CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 06-Oct-2021
Day Change Summary
Previous Current
05-Oct-2021 06-Oct-2021 Change Change % Previous Week
Open 0.7289 0.7290 0.0002 0.0% 0.7275
High 0.7298 0.7292 -0.0006 -0.1% 0.7316
Low 0.7262 0.7235 -0.0027 -0.4% 0.7177
Close 0.7297 0.7275 -0.0022 -0.3% 0.7272
Range 0.0037 0.0058 0.0021 57.5% 0.0139
ATR 0.0063 0.0063 0.0000 -0.2% 0.0000
Volume 30 108 78 260.0% 159
Daily Pivots for day following 06-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7440 0.7415 0.7306
R3 0.7382 0.7357 0.7290
R2 0.7325 0.7325 0.7285
R1 0.7300 0.7300 0.7280 0.7283
PP 0.7267 0.7267 0.7267 0.7259
S1 0.7242 0.7242 0.7269 0.7226
S2 0.7210 0.7210 0.7264
S3 0.7152 0.7185 0.7259
S4 0.7095 0.7127 0.7243
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 0.7299 0.7181 0.0118 1.6% 0.0060 0.8% 79% False False 53
10 0.7322 0.7177 0.0145 2.0% 0.0069 0.9% 67% False False 41
20 0.7414 0.7177 0.0237 3.3% 0.0062 0.9% 41% False False 36
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7536
2.618 0.7443
1.618 0.7385
1.000 0.7350
0.618 0.7328
HIGH 0.7292
0.618 0.7270
0.500 0.7263
0.382 0.7256
LOW 0.7235
0.618 0.7199
1.000 0.7177
1.618 0.7141
2.618 0.7084
4.250 0.6990
Fisher Pivots for day following 06-Oct-2021
Pivot 1 day 3 day
R1 0.7271 0.7272
PP 0.7267 0.7269
S1 0.7263 0.7267

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

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