CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 08-Dec-2021

Day Change Summary
	Previous	Current
	07-Dec-2021	08-Dec-2021	Change	Change %	Previous Week
Open	0.7048	0.7117	0.0069	1.0%	0.7124
High	0.7123	0.7184	0.0061	0.9%	0.7174
Low	0.7040	0.7115	0.0076	1.1%	0.6993
Close	0.7116	0.7178	0.0062	0.9%	0.6998
Range	0.0084	0.0069	-0.0015	-17.4%	0.0181
ATR	0.0065	0.0065	0.0000	0.4%	0.0000
Volume	119,061	203,002	83,941	70.5%	543,397

Daily Pivots for day following 08-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7366	0.7341	0.7215
R3	0.7297	0.7272	0.7196
R2	0.7228	0.7228	0.7190
R1	0.7203	0.7203	0.7184	0.7215
PP	0.7159	0.7159	0.7159	0.7165
S1	0.7134	0.7134	0.7171	0.7146
S2	0.7090	0.7090	0.7165
S3	0.7021	0.7065	0.7159
S4	0.6952	0.6996	0.7140

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	0.7184	0.6993	0.0191	2.7%	0.0068	1.0%	97%	True	False	122,826
10	0.7229	0.6993	0.0236	3.3%	0.0072	1.0%	78%	False	False	117,520
20	0.7395	0.6993	0.0402	5.6%	0.0063	0.9%	46%	False	False	97,771
40	0.7557	0.6993	0.0564	7.9%	0.0062	0.9%	33%	False	False	91,991
60	0.7557	0.6993	0.0564	7.9%	0.0064	0.9%	33%	False	False	92,143
80	0.7557	0.6993	0.0564	7.9%	0.0064	0.9%	33%	False	False	75,570
100	0.7557	0.6993	0.0564	7.9%	0.0062	0.9%	33%	False	False	60,469
120	0.7621	0.6993	0.0628	8.7%	0.0062	0.9%	29%	False	False	50,398

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7477
2.618	0.7365
1.618	0.7296
1.000	0.7253
0.618	0.7227
HIGH	0.7184
0.618	0.7158
0.500	0.7150
0.382	0.7141
LOW	0.7115
0.618	0.7072
1.000	0.7046
1.618	0.7003
2.618	0.6934
4.250	0.6822

Fisher Pivots for day following 08-Dec-2021
Pivot	1 day	3 day
R1	0.7168	0.7149
PP	0.7159	0.7121
S1	0.7150	0.7093

Download as Excel Spreadsheet

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

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