CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 03-Dec-2021
Day Change Summary
Previous Current
02-Dec-2021 03-Dec-2021 Change Change % Previous Week
Open 0.7103 0.7093 -0.0010 -0.1% 0.7124
High 0.7120 0.7094 -0.0026 -0.4% 0.7174
Low 0.7085 0.6993 -0.0092 -1.3% 0.6993
Close 0.7089 0.6998 -0.0091 -1.3% 0.6998
Range 0.0035 0.0101 0.0066 188.6% 0.0181
ATR 0.0061 0.0064 0.0003 4.6% 0.0000
Volume 89,143 114,157 25,014 28.1% 543,397
Daily Pivots for day following 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7331 0.7266 0.7054
R3 0.7230 0.7165 0.7026
R2 0.7129 0.7129 0.7017
R1 0.7064 0.7064 0.7007 0.7046
PP 0.7028 0.7028 0.7028 0.7020
S1 0.6963 0.6963 0.6989 0.6945
S2 0.6927 0.6927 0.6979
S3 0.6826 0.6862 0.6970
S4 0.6725 0.6761 0.6942
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 0.7174 0.6993 0.0181 2.6% 0.0074 1.1% 3% False True 108,679
10 0.7292 0.6993 0.0299 4.3% 0.0066 0.9% 2% False True 100,538
20 0.7433 0.6993 0.0440 6.3% 0.0061 0.9% 1% False True 88,652
40 0.7557 0.6993 0.0564 8.1% 0.0062 0.9% 1% False True 87,961
60 0.7557 0.6993 0.0564 8.1% 0.0063 0.9% 1% False True 89,544
80 0.7557 0.6993 0.0564 8.1% 0.0063 0.9% 1% False True 70,436
100 0.7557 0.6993 0.0564 8.1% 0.0062 0.9% 1% False True 56,362
120 0.7719 0.6993 0.0726 10.4% 0.0062 0.9% 1% False True 46,976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7523
2.618 0.7358
1.618 0.7257
1.000 0.7195
0.618 0.7156
HIGH 0.7094
0.618 0.7055
0.500 0.7044
0.382 0.7032
LOW 0.6993
0.618 0.6931
1.000 0.6892
1.618 0.6830
2.618 0.6729
4.250 0.6564
Fisher Pivots for day following 03-Dec-2021
Pivot 1 day 3 day
R1 0.7044 0.7083
PP 0.7028 0.7055
S1 0.7013 0.7026

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

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