CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 09-Dec-2021

Day Change Summary
	Previous	Current
	08-Dec-2021	09-Dec-2021	Change	Change %	Previous Week
Open	0.7117	0.7168	0.0051	0.7%	0.7124
High	0.7184	0.7187	0.0003	0.0%	0.7174
Low	0.7115	0.7136	0.0021	0.3%	0.6993
Close	0.7178	0.7145	-0.0033	-0.5%	0.6998
Range	0.0069	0.0052	-0.0018	-25.4%	0.0181
ATR	0.0065	0.0064	-0.0001	-1.5%	0.0000
Volume	203,002	98,800	-104,202	-51.3%	543,397

Daily Pivots for day following 09-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7310	0.7279	0.7173
R3	0.7259	0.7227	0.7159
R2	0.7207	0.7207	0.7154
R1	0.7176	0.7176	0.7149	0.7166
PP	0.7156	0.7156	0.7156	0.7151
S1	0.7124	0.7124	0.7140	0.7114
S2	0.7104	0.7104	0.7135
S3	0.7053	0.7073	0.7130
S4	0.7001	0.7021	0.7116

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	0.7187	0.6993	0.0194	2.7%	0.0072	1.0%	78%	True	False	124,757
10	0.7210	0.6993	0.0217	3.0%	0.0072	1.0%	70%	False	False	119,432
20	0.7372	0.6993	0.0379	5.3%	0.0062	0.9%	40%	False	False	98,106
40	0.7557	0.6993	0.0564	7.9%	0.0062	0.9%	27%	False	False	92,389
60	0.7557	0.6993	0.0564	7.9%	0.0064	0.9%	27%	False	False	92,687
80	0.7557	0.6993	0.0564	7.9%	0.0064	0.9%	27%	False	False	76,800
100	0.7557	0.6993	0.0564	7.9%	0.0062	0.9%	27%	False	False	61,456
120	0.7621	0.6993	0.0628	8.8%	0.0062	0.9%	24%	False	False	51,220

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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7406
2.618	0.7322
1.618	0.7270
1.000	0.7239
0.618	0.7219
HIGH	0.7187
0.618	0.7167
0.500	0.7161
0.382	0.7155
LOW	0.7136
0.618	0.7104
1.000	0.7084
1.618	0.7052
2.618	0.7001
4.250	0.6917

Fisher Pivots for day following 09-Dec-2021
Pivot	1 day	3 day
R1	0.7161	0.7134
PP	0.7156	0.7124
S1	0.7150	0.7113

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

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