CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 19-Nov-2021

Day Change Summary
	Previous	Current
	18-Nov-2021	19-Nov-2021	Change	Change %	Previous Week
Open	0.7265	0.7277	0.0012	0.2%	0.7331
High	0.7294	0.7292	-0.0002	0.0%	0.7372
Low	0.7250	0.7227	-0.0023	-0.3%	0.7227
Close	0.7276	0.7236	-0.0041	-0.6%	0.7236
Range	0.0044	0.0065	0.0021	46.6%	0.0145
ATR	0.0060	0.0061	0.0000	0.5%	0.0000
Volume	77,009	83,206	6,197	8.0%	382,606

Daily Pivots for day following 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7445	0.7405	0.7271
R3	0.7380	0.7340	0.7253
R2	0.7316	0.7316	0.7247
R1	0.7276	0.7276	0.7241	0.7264
PP	0.7251	0.7251	0.7251	0.7245
S1	0.7211	0.7211	0.7230	0.7199
S2	0.7187	0.7187	0.7224
S3	0.7122	0.7147	0.7218
S4	0.7058	0.7082	0.7200

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7712	0.7618	0.7315
R3	0.7567	0.7474	0.7275
R2	0.7423	0.7423	0.7262
R1	0.7329	0.7329	0.7249	0.7304
PP	0.7278	0.7278	0.7278	0.7265
S1	0.7185	0.7185	0.7222	0.7159
S2	0.7134	0.7134	0.7209
S3	0.6989	0.7040	0.7196
S4	0.6845	0.6896	0.7156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7372	0.7227	0.0145	2.0%	0.0056	0.8%	6%	False	True	76,521
10	0.7433	0.7227	0.0206	2.8%	0.0058	0.8%	4%	False	True	76,350
20	0.7557	0.7227	0.0330	4.6%	0.0060	0.8%	3%	False	True	81,470
40	0.7557	0.7173	0.0385	5.3%	0.0062	0.9%	16%	False	False	86,740
60	0.7557	0.7173	0.0385	5.3%	0.0063	0.9%	16%	False	False	78,485
80	0.7557	0.7111	0.0447	6.2%	0.0062	0.9%	28%	False	False	58,919
100	0.7603	0.7111	0.0493	6.8%	0.0062	0.9%	25%	False	False	47,144
120	0.7779	0.7111	0.0669	9.2%	0.0061	0.8%	19%	False	False	39,294

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7566
2.618	0.7460
1.618	0.7396
1.000	0.7356
0.618	0.7331
HIGH	0.7292
0.618	0.7267
0.500	0.7259
0.382	0.7252
LOW	0.7227
0.618	0.7187
1.000	0.7163
1.618	0.7123
2.618	0.7058
4.250	0.6953

Fisher Pivots for day following 19-Nov-2021
Pivot	1 day	3 day
R1	0.7259	0.7266
PP	0.7251	0.7256
S1	0.7243	0.7246

Download as Excel Spreadsheet

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

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