CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 09-Dec-2021
Day Change Summary
Previous Current
08-Dec-2021 09-Dec-2021 Change Change % Previous Week
Open 0.7117 0.7168 0.0051 0.7% 0.7124
High 0.7184 0.7187 0.0003 0.0% 0.7174
Low 0.7115 0.7136 0.0021 0.3% 0.6993
Close 0.7178 0.7145 -0.0033 -0.5% 0.6998
Range 0.0069 0.0052 -0.0018 -25.4% 0.0181
ATR 0.0065 0.0064 -0.0001 -1.5% 0.0000
Volume 203,002 98,800 -104,202 -51.3% 543,397
Daily Pivots for day following 09-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7310 0.7279 0.7173
R3 0.7259 0.7227 0.7159
R2 0.7207 0.7207 0.7154
R1 0.7176 0.7176 0.7149 0.7166
PP 0.7156 0.7156 0.7156 0.7151
S1 0.7124 0.7124 0.7140 0.7114
S2 0.7104 0.7104 0.7135
S3 0.7053 0.7073 0.7130
S4 0.7001 0.7021 0.7116
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 0.7187 0.6993 0.0194 2.7% 0.0072 1.0% 78% True False 124,757
10 0.7210 0.6993 0.0217 3.0% 0.0072 1.0% 70% False False 119,432
20 0.7372 0.6993 0.0379 5.3% 0.0062 0.9% 40% False False 98,106
40 0.7557 0.6993 0.0564 7.9% 0.0062 0.9% 27% False False 92,389
60 0.7557 0.6993 0.0564 7.9% 0.0064 0.9% 27% False False 92,687
80 0.7557 0.6993 0.0564 7.9% 0.0064 0.9% 27% False False 76,800
100 0.7557 0.6993 0.0564 7.9% 0.0062 0.9% 27% False False 61,456
120 0.7621 0.6993 0.0628 8.8% 0.0062 0.9% 24% False False 51,220
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7406
2.618 0.7322
1.618 0.7270
1.000 0.7239
0.618 0.7219
HIGH 0.7187
0.618 0.7167
0.500 0.7161
0.382 0.7155
LOW 0.7136
0.618 0.7104
1.000 0.7084
1.618 0.7052
2.618 0.7001
4.250 0.6917
Fisher Pivots for day following 09-Dec-2021
Pivot 1 day 3 day
R1 0.7161 0.7134
PP 0.7156 0.7124
S1 0.7150 0.7113

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

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