CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 13-Dec-2021
Day Change Summary
Previous Current
10-Dec-2021 13-Dec-2021 Change Change % Previous Week
Open 0.7145 0.7165 0.0021 0.3% 0.7003
High 0.7182 0.7176 -0.0006 -0.1% 0.7187
Low 0.7132 0.7121 -0.0012 -0.2% 0.7001
Close 0.7169 0.7121 -0.0048 -0.7% 0.7169
Range 0.0050 0.0056 0.0006 11.0% 0.0186
ATR 0.0063 0.0063 -0.0001 -0.9% 0.0000
Volume 31,607 999 -30,608 -96.8% 541,239
Daily Pivots for day following 13-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7306 0.7269 0.7152
R3 0.7250 0.7213 0.7136
R2 0.7195 0.7195 0.7131
R1 0.7158 0.7158 0.7126 0.7149
PP 0.7139 0.7139 0.7139 0.7135
S1 0.7102 0.7102 0.7116 0.7093
S2 0.7084 0.7084 0.7111
S3 0.7028 0.7047 0.7106
S4 0.6973 0.6991 0.7090
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 0.7040 0.0148 2.1% 0.0062 0.9% 55% False False 90,693
10 0.7187 0.6993 0.0194 2.7% 0.0069 1.0% 66% False False 99,374
20 0.7372 0.6993 0.0379 5.3% 0.0062 0.9% 34% False False 92,351
40 0.7557 0.6993 0.0564 7.9% 0.0062 0.9% 23% False False 88,592
60 0.7557 0.6993 0.0564 7.9% 0.0063 0.9% 23% False False 90,520
80 0.7557 0.6993 0.0564 7.9% 0.0063 0.9% 23% False False 77,197
100 0.7557 0.6993 0.0564 7.9% 0.0061 0.9% 23% False False 61,781
120 0.7621 0.6993 0.0628 8.8% 0.0061 0.9% 20% False False 51,491
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7412
2.618 0.7321
1.618 0.7266
1.000 0.7232
0.618 0.7210
HIGH 0.7176
0.618 0.7155
0.500 0.7148
0.382 0.7142
LOW 0.7121
0.618 0.7086
1.000 0.7065
1.618 0.7031
2.618 0.6975
4.250 0.6885
Fisher Pivots for day following 13-Dec-2021
Pivot 1 day 3 day
R1 0.7148 0.7154
PP 0.7139 0.7143
S1 0.7130 0.7132

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

View Archives - Comment on this page... - Back to Index of Symbols