CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 04-Oct-2021
Day Change Summary
Previous Current
01-Oct-2021 04-Oct-2021 Change Change % Previous Week
Open 0.7243 0.7283 0.0040 0.6% 0.7275
High 0.7281 0.7299 0.0018 0.2% 0.7316
Low 0.7198 0.7259 0.0061 0.8% 0.7177
Close 0.7272 0.7296 0.0024 0.3% 0.7272
Range 0.0083 0.0040 -0.0043 -51.8% 0.0139
ATR 0.0068 0.0066 -0.0002 -2.9% 0.0000
Volume 78 41 -37 -47.4% 159
Daily Pivots for day following 04-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7405 0.7390 0.7318
R3 0.7365 0.7350 0.7307
R2 0.7325 0.7325 0.7303
R1 0.7310 0.7310 0.7299 0.7317
PP 0.7285 0.7285 0.7285 0.7288
S1 0.7270 0.7270 0.7292 0.7277
S2 0.7245 0.7245 0.7288
S3 0.7205 0.7230 0.7285
S4 0.7165 0.7190 0.7274
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7672 0.7611 0.7348
R3 0.7533 0.7472 0.7310
R2 0.7394 0.7394 0.7297
R1 0.7333 0.7333 0.7284 0.7294
PP 0.7255 0.7255 0.7255 0.7235
S1 0.7194 0.7194 0.7259 0.7155
S2 0.7116 0.7116 0.7246
S3 0.6977 0.7055 0.7233
S4 0.6838 0.6916 0.7195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7316 0.7177 0.0139 1.9% 0.0076 1.0% 85% False False 39
10 0.7322 0.7177 0.0145 2.0% 0.0072 1.0% 82% False False 41
20 0.7469 0.7177 0.0292 4.0% 0.0065 0.9% 41% False False 32
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7469
2.618 0.7404
1.618 0.7364
1.000 0.7339
0.618 0.7324
HIGH 0.7299
0.618 0.7284
0.500 0.7279
0.382 0.7274
LOW 0.7259
0.618 0.7234
1.000 0.7219
1.618 0.7194
2.618 0.7154
4.250 0.7089
Fisher Pivots for day following 04-Oct-2021
Pivot 1 day 3 day
R1 0.7290 0.7277
PP 0.7285 0.7259
S1 0.7279 0.7240

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

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