CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 22-Nov-2021
Day Change Summary
Previous Current
19-Nov-2021 22-Nov-2021 Change Change % Previous Week
Open 0.7277 0.7235 -0.0043 -0.6% 0.7331
High 0.7292 0.7274 -0.0018 -0.2% 0.7372
Low 0.7227 0.7221 -0.0006 -0.1% 0.7227
Close 0.7236 0.7227 -0.0009 -0.1% 0.7236
Range 0.0065 0.0053 -0.0012 -18.6% 0.0145
ATR 0.0061 0.0060 -0.0001 -1.0% 0.0000
Volume 83,206 85,855 2,649 3.2% 382,606
Daily Pivots for day following 22-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7398 0.7365 0.7255
R3 0.7345 0.7312 0.7241
R2 0.7293 0.7293 0.7236
R1 0.7260 0.7260 0.7231 0.7250
PP 0.7240 0.7240 0.7240 0.7236
S1 0.7207 0.7207 0.7222 0.7198
S2 0.7188 0.7188 0.7217
S3 0.7135 0.7155 0.7212
S4 0.7083 0.7102 0.7198
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 0.7369 0.7221 0.0148 2.0% 0.0057 0.8% 4% False True 80,747
10 0.7433 0.7221 0.0212 2.9% 0.0059 0.8% 3% False True 78,522
20 0.7557 0.7221 0.0336 4.6% 0.0060 0.8% 2% False True 82,747
40 0.7557 0.7173 0.0385 5.3% 0.0062 0.9% 14% False False 86,811
60 0.7557 0.7173 0.0385 5.3% 0.0063 0.9% 14% False False 79,908
80 0.7557 0.7111 0.0447 6.2% 0.0061 0.9% 26% False False 59,991
100 0.7603 0.7111 0.0493 6.8% 0.0062 0.9% 24% False False 48,002
120 0.7779 0.7111 0.0669 9.3% 0.0061 0.8% 17% False False 40,009
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7497
2.618 0.7411
1.618 0.7358
1.000 0.7326
0.618 0.7306
HIGH 0.7274
0.618 0.7253
0.500 0.7247
0.382 0.7241
LOW 0.7221
0.618 0.7189
1.000 0.7169
1.618 0.7136
2.618 0.7084
4.250 0.6998
Fisher Pivots for day following 22-Nov-2021
Pivot 1 day 3 day
R1 0.7247 0.7257
PP 0.7240 0.7247
S1 0.7233 0.7237

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

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