CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 14-Mar-2022
Day Change Summary
Previous Current
11-Mar-2022 14-Mar-2022 Change Change % Previous Week
Open 0.7330 0.7310 -0.0020 -0.3% 0.7390
High 0.7350 0.7310 -0.0040 -0.5% 0.7444
Low 0.7313 0.7215 -0.0098 -1.3% 0.7296
Close 0.7318 0.7217 -0.0101 -1.4% 0.7318
Range 0.0038 0.0095 0.0058 153.3% 0.0148
ATR
Volume 4 18 14 350.0% 155
Daily Pivots for day following 14-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7532 0.7470 0.7269
R3 0.7437 0.7375 0.7243
R2 0.7342 0.7342 0.7234
R1 0.7280 0.7280 0.7226 0.7264
PP 0.7247 0.7247 0.7247 0.7239
S1 0.7185 0.7185 0.7208 0.7169
S2 0.7152 0.7152 0.7200
S3 0.7057 0.7090 0.7191
S4 0.6962 0.6995 0.7165
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7797 0.7705 0.7399
R3 0.7649 0.7557 0.7359
R2 0.7501 0.7501 0.7345
R1 0.7409 0.7409 0.7332 0.7381
PP 0.7353 0.7353 0.7353 0.7339
S1 0.7261 0.7261 0.7304 0.7233
S2 0.7205 0.7205 0.7291
S3 0.7057 0.7113 0.7277
S4 0.6909 0.6965 0.7237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7386 0.7215 0.0171 2.4% 0.0056 0.8% 1% False True 30
10 0.7444 0.7215 0.0229 3.2% 0.0048 0.7% 1% False True 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7714
2.618 0.7559
1.618 0.7464
1.000 0.7405
0.618 0.7369
HIGH 0.7310
0.618 0.7274
0.500 0.7263
0.382 0.7251
LOW 0.7215
0.618 0.7156
1.000 0.7120
1.618 0.7061
2.618 0.6966
4.250 0.6811
Fisher Pivots for day following 14-Mar-2022
Pivot 1 day 3 day
R1 0.7263 0.7300
PP 0.7247 0.7273
S1 0.7232 0.7245

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

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