CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 23-Dec-2021
Day Change Summary
Previous Current
22-Dec-2021 23-Dec-2021 Change Change % Previous Week
Open 0.7152 0.7208 0.0056 0.8% 0.7167
High 0.7222 0.7253 0.0032 0.4% 0.7227
Low 0.7122 0.7198 0.0076 1.1% 0.7093
Close 0.7216 0.7251 0.0035 0.5% 0.7138
Range 0.0100 0.0056 -0.0044 -44.2% 0.0134
ATR 0.0064 0.0064 -0.0001 -1.0% 0.0000
Volume 60,468 56,472 -3,996 -6.6% 389,763
Daily Pivots for day following 23-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7400 0.7381 0.7282
R3 0.7345 0.7326 0.7266
R2 0.7289 0.7289 0.7261
R1 0.7270 0.7270 0.7256 0.7280
PP 0.7234 0.7234 0.7234 0.7239
S1 0.7215 0.7215 0.7246 0.7224
S2 0.7178 0.7178 0.7241
S3 0.7123 0.7159 0.7236
S4 0.7067 0.7104 0.7220
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7555 0.7480 0.7212
R3 0.7421 0.7346 0.7175
R2 0.7287 0.7287 0.7163
R1 0.7212 0.7212 0.7150 0.7183
PP 0.7153 0.7153 0.7153 0.7138
S1 0.7078 0.7078 0.7126 0.7049
S2 0.7019 0.7019 0.7113
S3 0.6885 0.6944 0.7101
S4 0.6751 0.6810 0.7064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7253 0.7084 0.0169 2.3% 0.0064 0.9% 99% True False 62,575
10 0.7253 0.7084 0.0169 2.3% 0.0065 0.9% 99% True False 70,852
20 0.7253 0.6998 0.0255 3.5% 0.0068 0.9% 99% True False 51,954
40 0.7553 0.6998 0.0555 7.7% 0.0060 0.8% 46% False False 26,154
60 0.7553 0.6998 0.0555 7.7% 0.0055 0.8% 46% False False 17,451
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7489
2.618 0.7398
1.618 0.7343
1.000 0.7309
0.618 0.7287
HIGH 0.7253
0.618 0.7232
0.500 0.7225
0.382 0.7219
LOW 0.7198
0.618 0.7163
1.000 0.7142
1.618 0.7108
2.618 0.7052
4.250 0.6962
Fisher Pivots for day following 23-Dec-2021
Pivot 1 day 3 day
R1 0.7242 0.7226
PP 0.7234 0.7202
S1 0.7225 0.7177

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

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