CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 18-Oct-2021
Day Change Summary
Previous Current
15-Oct-2021 18-Oct-2021 Change Change % Previous Week
Open 0.7420 0.7415 -0.0006 -0.1% 0.7324
High 0.7430 0.7422 -0.0008 -0.1% 0.7430
Low 0.7414 0.7397 -0.0017 -0.2% 0.7324
Close 0.7426 0.7422 -0.0004 0.0% 0.7426
Range 0.0016 0.0025 0.0009 56.3% 0.0107
ATR 0.0054 0.0052 -0.0002 -3.4% 0.0000
Volume 15 9 -6 -40.0% 143
Daily Pivots for day following 18-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7489 0.7480 0.7436
R3 0.7464 0.7455 0.7429
R2 0.7439 0.7439 0.7427
R1 0.7430 0.7430 0.7424 0.7435
PP 0.7414 0.7414 0.7414 0.7416
S1 0.7405 0.7405 0.7420 0.7410
S2 0.7389 0.7389 0.7417
S3 0.7364 0.7380 0.7415
S4 0.7339 0.7355 0.7408
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 0.7337 0.0093 1.3% 0.0035 0.5% 91% False False 20
10 0.7430 0.7235 0.0196 2.6% 0.0038 0.5% 96% False False 35
20 0.7430 0.7177 0.0253 3.4% 0.0055 0.7% 97% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7528
2.618 0.7487
1.618 0.7462
1.000 0.7447
0.618 0.7437
HIGH 0.7422
0.618 0.7412
0.500 0.7410
0.382 0.7407
LOW 0.7397
0.618 0.7382
1.000 0.7372
1.618 0.7357
2.618 0.7332
4.250 0.7291
Fisher Pivots for day following 18-Oct-2021
Pivot 1 day 3 day
R1 0.7418 0.7419
PP 0.7414 0.7415
S1 0.7410 0.7412

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

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