CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 12-Oct-2021
Day Change Summary
Previous Current
11-Oct-2021 12-Oct-2021 Change Change % Previous Week
Open 0.7324 0.7353 0.0030 0.4% 0.7283
High 0.7364 0.7389 0.0026 0.3% 0.7334
Low 0.7324 0.7342 0.0018 0.2% 0.7235
Close 0.7358 0.7360 0.0002 0.0% 0.7318
Range 0.0040 0.0048 0.0008 18.8% 0.0100
ATR 0.0059 0.0059 -0.0001 -1.4% 0.0000
Volume 48 42 -6 -12.5% 246
Daily Pivots for day following 12-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7506 0.7480 0.7386
R3 0.7458 0.7433 0.7373
R2 0.7411 0.7411 0.7368
R1 0.7385 0.7385 0.7364 0.7398
PP 0.7363 0.7363 0.7363 0.7370
S1 0.7338 0.7338 0.7355 0.7351
S2 0.7316 0.7316 0.7351
S3 0.7268 0.7290 0.7346
S4 0.7221 0.7243 0.7333
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 0.7389 0.7235 0.0155 2.1% 0.0044 0.6% 81% True False 53
10 0.7389 0.7177 0.0212 2.9% 0.0055 0.7% 86% True False 44
20 0.7389 0.7177 0.0212 2.9% 0.0059 0.8% 86% True False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7591
2.618 0.7513
1.618 0.7466
1.000 0.7437
0.618 0.7418
HIGH 0.7389
0.618 0.7371
0.500 0.7365
0.382 0.7360
LOW 0.7342
0.618 0.7312
1.000 0.7294
1.618 0.7265
2.618 0.7217
4.250 0.7140
Fisher Pivots for day following 12-Oct-2021
Pivot 1 day 3 day
R1 0.7365 0.7355
PP 0.7363 0.7350
S1 0.7361 0.7345

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

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