CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 18-Nov-2021
Day Change Summary
Previous Current
17-Nov-2021 18-Nov-2021 Change Change % Previous Week
Open 0.7298 0.7269 -0.0030 -0.4% 0.7402
High 0.7306 0.7297 -0.0010 -0.1% 0.7434
Low 0.7264 0.7255 -0.0009 -0.1% 0.7280
Close 0.7264 0.7280 0.0016 0.2% 0.7334
Range 0.0043 0.0042 -0.0001 -2.4% 0.0154
ATR 0.0053 0.0052 -0.0001 -1.6% 0.0000
Volume 362 540 178 49.2% 1,029
Daily Pivots for day following 18-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7402 0.7382 0.7302
R3 0.7360 0.7341 0.7291
R2 0.7319 0.7319 0.7287
R1 0.7299 0.7299 0.7283 0.7309
PP 0.7277 0.7277 0.7277 0.7282
S1 0.7258 0.7258 0.7276 0.7267
S2 0.7236 0.7236 0.7272
S3 0.7194 0.7216 0.7268
S4 0.7153 0.7175 0.7257
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 0.7255 0.0117 1.6% 0.0050 0.7% 21% False True 288
10 0.7434 0.7255 0.0179 2.5% 0.0051 0.7% 14% False True 304
20 0.7553 0.7255 0.0298 4.1% 0.0051 0.7% 8% False True 239
40 0.7553 0.7177 0.0376 5.2% 0.0052 0.7% 27% False False 140
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7473
2.618 0.7405
1.618 0.7364
1.000 0.7338
0.618 0.7322
HIGH 0.7297
0.618 0.7281
0.500 0.7276
0.382 0.7271
LOW 0.7255
0.618 0.7229
1.000 0.7214
1.618 0.7188
2.618 0.7146
4.250 0.7079
Fisher Pivots for day following 18-Nov-2021
Pivot 1 day 3 day
R1 0.7278 0.7311
PP 0.7277 0.7300
S1 0.7276 0.7290

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

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