CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 13-Oct-2021
Day Change Summary
Previous Current
12-Oct-2021 13-Oct-2021 Change Change % Previous Week
Open 0.7353 0.7344 -0.0010 -0.1% 0.7283
High 0.7389 0.7386 -0.0004 0.0% 0.7334
Low 0.7342 0.7337 -0.0005 -0.1% 0.7235
Close 0.7360 0.7380 0.0021 0.3% 0.7318
Range 0.0048 0.0049 0.0001 2.1% 0.0100
ATR 0.0059 0.0058 -0.0001 -1.2% 0.0000
Volume 42 24 -18 -42.9% 246
Daily Pivots for day following 13-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7513 0.7495 0.7407
R3 0.7465 0.7447 0.7393
R2 0.7416 0.7416 0.7389
R1 0.7398 0.7398 0.7384 0.7407
PP 0.7368 0.7368 0.7368 0.7372
S1 0.7350 0.7350 0.7376 0.7359
S2 0.7319 0.7319 0.7371
S3 0.7271 0.7301 0.7367
S4 0.7222 0.7253 0.7353
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 0.7286 0.0104 1.4% 0.0042 0.6% 91% False False 36
10 0.7389 0.7181 0.0208 2.8% 0.0051 0.7% 96% False False 45
20 0.7389 0.7177 0.0212 2.9% 0.0060 0.8% 96% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7592
2.618 0.7512
1.618 0.7464
1.000 0.7434
0.618 0.7415
HIGH 0.7386
0.618 0.7367
0.500 0.7361
0.382 0.7356
LOW 0.7337
0.618 0.7307
1.000 0.7289
1.618 0.7259
2.618 0.7210
4.250 0.7131
Fisher Pivots for day following 13-Oct-2021
Pivot 1 day 3 day
R1 0.7374 0.7372
PP 0.7368 0.7364
S1 0.7361 0.7356

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

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