CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 01-Dec-2021

Day Change Summary
	Previous	Current
	30-Nov-2021	01-Dec-2021	Change	Change %	Previous Week
Open	0.7141	0.7126	-0.0016	-0.2%	0.7235
High	0.7171	0.7174	0.0003	0.0%	0.7274
Low	0.7063	0.7095	0.0032	0.5%	0.7113
Close	0.7121	0.7112	-0.0009	-0.1%	0.7128
Range	0.0108	0.0079	-0.0029	-27.0%	0.0161
ATR	0.0062	0.0063	0.0001	1.9%	0.0000
Volume	139,192	109,018	-30,174	-21.7%	378,782

Daily Pivots for day following 01-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7362	0.7315	0.7155
R3	0.7284	0.7237	0.7133
R2	0.7205	0.7205	0.7126
R1	0.7158	0.7158	0.7119	0.7143
PP	0.7127	0.7127	0.7127	0.7119
S1	0.7080	0.7080	0.7104	0.7064
S2	0.7048	0.7048	0.7097
S3	0.6970	0.7001	0.7090
S4	0.6891	0.6923	0.7068

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	0.7229	0.7063	0.0166	2.3%	0.0075	1.0%	29%	False	False	112,214
10	0.7306	0.7063	0.0243	3.4%	0.0061	0.9%	20%	False	False	95,863
20	0.7473	0.7063	0.0410	5.8%	0.0061	0.9%	12%	False	False	87,236
40	0.7557	0.7063	0.0494	6.9%	0.0061	0.9%	10%	False	False	87,414
60	0.7557	0.7063	0.0494	6.9%	0.0063	0.9%	10%	False	False	89,708
80	0.7557	0.7063	0.0494	6.9%	0.0063	0.9%	10%	False	False	67,897
100	0.7557	0.7063	0.0494	6.9%	0.0062	0.9%	10%	False	False	54,330
120	0.7729	0.7063	0.0666	9.4%	0.0062	0.9%	7%	False	False	45,282

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7507
2.618	0.7379
1.618	0.7301
1.000	0.7252
0.618	0.7222
HIGH	0.7174
0.618	0.7144
0.500	0.7134
0.382	0.7125
LOW	0.7095
0.618	0.7046
1.000	0.7017
1.618	0.6968
2.618	0.6889
4.250	0.6761

Fisher Pivots for day following 01-Dec-2021
Pivot	1 day	3 day
R1	0.7134	0.7118
PP	0.7127	0.7116
S1	0.7119	0.7114

Download as Excel Spreadsheet

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

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