CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 26-Oct-2021
Day Change Summary
Previous Current
25-Oct-2021 26-Oct-2021 Change Change % Previous Week
Open 0.7468 0.7493 0.0025 0.3% 0.7421
High 0.7507 0.7527 0.0020 0.3% 0.7548
Low 0.7466 0.7486 0.0021 0.3% 0.7381
Close 0.7498 0.7508 0.0011 0.1% 0.7467
Range 0.0042 0.0041 -0.0001 -1.2% 0.0167
ATR 0.0063 0.0061 -0.0002 -2.5% 0.0000
Volume 60,326 73,917 13,591 22.5% 449,887
Daily Pivots for day following 26-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7630 0.7610 0.7531
R3 0.7589 0.7569 0.7519
R2 0.7548 0.7548 0.7516
R1 0.7528 0.7528 0.7512 0.7538
PP 0.7507 0.7507 0.7507 0.7512
S1 0.7487 0.7487 0.7504 0.7497
S2 0.7466 0.7466 0.7500
S3 0.7425 0.7446 0.7497
S4 0.7384 0.7405 0.7485
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 0.7455 0.0093 1.2% 0.0058 0.8% 57% False False 81,411
10 0.7548 0.7325 0.0223 3.0% 0.0058 0.8% 82% False False 85,147
20 0.7548 0.7173 0.0376 5.0% 0.0062 0.8% 89% False False 89,096
40 0.7548 0.7173 0.0376 5.0% 0.0064 0.9% 89% False False 80,315
60 0.7548 0.7111 0.0438 5.8% 0.0062 0.8% 91% False False 53,638
80 0.7603 0.7111 0.0493 6.6% 0.0062 0.8% 81% False False 40,240
100 0.7779 0.7111 0.0669 8.9% 0.0061 0.8% 59% False False 32,201
120 0.7895 0.7111 0.0785 10.4% 0.0061 0.8% 51% False False 26,838
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7701
2.618 0.7634
1.618 0.7593
1.000 0.7568
0.618 0.7552
HIGH 0.7527
0.618 0.7511
0.500 0.7507
0.382 0.7502
LOW 0.7486
0.618 0.7461
1.000 0.7445
1.618 0.7420
2.618 0.7379
4.250 0.7312
Fisher Pivots for day following 26-Oct-2021
Pivot 1 day 3 day
R1 0.7508 0.7502
PP 0.7507 0.7497
S1 0.7507 0.7491

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

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