CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 15-Oct-2021
Day Change Summary
Previous Current
14-Oct-2021 15-Oct-2021 Change Change % Previous Week
Open 0.7393 0.7420 0.0027 0.4% 0.7324
High 0.7430 0.7430 0.0000 0.0% 0.7430
Low 0.7393 0.7414 0.0021 0.3% 0.7324
Close 0.7423 0.7426 0.0003 0.0% 0.7426
Range 0.0037 0.0016 -0.0021 -56.8% 0.0107
ATR 0.0057 0.0054 -0.0003 -5.1% 0.0000
Volume 14 15 1 7.1% 143
Daily Pivots for day following 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7471 0.7464 0.7434
R3 0.7455 0.7448 0.7430
R2 0.7439 0.7439 0.7428
R1 0.7432 0.7432 0.7427 0.7436
PP 0.7423 0.7423 0.7423 0.7425
S1 0.7416 0.7416 0.7424 0.7420
S2 0.7407 0.7407 0.7423
S3 0.7391 0.7400 0.7421
S4 0.7375 0.7384 0.7417
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7713 0.7676 0.7484
R3 0.7606 0.7569 0.7455
R2 0.7500 0.7500 0.7445
R1 0.7463 0.7463 0.7435 0.7481
PP 0.7393 0.7393 0.7393 0.7402
S1 0.7356 0.7356 0.7416 0.7375
S2 0.7287 0.7287 0.7406
S3 0.7180 0.7250 0.7396
S4 0.7074 0.7143 0.7367
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7430 0.7324 0.0107 1.4% 0.0038 0.5% 96% True False 28
10 0.7430 0.7235 0.0196 2.6% 0.0040 0.5% 98% True False 38
20 0.7430 0.7177 0.0253 3.4% 0.0056 0.8% 98% True False 40
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.7498
2.618 0.7472
1.618 0.7456
1.000 0.7446
0.618 0.7440
HIGH 0.7430
0.618 0.7424
0.500 0.7422
0.382 0.7420
LOW 0.7414
0.618 0.7404
1.000 0.7398
1.618 0.7388
2.618 0.7372
4.250 0.7346
Fisher Pivots for day following 15-Oct-2021
Pivot 1 day 3 day
R1 0.7424 0.7412
PP 0.7423 0.7398
S1 0.7422 0.7384

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

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