CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 02-Dec-2021

Day Change Summary
	Previous	Current
	01-Dec-2021	02-Dec-2021	Change	Change %	Previous Week
Open	0.7126	0.7103	-0.0023	-0.3%	0.7235
High	0.7174	0.7120	-0.0054	-0.7%	0.7274
Low	0.7095	0.7085	-0.0010	-0.1%	0.7113
Close	0.7112	0.7089	-0.0023	-0.3%	0.7128
Range	0.0079	0.0035	-0.0044	-55.4%	0.0161
ATR	0.0063	0.0061	-0.0002	-3.2%	0.0000
Volume	109,018	89,143	-19,875	-18.2%	378,782

Daily Pivots for day following 02-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7203	0.7181	0.7108
R3	0.7168	0.7146	0.7099
R2	0.7133	0.7133	0.7095
R1	0.7111	0.7111	0.7092	0.7105
PP	0.7098	0.7098	0.7098	0.7095
S1	0.7076	0.7076	0.7086	0.7070
S2	0.7063	0.7063	0.7083
S3	0.7028	0.7041	0.7079
S4	0.6993	0.7006	0.7070

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	0.7210	0.7063	0.0147	2.1%	0.0073	1.0%	18%	False	False	114,106
10	0.7294	0.7063	0.0231	3.3%	0.0060	0.8%	11%	False	False	96,823
20	0.7473	0.7063	0.0410	5.8%	0.0061	0.9%	6%	False	False	87,190
40	0.7557	0.7063	0.0494	7.0%	0.0060	0.9%	5%	False	False	87,126
60	0.7557	0.7063	0.0494	7.0%	0.0063	0.9%	5%	False	False	88,906
80	0.7557	0.7063	0.0494	7.0%	0.0063	0.9%	5%	False	False	69,009
100	0.7557	0.7063	0.0494	7.0%	0.0061	0.9%	5%	False	False	55,220
120	0.7721	0.7063	0.0658	9.3%	0.0062	0.9%	4%	False	False	46,025

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7269
2.618	0.7212
1.618	0.7177
1.000	0.7155
0.618	0.7142
HIGH	0.7120
0.618	0.7107
0.500	0.7103
0.382	0.7098
LOW	0.7085
0.618	0.7063
1.000	0.7050
1.618	0.7028
2.618	0.6993
4.250	0.6936

Fisher Pivots for day following 02-Dec-2021
Pivot	1 day	3 day
R1	0.7103	0.7118
PP	0.7098	0.7109
S1	0.7094	0.7099

Download as Excel Spreadsheet

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

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