10	0.7473	0.7259	0.0214	2.9%	0.0061	0.8%	1%	False	True	77,557
20	0.7557	0.7259	0.0299	4.1%	0.0062	0.8%	1%	False	True	83,189
40	0.7557	0.7173	0.0385	5.3%	0.0064	0.9%	23%	False	False	87,426
60	0.7557	0.7173	0.0385	5.3%	0.0063	0.9%	23%	False	False	75,827
80	0.7557	0.7111	0.0447	6.1%	0.0062	0.9%	34%	False	False	56,917
100	0.7603	0.7111	0.0493	6.8%	0.0062	0.9%	30%	False	False	45,543
120	0.7779	0.7111	0.0669	9.2%	0.0061	0.8%	22%	False	False	37,960

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7505
2.618	0.7429
1.618	0.7382
1.000	0.7353
0.618	0.7335
HIGH	0.7306
0.618	0.7288
0.500	0.7282
0.382	0.7276
LOW	0.7259
0.618	0.7229
1.000	0.7212
1.618	0.7182
2.618	0.7135
4.250	0.7059

Fisher Pivots for day following 17-Nov-2021
Pivot	1 day	3 day
R1	0.7282	0.7315
PP	0.7275	0.7297
S1	0.7268	0.7279

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