CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 07-Dec-2021

Day Change Summary
	Previous	Current
	06-Dec-2021	07-Dec-2021	Change	Change %	Previous Week
Open	0.7003	0.7048	0.0046	0.6%	0.7124
High	0.7055	0.7123	0.0069	1.0%	0.7174
Low	0.7001	0.7040	0.0039	0.5%	0.6993
Close	0.7042	0.7116	0.0074	1.1%	0.6998
Range	0.0054	0.0084	0.0030	56.1%	0.0181
ATR	0.0064	0.0065	0.0001	2.2%	0.0000
Volume	88,769	119,061	30,292	34.1%	543,397

Daily Pivots for day following 07-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7343	0.7313	0.7161
R3	0.7260	0.7229	0.7138
R2	0.7176	0.7176	0.7131
R1	0.7146	0.7146	0.7123	0.7161
PP	0.7093	0.7093	0.7093	0.7100
S1	0.7062	0.7062	0.7108	0.7078
S2	0.7009	0.7009	0.7100
S3	0.6926	0.6979	0.7093
S4	0.6842	0.6895	0.7070

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	2.5%	0.0070	1.0%	68%	False	False	104,029
10	0.7237	0.6993	0.0244	3.4%	0.0068	1.0%	50%	False	False	104,415
20	0.7433	0.6993	0.0440	6.2%	0.0063	0.9%	28%	False	False	91,468
40	0.7557	0.6993	0.0564	7.9%	0.0062	0.9%	22%	False	False	88,986
60	0.7557	0.6993	0.0564	7.9%	0.0063	0.9%	22%	False	False	90,185
80	0.7557	0.6993	0.0564	7.9%	0.0064	0.9%	22%	False	False	73,033
100	0.7557	0.6993	0.0564	7.9%	0.0062	0.9%	22%	False	False	58,439
120	0.7621	0.6993	0.0628	8.8%	0.0062	0.9%	20%	False	False	48,707

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7478
2.618	0.7342
1.618	0.7258
1.000	0.7207
0.618	0.7175
HIGH	0.7123
0.618	0.7091
0.500	0.7081
0.382	0.7071
LOW	0.7040
0.618	0.6988
1.000	0.6956
1.618	0.6904
2.618	0.6821
4.250	0.6685

Fisher Pivots for day following 07-Dec-2021
Pivot	1 day	3 day
R1	0.7104	0.7096
PP	0.7093	0.7077
S1	0.7081	0.7058

Download as Excel Spreadsheet

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

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