CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 11-Nov-2021
Day Change Summary
Previous Current
10-Nov-2021 11-Nov-2021 Change Change % Previous Week
Open 0.7379 0.7333 -0.0047 -0.6% 0.7523
High 0.7395 0.7338 -0.0058 -0.8% 0.7534
Low 0.7330 0.7291 -0.0039 -0.5% 0.7369
Close 0.7336 0.7296 -0.0040 -0.5% 0.7397
Range 0.0065 0.0047 -0.0019 -28.5% 0.0165
ATR 0.0055 0.0054 -0.0001 -1.1% 0.0000
Volume 194 264 70 36.1% 1,437
Daily Pivots for day following 11-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7448 0.7418 0.7321
R3 0.7401 0.7372 0.7308
R2 0.7355 0.7355 0.7304
R1 0.7325 0.7325 0.7300 0.7317
PP 0.7308 0.7308 0.7308 0.7304
S1 0.7279 0.7279 0.7291 0.7270
S2 0.7262 0.7262 0.7287
S3 0.7215 0.7232 0.7283
S4 0.7169 0.7186 0.7270
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7928 0.7828 0.7488
R3 0.7763 0.7663 0.7442
R2 0.7598 0.7598 0.7427
R1 0.7498 0.7498 0.7412 0.7465
PP 0.7433 0.7433 0.7433 0.7417
S1 0.7333 0.7333 0.7382 0.7300
S2 0.7268 0.7268 0.7367
S3 0.7103 0.7168 0.7352
S4 0.6938 0.7003 0.7306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7434 0.7291 0.0143 2.0% 0.0052 0.7% 3% False True 319
10 0.7552 0.7291 0.0261 3.6% 0.0056 0.8% 2% False True 252
20 0.7553 0.7291 0.0262 3.6% 0.0049 0.7% 2% False True 181
40 0.7553 0.7177 0.0376 5.2% 0.0054 0.7% 32% False False 111
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7535
2.618 0.7459
1.618 0.7413
1.000 0.7384
0.618 0.7366
HIGH 0.7338
0.618 0.7320
0.500 0.7314
0.382 0.7309
LOW 0.7291
0.618 0.7262
1.000 0.7245
1.618 0.7216
2.618 0.7169
4.250 0.7093
Fisher Pivots for day following 11-Nov-2021
Pivot 1 day 3 day
R1 0.7314 0.7362
PP 0.7308 0.7340
S1 0.7302 0.7318

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

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