CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 06-Dec-2021

Day Change Summary
	Previous	Current
	03-Dec-2021	06-Dec-2021	Change	Change %	Previous Week
Open	0.7093	0.7003	-0.0091	-1.3%	0.7124
High	0.7094	0.7055	-0.0040	-0.6%	0.7174
Low	0.6993	0.7001	0.0008	0.1%	0.6993
Close	0.6998	0.7042	0.0044	0.6%	0.6998
Range	0.0101	0.0054	-0.0048	-47.0%	0.0181
ATR	0.0064	0.0064	-0.0001	-0.9%	0.0000
Volume	114,157	88,769	-25,388	-22.2%	543,397

Daily Pivots for day following 06-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7193	0.7171	0.7071
R3	0.7139	0.7117	0.7056
R2	0.7086	0.7086	0.7051
R1	0.7064	0.7064	0.7046	0.7075
PP	0.7032	0.7032	0.7032	0.7038
S1	0.7010	0.7010	0.7037	0.7021
S2	0.6979	0.6979	0.7032
S3	0.6925	0.6957	0.7027
S4	0.6872	0.6903	0.7012

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%	0.0075	1.1%	27%	False	False	108,055
10	0.7274	0.6993	0.0281	4.0%	0.0065	0.9%	17%	False	False	101,094
20	0.7433	0.6993	0.0440	6.2%	0.0061	0.9%	11%	False	False	88,722
40	0.7557	0.6993	0.0564	8.0%	0.0062	0.9%	9%	False	False	87,775
60	0.7557	0.6993	0.0564	8.0%	0.0063	0.9%	9%	False	False	89,481
80	0.7557	0.6993	0.0564	8.0%	0.0063	0.9%	9%	False	False	71,545
100	0.7557	0.6993	0.0564	8.0%	0.0061	0.9%	9%	False	False	57,249
120	0.7646	0.6993	0.0653	9.3%	0.0062	0.9%	7%	False	False	47,716

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7282
2.618	0.7195
1.618	0.7141
1.000	0.7108
0.618	0.7088
HIGH	0.7055
0.618	0.7034
0.500	0.7028
0.382	0.7021
LOW	0.7001
0.618	0.6968
1.000	0.6948
1.618	0.6914
2.618	0.6861
4.250	0.6774

Fisher Pivots for day following 06-Dec-2021
Pivot	1 day	3 day
R1	0.7037	0.7057
PP	0.7032	0.7052
S1	0.7028	0.7047

Download as Excel Spreadsheet

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

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