CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 29-Oct-2021
Day Change Summary
Previous Current
28-Oct-2021 29-Oct-2021 Change Change % Previous Week
Open 0.7508 0.7529 0.0021 0.3% 0.7480
High 0.7553 0.7552 -0.0001 0.0% 0.7553
Low 0.7496 0.7510 0.0014 0.2% 0.7480
Close 0.7537 0.7526 -0.0011 -0.1% 0.7526
Range 0.0057 0.0043 -0.0015 -25.4% 0.0074
ATR 0.0052 0.0051 -0.0001 -1.3% 0.0000
Volume 623 146 -477 -76.6% 926
Daily Pivots for day following 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7657 0.7634 0.7549
R3 0.7614 0.7591 0.7538
R2 0.7572 0.7572 0.7534
R1 0.7549 0.7549 0.7530 0.7539
PP 0.7529 0.7529 0.7529 0.7524
S1 0.7506 0.7506 0.7522 0.7497
S2 0.7487 0.7487 0.7518
S3 0.7444 0.7464 0.7514
S4 0.7402 0.7421 0.7503
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7740 0.7707 0.7566
R3 0.7667 0.7633 0.7546
R2 0.7593 0.7593 0.7539
R1 0.7560 0.7560 0.7533 0.7576
PP 0.7520 0.7520 0.7520 0.7528
S1 0.7486 0.7486 0.7519 0.7503
S2 0.7446 0.7446 0.7513
S3 0.7373 0.7413 0.7506
S4 0.7299 0.7339 0.7486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7553 0.7480 0.0074 1.0% 0.0040 0.5% 63% False False 185
10 0.7553 0.7397 0.0156 2.1% 0.0045 0.6% 83% False False 124
20 0.7553 0.7235 0.0319 4.2% 0.0042 0.6% 92% False False 81
40 0.7553 0.7177 0.0376 5.0% 0.0055 0.7% 93% False False 56
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7733
2.618 0.7663
1.618 0.7621
1.000 0.7595
0.618 0.7578
HIGH 0.7552
0.618 0.7536
0.500 0.7531
0.382 0.7526
LOW 0.7510
0.618 0.7483
1.000 0.7467
1.618 0.7441
2.618 0.7398
4.250 0.7329
Fisher Pivots for day following 29-Oct-2021
Pivot 1 day 3 day
R1 0.7531 0.7525
PP 0.7529 0.7524
S1 0.7528 0.7522

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

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