CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 30-Nov-2021
Day Change Summary
Previous Current
29-Nov-2021 30-Nov-2021 Change Change % Previous Week
Open 0.7134 0.7152 0.0019 0.3% 0.7237
High 0.7163 0.7175 0.0012 0.2% 0.7274
Low 0.7118 0.7068 -0.0050 -0.7% 0.7117
Close 0.7133 0.7126 -0.0007 -0.1% 0.7132
Range 0.0045 0.0107 0.0062 136.7% 0.0157
ATR 0.0053 0.0057 0.0004 7.3% 0.0000
Volume 1,082 5,917 4,835 446.9% 2,875
Daily Pivots for day following 30-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7442 0.7390 0.7184
R3 0.7336 0.7284 0.7155
R2 0.7229 0.7229 0.7145
R1 0.7177 0.7177 0.7135 0.7150
PP 0.7123 0.7123 0.7123 0.7109
S1 0.7071 0.7071 0.7116 0.7044
S2 0.7016 0.7016 0.7106
S3 0.6910 0.6964 0.7096
S4 0.6803 0.6858 0.7067
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7645 0.7546 0.7218
R3 0.7488 0.7389 0.7175
R2 0.7331 0.7331 0.7161
R1 0.7232 0.7232 0.7146 0.7203
PP 0.7174 0.7174 0.7174 0.7160
S1 0.7075 0.7075 0.7118 0.7046
S2 0.7017 0.7017 0.7103
S3 0.6860 0.6918 0.7089
S4 0.6703 0.6761 0.7046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7236 0.7068 0.0168 2.4% 0.0063 0.9% 34% False True 1,916
10 0.7367 0.7068 0.0299 4.2% 0.0057 0.8% 19% False True 1,152
20 0.7534 0.7068 0.0466 6.5% 0.0058 0.8% 12% False True 708
40 0.7553 0.7068 0.0485 6.8% 0.0050 0.7% 12% False True 397
60 0.7553 0.7068 0.0485 6.8% 0.0055 0.8% 12% False True 275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7627
2.618 0.7453
1.618 0.7347
1.000 0.7281
0.618 0.7240
HIGH 0.7175
0.618 0.7134
0.500 0.7121
0.382 0.7109
LOW 0.7068
0.618 0.7002
1.000 0.6962
1.618 0.6896
2.618 0.6789
4.250 0.6615
Fisher Pivots for day following 30-Nov-2021
Pivot 1 day 3 day
R1 0.7124 0.7140
PP 0.7123 0.7135
S1 0.7121 0.7130

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

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