CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 29-Nov-2021

Day Change Summary
	Previous	Current
	26-Nov-2021	29-Nov-2021	Change	Change %	Previous Week
Open	0.7196	0.7124	-0.0072	-1.0%	0.7235
High	0.7210	0.7160	-0.0050	-0.7%	0.7274
Low	0.7113	0.7114	0.0002	0.0%	0.7113
Close	0.7128	0.7129	0.0001	0.0%	0.7128
Range	0.0097	0.0046	-0.0052	-53.1%	0.0161
ATR	0.0060	0.0059	-0.0001	-1.7%	0.0000
Volume	141,294	91,887	-49,407	-35.0%	378,782

Daily Pivots for day following 29-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7271	0.7245	0.7154
R3	0.7225	0.7200	0.7141
R2	0.7180	0.7180	0.7137
R1	0.7154	0.7154	0.7133	0.7167
PP	0.7134	0.7134	0.7134	0.7140
S1	0.7109	0.7109	0.7124	0.7121
S2	0.7089	0.7089	0.7120
S3	0.7043	0.7063	0.7116
S4	0.6998	0.7018	0.7103

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	0.7274	0.7113	0.0161	2.3%	0.0054	0.8%	10%	False	False	94,133
10	0.7372	0.7113	0.0259	3.6%	0.0055	0.8%	6%	False	False	85,327
20	0.7538	0.7113	0.0425	6.0%	0.0060	0.8%	4%	False	False	83,485
40	0.7557	0.7113	0.0445	6.2%	0.0059	0.8%	4%	False	False	85,225
60	0.7557	0.7113	0.0445	6.2%	0.0063	0.9%	4%	False	False	86,238
80	0.7557	0.7111	0.0447	6.3%	0.0062	0.9%	4%	False	False	64,798
100	0.7557	0.7111	0.0447	6.3%	0.0061	0.9%	4%	False	False	51,848
120	0.7779	0.7111	0.0669	9.4%	0.0061	0.9%	3%	False	False	43,214

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

Fibonacci Retracements and Extensions
4.250	0.7353
2.618	0.7279
1.618	0.7233
1.000	0.7205
0.618	0.7188
HIGH	0.7160
0.618	0.7142
0.500	0.7137
0.382	0.7131
LOW	0.7114
0.618	0.7086
1.000	0.7069
1.618	0.7040
2.618	0.6995
4.250	0.6921

Fisher Pivots for day following 29-Nov-2021
Pivot	1 day	3 day
R1	0.7137	0.7171
PP	0.7134	0.7157
S1	0.7131	0.7143

Download as Excel Spreadsheet

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

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