CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 26-Nov-2021

Day Change Summary
	Previous	Current
	24-Nov-2021	26-Nov-2021	Change	Change %	Previous Week
Open	0.7228	0.7196	-0.0032	-0.4%	0.7235
High	0.7229	0.7210	-0.0019	-0.3%	0.7274
Low	0.7184	0.7113	-0.0072	-1.0%	0.7113
Close	0.7192	0.7128	-0.0064	-0.9%	0.7128
Range	0.0045	0.0097	0.0053	118.0%	0.0161
ATR	0.0057	0.0060	0.0003	5.0%	0.0000
Volume	79,680	141,294	61,614	77.3%	378,782

Daily Pivots for day following 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7441	0.7382	0.7181
R3	0.7344	0.7285	0.7155
R2	0.7247	0.7247	0.7146
R1	0.7188	0.7188	0.7137	0.7169
PP	0.7150	0.7150	0.7150	0.7141
S1	0.7091	0.7091	0.7119	0.7072
S2	0.7053	0.7053	0.7110
S3	0.6956	0.6994	0.7101
S4	0.6859	0.6897	0.7075

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7654	0.7552	0.7217
R3	0.7493	0.7391	0.7172
R2	0.7332	0.7332	0.7158
R1	0.7230	0.7230	0.7143	0.7201
PP	0.7171	0.7171	0.7171	0.7157
S1	0.7069	0.7069	0.7113	0.7040
S2	0.7010	0.7010	0.7098
S3	0.6849	0.6908	0.7084
S4	0.6688	0.6747	0.7039

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7292	0.7113	0.0179	2.5%	0.0058	0.8%	9%	False	True	92,397
10	0.7372	0.7113	0.0259	3.6%	0.0056	0.8%	6%	False	True	83,411
20	0.7557	0.7113	0.0445	6.2%	0.0061	0.8%	3%	False	True	84,151
40	0.7557	0.7113	0.0445	6.2%	0.0060	0.8%	3%	False	True	85,366
60	0.7557	0.7113	0.0445	6.2%	0.0063	0.9%	3%	False	True	84,727
80	0.7557	0.7111	0.0447	6.3%	0.0062	0.9%	4%	False	False	63,650
100	0.7557	0.7111	0.0447	6.3%	0.0061	0.9%	4%	False	False	50,930
120	0.7779	0.7111	0.0669	9.4%	0.0061	0.9%	3%	False	False	42,449

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7622
2.618	0.7463
1.618	0.7366
1.000	0.7307
0.618	0.7269
HIGH	0.7210
0.618	0.7172
0.500	0.7161
0.382	0.7150
LOW	0.7113
0.618	0.7053
1.000	0.7016
1.618	0.6956
2.618	0.6859
4.250	0.6700

Fisher Pivots for day following 26-Nov-2021
Pivot	1 day	3 day
R1	0.7161	0.7175
PP	0.7150	0.7159
S1	0.7139	0.7144

Download as Excel Spreadsheet

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

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