CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 16-Nov-2021

Day Change Summary
	Previous	Current
	15-Nov-2021	16-Nov-2021	Change	Change %	Previous Week
Open	0.7354	0.7304	-0.0050	-0.7%	0.7407
High	0.7354	0.7304	-0.0050	-0.7%	0.7427
Low	0.7354	0.7304	-0.0050	-0.7%	0.7295
Close	0.7354	0.7304	-0.0050	-0.7%	0.7333
Range
ATR	0.0000	0.0037	0.0037		0.0000
Volume	8	0	-8	-100.0%	21

Daily Pivots for day following 16-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7304	0.7304	0.7304
R3	0.7304	0.7304	0.7304
R2	0.7304	0.7304	0.7304
R1	0.7304	0.7304	0.7304	0.7304
PP	0.7304	0.7304	0.7304	0.7304
S1	0.7304	0.7304	0.7304	0.7304
S2	0.7304	0.7304	0.7304
S3	0.7304	0.7304	0.7304
S4	0.7304	0.7304	0.7304

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7748	0.7672	0.7405
R3	0.7616	0.7540	0.7369
R2	0.7484	0.7484	0.7357
R1	0.7408	0.7408	0.7345	0.7380
PP	0.7352	0.7352	0.7352	0.7337
S1	0.7276	0.7276	0.7320	0.7248
S2	0.7220	0.7220	0.7308
S3	0.7088	0.7144	0.7296
S4	0.6956	0.7012	0.7260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7354	0.7295	0.0059	0.8%	0.0008	0.1%	15%	False	False	4
10	0.7449	0.7295	0.0154	2.1%	0.0016	0.2%	6%	False	False	4

Crabel Price Patterns
NR	False
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	0.0002

Fibonacci Retracements and Extensions
4.250	0.7304
2.618	0.7304
1.618	0.7304
1.000	0.7304
0.618	0.7304
HIGH	0.7304
0.618	0.7304
0.500	0.7304
0.382	0.7304
LOW	0.7304
0.618	0.7304
1.000	0.7304
1.618	0.7304
2.618	0.7304
4.250	0.7304

Fisher Pivots for day following 16-Nov-2021
Pivot	1 day	3 day
R1	0.7304	0.7325
PP	0.7304	0.7318
S1	0.7304	0.7311

Download as Excel Spreadsheet

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

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