CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 10-Dec-2021
Day Change Summary
Previous Current
09-Dec-2021 10-Dec-2021 Change Change % Previous Week
Open 0.7168 0.7145 -0.0024 -0.3% 0.7003
High 0.7187 0.7182 -0.0005 -0.1% 0.7187
Low 0.7136 0.7132 -0.0004 0.0% 0.7001
Close 0.7145 0.7169 0.0024 0.3% 0.7169
Range 0.0052 0.0050 -0.0002 -2.9% 0.0186
ATR 0.0064 0.0063 -0.0001 -1.6% 0.0000
Volume 98,800 31,607 -67,193 -68.0% 541,239
Daily Pivots for day following 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7311 0.7290 0.7196
R3 0.7261 0.7240 0.7182
R2 0.7211 0.7211 0.7178
R1 0.7190 0.7190 0.7173 0.7200
PP 0.7161 0.7161 0.7161 0.7166
S1 0.7140 0.7140 0.7164 0.7150
S2 0.7111 0.7111 0.7159
S3 0.7061 0.7090 0.7155
S4 0.7011 0.7040 0.7141
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7677 0.7609 0.7271
R3 0.7491 0.7423 0.7220
R2 0.7305 0.7305 0.7203
R1 0.7237 0.7237 0.7186 0.7271
PP 0.7119 0.7119 0.7119 0.7136
S1 0.7051 0.7051 0.7151 0.7085
S2 0.6933 0.6933 0.7134
S3 0.6747 0.6865 0.7117
S4 0.6561 0.6679 0.7066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7187 0.7001 0.0186 2.6% 0.0062 0.9% 90% False False 108,247
10 0.7187 0.6993 0.0194 2.7% 0.0068 0.9% 90% False False 108,463
20 0.7372 0.6993 0.0379 5.3% 0.0062 0.9% 46% False False 95,937
40 0.7557 0.6993 0.0564 7.9% 0.0062 0.9% 31% False False 90,962
60 0.7557 0.6993 0.0564 7.9% 0.0063 0.9% 31% False False 91,903
80 0.7557 0.6993 0.0564 7.9% 0.0064 0.9% 31% False False 77,191
100 0.7557 0.6993 0.0564 7.9% 0.0061 0.9% 31% False False 61,771
120 0.7621 0.6993 0.0628 8.8% 0.0061 0.9% 28% False False 51,484
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7395
2.618 0.7313
1.618 0.7263
1.000 0.7232
0.618 0.7213
HIGH 0.7182
0.618 0.7163
0.500 0.7157
0.382 0.7151
LOW 0.7132
0.618 0.7101
1.000 0.7082
1.618 0.7051
2.618 0.7001
4.250 0.6920
Fisher Pivots for day following 10-Dec-2021
Pivot 1 day 3 day
R1 0.7165 0.7163
PP 0.7161 0.7157
S1 0.7157 0.7151

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

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