CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 02-Nov-2021
Day Change Summary
Previous Current
01-Nov-2021 02-Nov-2021 Change Change % Previous Week
Open 0.7523 0.7524 0.0001 0.0% 0.7480
High 0.7532 0.7534 0.0002 0.0% 0.7553
Low 0.7503 0.7425 -0.0078 -1.0% 0.7480
Close 0.7521 0.7430 -0.0092 -1.2% 0.7526
Range 0.0029 0.0109 0.0080 274.1% 0.0074
ATR 0.0050 0.0054 0.0004 8.5% 0.0000
Volume 133 217 84 63.2% 926
Daily Pivots for day following 02-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7788 0.7717 0.7489
R3 0.7680 0.7609 0.7459
R2 0.7571 0.7571 0.7449
R1 0.7500 0.7500 0.7439 0.7482
PP 0.7463 0.7463 0.7463 0.7453
S1 0.7392 0.7392 0.7420 0.7373
S2 0.7354 0.7354 0.7410
S3 0.7246 0.7283 0.7400
S4 0.7137 0.7175 0.7370
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 0.7425 0.0128 1.7% 0.0056 0.8% 4% False True 236
10 0.7553 0.7425 0.0128 1.7% 0.0052 0.7% 4% False True 147
20 0.7553 0.7235 0.0319 4.3% 0.0046 0.6% 61% False False 95
40 0.7553 0.7177 0.0376 5.1% 0.0054 0.7% 67% False False 64
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 0.0007
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 0.7995
2.618 0.7818
1.618 0.7709
1.000 0.7642
0.618 0.7601
HIGH 0.7534
0.618 0.7492
0.500 0.7479
0.382 0.7466
LOW 0.7425
0.618 0.7358
1.000 0.7317
1.618 0.7249
2.618 0.7141
4.250 0.6964
Fisher Pivots for day following 02-Nov-2021
Pivot 1 day 3 day
R1 0.7479 0.7489
PP 0.7463 0.7469
S1 0.7446 0.7449

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

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