CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 0.7434 0.7472 0.0038 0.5% 0.7480
High 0.7453 0.7473 0.0020 0.3% 0.7553
Low 0.7419 0.7390 -0.0030 -0.4% 0.7480
Close 0.7450 0.7404 -0.0047 -0.6% 0.7526
Range 0.0034 0.0084 0.0050 145.6% 0.0074
ATR 0.0052 0.0055 0.0002 4.2% 0.0000
Volume 296 134 -162 -54.7% 926
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7673 0.7622 0.7449
R3 0.7589 0.7538 0.7426
R2 0.7506 0.7506 0.7419
R1 0.7455 0.7455 0.7411 0.7438
PP 0.7422 0.7422 0.7422 0.7414
S1 0.7371 0.7371 0.7396 0.7355
S2 0.7339 0.7339 0.7388
S3 0.7255 0.7288 0.7381
S4 0.7172 0.7204 0.7358
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 0.7552 0.7390 0.0163 2.2% 0.0060 0.8% 9% False True 185
10 0.7553 0.7390 0.0164 2.2% 0.0051 0.7% 9% False True 174
20 0.7553 0.7300 0.0253 3.4% 0.0047 0.6% 41% False False 109
40 0.7553 0.7177 0.0376 5.1% 0.0054 0.7% 60% False False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7828
2.618 0.7692
1.618 0.7608
1.000 0.7557
0.618 0.7525
HIGH 0.7473
0.618 0.7441
0.500 0.7431
0.382 0.7421
LOW 0.7390
0.618 0.7338
1.000 0.7306
1.618 0.7254
2.618 0.7171
4.250 0.7035
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 0.7431 0.7462
PP 0.7422 0.7442
S1 0.7413 0.7423

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

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