CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 08-Oct-2021
Day Change Summary
Previous Current
07-Oct-2021 08-Oct-2021 Change Change % Previous Week
Open 0.7289 0.7312 0.0023 0.3% 0.7283
High 0.7325 0.7334 0.0009 0.1% 0.7334
Low 0.7286 0.7300 0.0015 0.2% 0.7235
Close 0.7315 0.7318 0.0004 0.0% 0.7318
Range 0.0040 0.0034 -0.0006 -13.9% 0.0100
ATR 0.0062 0.0060 -0.0002 -3.3% 0.0000
Volume 46 21 -25 -54.3% 246
Daily Pivots for day following 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7419 0.7403 0.7337
R3 0.7385 0.7369 0.7327
R2 0.7351 0.7351 0.7324
R1 0.7335 0.7335 0.7321 0.7343
PP 0.7317 0.7317 0.7317 0.7322
S1 0.7301 0.7301 0.7315 0.7309
S2 0.7283 0.7283 0.7312
S3 0.7249 0.7267 0.7309
S4 0.7215 0.7233 0.7299
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7594 0.7556 0.7373
R3 0.7495 0.7456 0.7345
R2 0.7395 0.7395 0.7336
R1 0.7357 0.7357 0.7327 0.7376
PP 0.7296 0.7296 0.7296 0.7305
S1 0.7257 0.7257 0.7309 0.7276
S2 0.7196 0.7196 0.7300
S3 0.7097 0.7158 0.7291
S4 0.6997 0.7058 0.7263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7334 0.7235 0.0100 1.4% 0.0042 0.6% 84% True False 49
10 0.7334 0.7177 0.0157 2.1% 0.0059 0.8% 90% True False 40
20 0.7414 0.7177 0.0237 3.2% 0.0061 0.8% 60% False False 37
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 0.0019
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.7479
2.618 0.7423
1.618 0.7389
1.000 0.7368
0.618 0.7355
HIGH 0.7334
0.618 0.7321
0.500 0.7317
0.382 0.7313
LOW 0.7300
0.618 0.7279
1.000 0.7266
1.618 0.7245
2.618 0.7211
4.250 0.7156
Fisher Pivots for day following 08-Oct-2021
Pivot 1 day 3 day
R1 0.7318 0.7307
PP 0.7317 0.7296
S1 0.7317 0.7284

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

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