CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 10-Dec-2021

Day Change Summary
	Previous	Current
	09-Dec-2021	10-Dec-2021	Change	Change %	Previous Week
Open	0.7168	0.7145	-0.0024	-0.3%	0.7003
High	0.7187	0.7182	-0.0005	-0.1%	0.7187
Low	0.7136	0.7132	-0.0004	0.0%	0.7001
Close	0.7145	0.7169	0.0024	0.3%	0.7169
Range	0.0052	0.0050	-0.0002	-2.9%	0.0186
ATR	0.0064	0.0063	-0.0001	-1.6%	0.0000
Volume	98,800	31,607	-67,193	-68.0%	541,239

Daily Pivots for day following 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7311	0.7290	0.7196
R3	0.7261	0.7240	0.7182
R2	0.7211	0.7211	0.7178
R1	0.7190	0.7190	0.7173	0.7200
PP	0.7161	0.7161	0.7161	0.7166
S1	0.7140	0.7140	0.7164	0.7150
S2	0.7111	0.7111	0.7159
S3	0.7061	0.7090	0.7155
S4	0.7011	0.7040	0.7141

Weekly Pivots for week ending 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7677	0.7609	0.7271
R3	0.7491	0.7423	0.7220
R2	0.7305	0.7305	0.7203
R1	0.7237	0.7237	0.7186	0.7271
PP	0.7119	0.7119	0.7119	0.7136
S1	0.7051	0.7051	0.7151	0.7085
S2	0.6933	0.6933	0.7134
S3	0.6747	0.6865	0.7117
S4	0.6561	0.6679	0.7066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7187	0.7001	0.0186	2.6%	0.0062	0.9%	90%	False	False	108,247
10	0.7187	0.6993	0.0194	2.7%	0.0068	0.9%	90%	False	False	108,463
20	0.7372	0.6993	0.0379	5.3%	0.0062	0.9%	46%	False	False	95,937
40	0.7557	0.6993	0.0564	7.9%	0.0062	0.9%	31%	False	False	90,962
60	0.7557	0.6993	0.0564	7.9%	0.0063	0.9%	31%	False	False	91,903
80	0.7557	0.6993	0.0564	7.9%	0.0064	0.9%	31%	False	False	77,191
100	0.7557	0.6993	0.0564	7.9%	0.0061	0.9%	31%	False	False	61,771
120	0.7621	0.6993	0.0628	8.8%	0.0061	0.9%	28%	False	False	51,484

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7395
2.618	0.7313
1.618	0.7263
1.000	0.7232
0.618	0.7213
HIGH	0.7182
0.618	0.7163
0.500	0.7157
0.382	0.7151
LOW	0.7132
0.618	0.7101
1.000	0.7082
1.618	0.7051
2.618	0.7001
4.250	0.6920

Fisher Pivots for day following 10-Dec-2021
Pivot	1 day	3 day
R1	0.7165	0.7163
PP	0.7161	0.7157
S1	0.7157	0.7151

Download as Excel Spreadsheet

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

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