CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 18-Nov-2021

Day Change Summary
	Previous	Current
	17-Nov-2021	18-Nov-2021	Change	Change %	Previous Week
Open	0.7302	0.7265	-0.0037	-0.5%	0.7398
High	0.7306	0.7294	-0.0012	-0.2%	0.7433
Low	0.7259	0.7250	-0.0009	-0.1%	0.7277
Close	0.7261	0.7276	0.0016	0.2%	0.7331
Range	0.0047	0.0044	-0.0003	-6.4%	0.0156
ATR	0.0062	0.0060	-0.0001	-2.0%	0.0000
Volume	79,540	77,009	-2,531	-3.2%	380,901

Daily Pivots for day following 18-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7405	0.7385	0.7300
R3	0.7361	0.7341	0.7288
R2	0.7317	0.7317	0.7284
R1	0.7297	0.7297	0.7280	0.7307
PP	0.7273	0.7273	0.7273	0.7278
S1	0.7253	0.7253	0.7272	0.7263
S2	0.7229	0.7229	0.7268
S3	0.7185	0.7209	0.7264
S4	0.7141	0.7165	0.7252

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	0.7250	0.0122	1.7%	0.0055	0.8%	22%	False	True	74,425
10	0.7433	0.7250	0.0184	2.5%	0.0057	0.8%	14%	False	True	76,767
20	0.7557	0.7250	0.0308	4.2%	0.0059	0.8%	9%	False	True	81,991
40	0.7557	0.7173	0.0385	5.3%	0.0063	0.9%	27%	False	False	86,657
60	0.7557	0.7173	0.0385	5.3%	0.0063	0.9%	27%	False	False	77,103
80	0.7557	0.7111	0.0447	6.1%	0.0062	0.8%	37%	False	False	57,879
100	0.7603	0.7111	0.0493	6.8%	0.0062	0.8%	34%	False	False	46,313
120	0.7779	0.7111	0.0669	9.2%	0.0061	0.8%	25%	False	False	38,601

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 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7481
2.618	0.7409
1.618	0.7365
1.000	0.7338
0.618	0.7321
HIGH	0.7294
0.618	0.7277
0.500	0.7272
0.382	0.7266
LOW	0.7250
0.618	0.7222
1.000	0.7206
1.618	0.7178
2.618	0.7134
4.250	0.7063

Fisher Pivots for day following 18-Nov-2021
Pivot	1 day	3 day
R1	0.7275	0.7309
PP	0.7273	0.7298
S1	0.7272	0.7287

Download as Excel Spreadsheet

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

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