CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 15-Mar-2022
Day Change Summary
Previous Current
14-Mar-2022 15-Mar-2022 Change Change % Previous Week
Open 0.7310 0.7195 -0.0115 -1.6% 0.7390
High 0.7310 0.7241 -0.0069 -0.9% 0.7444
Low 0.7215 0.7195 -0.0020 -0.3% 0.7296
Close 0.7217 0.7213 -0.0004 -0.1% 0.7318
Range 0.0095 0.0046 -0.0049 -51.6% 0.0148
ATR 0.0000 0.0059 0.0059 0.0000
Volume 18 79 61 338.9% 155
Daily Pivots for day following 15-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7354 0.7330 0.7238
R3 0.7308 0.7284 0.7226
R2 0.7262 0.7262 0.7221
R1 0.7238 0.7238 0.7217 0.7250
PP 0.7216 0.7216 0.7216 0.7223
S1 0.7192 0.7192 0.7209 0.7204
S2 0.7170 0.7170 0.7205
S3 0.7124 0.7146 0.7200
S4 0.7078 0.7100 0.7188
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 0.7195 0.0191 2.6% 0.0050 0.7% 9% False True 35
10 0.7444 0.7195 0.0249 3.5% 0.0052 0.7% 7% False True 28
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7437
2.618 0.7361
1.618 0.7315
1.000 0.7287
0.618 0.7269
HIGH 0.7241
0.618 0.7223
0.500 0.7218
0.382 0.7213
LOW 0.7195
0.618 0.7167
1.000 0.7149
1.618 0.7121
2.618 0.7075
4.250 0.7000
Fisher Pivots for day following 15-Mar-2022
Pivot 1 day 3 day
R1 0.7218 0.7273
PP 0.7216 0.7253
S1 0.7215 0.7233

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

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