CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 03-Dec-2021

Day Change Summary
	Previous	Current
	02-Dec-2021	03-Dec-2021	Change	Change %	Previous Week
Open	0.7103	0.7093	-0.0010	-0.1%	0.7124
High	0.7120	0.7094	-0.0026	-0.4%	0.7174
Low	0.7085	0.6993	-0.0092	-1.3%	0.6993
Close	0.7089	0.6998	-0.0091	-1.3%	0.6998
Range	0.0035	0.0101	0.0066	188.6%	0.0181
ATR	0.0061	0.0064	0.0003	4.6%	0.0000
Volume	89,143	114,157	25,014	28.1%	543,397

Daily Pivots for day following 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7331	0.7266	0.7054
R3	0.7230	0.7165	0.7026
R2	0.7129	0.7129	0.7017
R1	0.7064	0.7064	0.7007	0.7046
PP	0.7028	0.7028	0.7028	0.7020
S1	0.6963	0.6963	0.6989	0.6945
S2	0.6927	0.6927	0.6979
S3	0.6826	0.6862	0.6970
S4	0.6725	0.6761	0.6942

Weekly Pivots for week ending 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7596	0.7478	0.7097
R3	0.7416	0.7297	0.7048
R2	0.7235	0.7235	0.7031
R1	0.7117	0.7117	0.7015	0.7086
PP	0.7055	0.7055	0.7055	0.7039
S1	0.6936	0.6936	0.6981	0.6905
S2	0.6874	0.6874	0.6965
S3	0.6694	0.6756	0.6948
S4	0.6513	0.6575	0.6899

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7174	0.6993	0.0181	2.6%	0.0074	1.1%	3%	False	True	108,679
10	0.7292	0.6993	0.0299	4.3%	0.0066	0.9%	2%	False	True	100,538
20	0.7433	0.6993	0.0440	6.3%	0.0061	0.9%	1%	False	True	88,652
40	0.7557	0.6993	0.0564	8.1%	0.0062	0.9%	1%	False	True	87,961
60	0.7557	0.6993	0.0564	8.1%	0.0063	0.9%	1%	False	True	89,544
80	0.7557	0.6993	0.0564	8.1%	0.0063	0.9%	1%	False	True	70,436
100	0.7557	0.6993	0.0564	8.1%	0.0062	0.9%	1%	False	True	56,362
120	0.7719	0.6993	0.0726	10.4%	0.0062	0.9%	1%	False	True	46,976

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7523
2.618	0.7358
1.618	0.7257
1.000	0.7195
0.618	0.7156
HIGH	0.7094
0.618	0.7055
0.500	0.7044
0.382	0.7032
LOW	0.6993
0.618	0.6931
1.000	0.6892
1.618	0.6830
2.618	0.6729
4.250	0.6564

Fisher Pivots for day following 03-Dec-2021
Pivot	1 day	3 day
R1	0.7044	0.7083
PP	0.7028	0.7055
S1	0.7013	0.7026

Download as Excel Spreadsheet

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

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