CME Australian Dollar Future June 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	0.7304	0.7263	-0.0041	-0.6%	0.7407
High	0.7304	0.7263	-0.0041	-0.6%	0.7427
Low	0.7304	0.7263	-0.0041	-0.6%	0.7295
Close	0.7304	0.7263	-0.0041	-0.6%	0.7333
Range
ATR	0.0037	0.0037	0.0000	0.7%	0.0000
Volume

Daily Pivots for day following 17-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7263	0.7263	0.7263
R3	0.7263	0.7263	0.7263
R2	0.7263	0.7263	0.7263
R1	0.7263	0.7263	0.7263	0.7263
PP	0.7263	0.7263	0.7263	0.7263
S1	0.7263	0.7263	0.7263	0.7263
S2	0.7263	0.7263	0.7263
S3	0.7263	0.7263	0.7263
S4	0.7263	0.7263	0.7263

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7748	0.7672	0.7405
R3	0.7616	0.7540	0.7369
R2	0.7484	0.7484	0.7357
R1	0.7408	0.7408	0.7345	0.7380
PP	0.7352	0.7352	0.7352	0.7337
S1	0.7276	0.7276	0.7320	0.7248
S2	0.7220	0.7220	0.7308
S3	0.7088	0.7144	0.7296
S4	0.6956	0.7012	0.7260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7354	0.7263	0.0091	1.2%	0.0008	0.1%	0%	False	True	3
10	0.7427	0.7263	0.0164	2.3%	0.0013	0.2%	0%	False	True	3

Crabel Price Patterns
NR	False
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	0.0002

Fibonacci Retracements and Extensions
4.250	0.7263
2.618	0.7263
1.618	0.7263
1.000	0.7263
0.618	0.7263
HIGH	0.7263
0.618	0.7263
0.500	0.7263
0.382	0.7263
LOW	0.7263
0.618	0.7263
1.000	0.7263
1.618	0.7263
2.618	0.7263
4.250	0.7263

Fisher Pivots for day following 17-Nov-2021
Pivot	1 day	3 day
R1	0.7263	0.7308
PP	0.7263	0.7293
S1	0.7263	0.7278

Download as Excel Spreadsheet

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

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