CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 17-Nov-2021
Day Change Summary
Previous Current
16-Nov-2021 17-Nov-2021 Change Change % Previous Week
Open 0.7351 0.7298 -0.0053 -0.7% 0.7402
High 0.7367 0.7306 -0.0061 -0.8% 0.7434
Low 0.7303 0.7264 -0.0039 -0.5% 0.7280
Close 0.7305 0.7264 -0.0041 -0.6% 0.7334
Range 0.0064 0.0043 -0.0022 -33.6% 0.0154
ATR 0.0054 0.0053 -0.0001 -1.5% 0.0000
Volume 141 362 221 156.7% 1,029
Daily Pivots for day following 17-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7405 0.7377 0.7287
R3 0.7363 0.7334 0.7275
R2 0.7320 0.7320 0.7271
R1 0.7292 0.7292 0.7267 0.7285
PP 0.7278 0.7278 0.7278 0.7274
S1 0.7249 0.7249 0.7260 0.7242
S2 0.7235 0.7235 0.7256
S3 0.7193 0.7207 0.7252
S4 0.7150 0.7164 0.7240
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 0.7372 0.7264 0.0109 1.5% 0.0051 0.7% 0% False True 233
10 0.7473 0.7264 0.0210 2.9% 0.0055 0.8% 0% False True 263
20 0.7553 0.7264 0.0290 4.0% 0.0053 0.7% 0% False True 218
40 0.7553 0.7177 0.0376 5.2% 0.0053 0.7% 23% False False 128
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7487
2.618 0.7417
1.618 0.7375
1.000 0.7349
0.618 0.7332
HIGH 0.7306
0.618 0.7290
0.500 0.7285
0.382 0.7280
LOW 0.7264
0.618 0.7237
1.000 0.7221
1.618 0.7195
2.618 0.7152
4.250 0.7083
Fisher Pivots for day following 17-Nov-2021
Pivot 1 day 3 day
R1 0.7285 0.7318
PP 0.7278 0.7300
S1 0.7271 0.7282

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

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