CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 15-Nov-2021
Day Change Summary
Previous Current
12-Nov-2021 15-Nov-2021 Change Change % Previous Week
Open 0.7293 0.7333 0.0040 0.5% 0.7402
High 0.7337 0.7372 0.0035 0.5% 0.7434
Low 0.7280 0.7330 0.0050 0.7% 0.7280
Close 0.7334 0.7355 0.0021 0.3% 0.7334
Range 0.0057 0.0043 -0.0015 -25.4% 0.0154
ATR 0.0054 0.0053 -0.0001 -1.5% 0.0000
Volume 87 311 224 257.5% 1,029
Daily Pivots for day following 15-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7480 0.7460 0.7378
R3 0.7437 0.7417 0.7366
R2 0.7395 0.7395 0.7362
R1 0.7375 0.7375 0.7358 0.7385
PP 0.7352 0.7352 0.7352 0.7357
S1 0.7332 0.7332 0.7351 0.7342
S2 0.7310 0.7310 0.7347
S3 0.7267 0.7290 0.7343
S4 0.7225 0.7247 0.7331
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7810 0.7725 0.7418
R3 0.7656 0.7572 0.7376
R2 0.7503 0.7503 0.7362
R1 0.7418 0.7418 0.7348 0.7384
PP 0.7349 0.7349 0.7349 0.7332
S1 0.7265 0.7265 0.7319 0.7230
S2 0.7196 0.7196 0.7305
S3 0.7042 0.7111 0.7291
S4 0.6889 0.6958 0.7249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7434 0.7280 0.0154 2.1% 0.0055 0.7% 49% False False 224
10 0.7534 0.7280 0.0254 3.4% 0.0059 0.8% 29% False False 264
20 0.7553 0.7280 0.0273 3.7% 0.0052 0.7% 27% False False 200
40 0.7553 0.7177 0.0376 5.1% 0.0054 0.7% 47% False False 119
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7553
2.618 0.7483
1.618 0.7441
1.000 0.7415
0.618 0.7398
HIGH 0.7372
0.618 0.7356
0.500 0.7351
0.382 0.7346
LOW 0.7330
0.618 0.7303
1.000 0.7287
1.618 0.7261
2.618 0.7218
4.250 0.7149
Fisher Pivots for day following 15-Nov-2021
Pivot 1 day 3 day
R1 0.7353 0.7345
PP 0.7352 0.7336
S1 0.7351 0.7326

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

View Archives - Comment on this page... - Back to Index of Symbols