CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 23-Nov-2021

Day Change Summary
	Previous	Current
	22-Nov-2021	23-Nov-2021	Change	Change %	Previous Week
Open	0.7235	0.7225	-0.0010	-0.1%	0.7331
High	0.7274	0.7237	-0.0037	-0.5%	0.7372
Low	0.7221	0.7207	-0.0015	-0.2%	0.7227
Close	0.7227	0.7223	-0.0004	-0.1%	0.7236
Range	0.0053	0.0031	-0.0022	-41.9%	0.0145
ATR	0.0060	0.0058	-0.0002	-3.5%	0.0000
Volume	85,855	71,953	-13,902	-16.2%	382,606

Daily Pivots for day following 23-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7314	0.7299	0.7239
R3	0.7283	0.7268	0.7231
R2	0.7253	0.7253	0.7228
R1	0.7238	0.7238	0.7225	0.7230
PP	0.7222	0.7222	0.7222	0.7218
S1	0.7207	0.7207	0.7220	0.7199
S2	0.7192	0.7192	0.7217
S3	0.7161	0.7177	0.7214
S4	0.7131	0.7146	0.7206

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	0.7306	0.7207	0.0099	1.4%	0.0048	0.7%	16%	False	True	79,512
10	0.7395	0.7207	0.0188	2.6%	0.0055	0.8%	9%	False	True	78,022
20	0.7557	0.7207	0.0351	4.9%	0.0060	0.8%	5%	False	True	82,648
40	0.7557	0.7173	0.0385	5.3%	0.0061	0.8%	13%	False	False	85,872
60	0.7557	0.7173	0.0385	5.3%	0.0063	0.9%	13%	False	False	81,093
80	0.7557	0.7111	0.0447	6.2%	0.0061	0.8%	25%	False	False	60,890
100	0.7603	0.7111	0.0493	6.8%	0.0062	0.9%	23%	False	False	48,721
120	0.7779	0.7111	0.0669	9.3%	0.0061	0.8%	17%	False	False	40,609

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 106 trading days

Fibonacci Retracements and Extensions
4.250	0.7367
2.618	0.7317
1.618	0.7286
1.000	0.7268
0.618	0.7256
HIGH	0.7237
0.618	0.7225
0.500	0.7222
0.382	0.7218
LOW	0.7207
0.618	0.7188
1.000	0.7176
1.618	0.7157
2.618	0.7127
4.250	0.7077

Fisher Pivots for day following 23-Nov-2021
Pivot	1 day	3 day
R1	0.7222	0.7249
PP	0.7222	0.7240
S1	0.7222	0.7231

Download as Excel Spreadsheet

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

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