CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 30-Nov-2021

Day Change Summary
	Previous	Current
	29-Nov-2021	30-Nov-2021	Change	Change %	Previous Week
Open	0.7124	0.7141	0.0017	0.2%	0.7235
High	0.7160	0.7171	0.0011	0.2%	0.7274
Low	0.7114	0.7063	-0.0051	-0.7%	0.7113
Close	0.7129	0.7121	-0.0008	-0.1%	0.7128
Range	0.0046	0.0108	0.0062	136.3%	0.0161
ATR	0.0059	0.0062	0.0003	5.9%	0.0000
Volume	91,887	139,192	47,305	51.5%	378,782

Daily Pivots for day following 30-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7441	0.7388	0.7180
R3	0.7333	0.7281	0.7150
R2	0.7226	0.7226	0.7140
R1	0.7173	0.7173	0.7130	0.7146
PP	0.7118	0.7118	0.7118	0.7104
S1	0.7066	0.7066	0.7111	0.7038
S2	0.7011	0.7011	0.7101
S3	0.6903	0.6958	0.7091
S4	0.6796	0.6851	0.7061

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	0.7237	0.7063	0.0174	2.4%	0.0065	0.9%	33%	False	True	104,801
10	0.7369	0.7063	0.0306	4.3%	0.0061	0.9%	19%	False	True	92,774
20	0.7534	0.7063	0.0471	6.6%	0.0063	0.9%	12%	False	True	86,935
40	0.7557	0.7063	0.0494	6.9%	0.0061	0.9%	12%	False	True	86,596
60	0.7557	0.7063	0.0494	6.9%	0.0063	0.9%	12%	False	True	88,461
80	0.7557	0.7063	0.0494	6.9%	0.0062	0.9%	12%	False	True	66,536
100	0.7557	0.7063	0.0494	6.9%	0.0061	0.9%	12%	False	True	53,240
120	0.7779	0.7063	0.0716	10.1%	0.0062	0.9%	8%	False	True	44,374

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7627
2.618	0.7452
1.618	0.7344
1.000	0.7278
0.618	0.7237
HIGH	0.7171
0.618	0.7129
0.500	0.7117
0.382	0.7104
LOW	0.7063
0.618	0.6997
1.000	0.6956
1.618	0.6889
2.618	0.6782
4.250	0.6606

Fisher Pivots for day following 30-Nov-2021
Pivot	1 day	3 day
R1	0.7119	0.7136
PP	0.7118	0.7131
S1	0.7117	0.7126

Download as Excel Spreadsheet

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

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