CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 25-Oct-2021
Day Change Summary
Previous Current
22-Oct-2021 25-Oct-2021 Change Change % Previous Week
Open 0.7469 0.7468 -0.0002 0.0% 0.7421
High 0.7514 0.7507 -0.0007 -0.1% 0.7548
Low 0.7455 0.7466 0.0011 0.1% 0.7381
Close 0.7467 0.7498 0.0031 0.4% 0.7467
Range 0.0059 0.0042 -0.0018 -29.7% 0.0167
ATR 0.0064 0.0063 -0.0002 -2.5% 0.0000
Volume 93,624 60,326 -33,298 -35.6% 449,887
Daily Pivots for day following 25-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7615 0.7598 0.7520
R3 0.7573 0.7556 0.7509
R2 0.7532 0.7532 0.7505
R1 0.7515 0.7515 0.7501 0.7523
PP 0.7490 0.7490 0.7490 0.7494
S1 0.7473 0.7473 0.7494 0.7482
S2 0.7449 0.7449 0.7490
S3 0.7407 0.7432 0.7486
S4 0.7366 0.7390 0.7475
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7966 0.7884 0.7559
R3 0.7799 0.7717 0.7513
R2 0.7632 0.7632 0.7498
R1 0.7550 0.7550 0.7482 0.7591
PP 0.7465 0.7465 0.7465 0.7486
S1 0.7383 0.7383 0.7452 0.7424
S2 0.7298 0.7298 0.7436
S3 0.7131 0.7216 0.7421
S4 0.6964 0.7049 0.7375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7548 0.7410 0.0139 1.8% 0.0065 0.9% 64% False False 85,708
10 0.7548 0.7325 0.0223 3.0% 0.0059 0.8% 77% False False 86,036
20 0.7548 0.7173 0.0376 5.0% 0.0065 0.9% 87% False False 90,875
40 0.7548 0.7173 0.0376 5.0% 0.0064 0.9% 87% False False 78,489
60 0.7548 0.7111 0.0438 5.8% 0.0062 0.8% 88% False False 52,406
80 0.7603 0.7111 0.0493 6.6% 0.0063 0.8% 79% False False 39,316
100 0.7779 0.7111 0.0669 8.9% 0.0061 0.8% 58% False False 31,462
120 0.7895 0.7111 0.0785 10.5% 0.0061 0.8% 49% False False 26,222
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7683
2.618 0.7616
1.618 0.7574
1.000 0.7549
0.618 0.7533
HIGH 0.7507
0.618 0.7491
0.500 0.7486
0.382 0.7481
LOW 0.7466
0.618 0.7440
1.000 0.7424
1.618 0.7398
2.618 0.7357
4.250 0.7289
Fisher Pivots for day following 25-Oct-2021
Pivot 1 day 3 day
R1 0.7494 0.7502
PP 0.7490 0.7500
S1 0.7486 0.7499

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

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