CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 14-Oct-2021
Day Change Summary
Previous Current
13-Oct-2021 14-Oct-2021 Change Change % Previous Week
Open 0.7344 0.7393 0.0050 0.7% 0.7283
High 0.7386 0.7430 0.0045 0.6% 0.7334
Low 0.7337 0.7393 0.0056 0.8% 0.7235
Close 0.7380 0.7423 0.0043 0.6% 0.7318
Range 0.0049 0.0037 -0.0012 -23.7% 0.0100
ATR 0.0058 0.0057 -0.0001 -1.0% 0.0000
Volume 24 14 -10 -41.7% 246
Daily Pivots for day following 14-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7526 0.7512 0.7443
R3 0.7489 0.7475 0.7433
R2 0.7452 0.7452 0.7430
R1 0.7438 0.7438 0.7426 0.7445
PP 0.7415 0.7415 0.7415 0.7419
S1 0.7401 0.7401 0.7420 0.7408
S2 0.7378 0.7378 0.7416
S3 0.7341 0.7364 0.7413
S4 0.7304 0.7327 0.7403
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 0.7430 0.7300 0.0130 1.8% 0.0041 0.6% 95% True False 29
10 0.7430 0.7198 0.0232 3.1% 0.0046 0.6% 97% True False 45
20 0.7430 0.7177 0.0253 3.4% 0.0058 0.8% 97% True False 40
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7587
2.618 0.7527
1.618 0.7490
1.000 0.7467
0.618 0.7453
HIGH 0.7430
0.618 0.7416
0.500 0.7412
0.382 0.7407
LOW 0.7393
0.618 0.7370
1.000 0.7356
1.618 0.7333
2.618 0.7296
4.250 0.7236
Fisher Pivots for day following 14-Oct-2021
Pivot 1 day 3 day
R1 0.7419 0.7410
PP 0.7415 0.7397
S1 0.7412 0.7384

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

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