CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 21-Oct-2021
Day Change Summary
Previous Current
20-Oct-2021 21-Oct-2021 Change Change % Previous Week
Open 0.7478 0.7546 0.0068 0.9% 0.7324
High 0.7528 0.7549 0.0022 0.3% 0.7430
Low 0.7473 0.7468 -0.0005 -0.1% 0.7324
Close 0.7527 0.7469 -0.0058 -0.8% 0.7426
Range 0.0055 0.0082 0.0027 48.2% 0.0107
ATR 0.0053 0.0055 0.0002 3.8% 0.0000
Volume 44 114 70 159.1% 143
Daily Pivots for day following 21-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7740 0.7686 0.7514
R3 0.7658 0.7604 0.7491
R2 0.7577 0.7577 0.7484
R1 0.7523 0.7523 0.7476 0.7509
PP 0.7495 0.7495 0.7495 0.7488
S1 0.7441 0.7441 0.7462 0.7428
S2 0.7414 0.7414 0.7454
S3 0.7332 0.7360 0.7447
S4 0.7251 0.7278 0.7424
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 0.7549 0.7397 0.0152 2.0% 0.0044 0.6% 47% True False 58
10 0.7549 0.7300 0.0249 3.3% 0.0043 0.6% 68% True False 43
20 0.7549 0.7177 0.0372 5.0% 0.0053 0.7% 78% True False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7895
2.618 0.7762
1.618 0.7681
1.000 0.7631
0.618 0.7599
HIGH 0.7549
0.618 0.7518
0.500 0.7508
0.382 0.7499
LOW 0.7468
0.618 0.7417
1.000 0.7386
1.618 0.7336
2.618 0.7254
4.250 0.7121
Fisher Pivots for day following 21-Oct-2021
Pivot 1 day 3 day
R1 0.7508 0.7497
PP 0.7495 0.7488
S1 0.7482 0.7478

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

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