CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 17-Mar-2022
Day Change Summary
Previous Current
16-Mar-2022 17-Mar-2022 Change Change % Previous Week
Open 0.7216 0.7337 0.0121 1.7% 0.7390
High 0.7312 0.7411 0.0099 1.4% 0.7444
Low 0.7208 0.7337 0.0129 1.8% 0.7296
Close 0.7289 0.7399 0.0110 1.5% 0.7318
Range 0.0104 0.0074 -0.0030 -28.8% 0.0148
ATR 0.0062 0.0066 0.0004 7.0% 0.0000
Volume 125 9 -116 -92.8% 155
Daily Pivots for day following 17-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7604 0.7575 0.7439
R3 0.7530 0.7501 0.7419
R2 0.7456 0.7456 0.7412
R1 0.7427 0.7427 0.7405 0.7442
PP 0.7382 0.7382 0.7382 0.7389
S1 0.7353 0.7353 0.7392 0.7368
S2 0.7308 0.7308 0.7385
S3 0.7234 0.7279 0.7378
S4 0.7160 0.7205 0.7358
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 0.7411 0.7195 0.0216 2.9% 0.0071 1.0% 94% True False 47
10 0.7444 0.7195 0.0249 3.4% 0.0069 0.9% 82% False False 39
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7726
2.618 0.7605
1.618 0.7531
1.000 0.7485
0.618 0.7457
HIGH 0.7411
0.618 0.7383
0.500 0.7374
0.382 0.7365
LOW 0.7337
0.618 0.7291
1.000 0.7263
1.618 0.7217
2.618 0.7143
4.250 0.7023
Fisher Pivots for day following 17-Mar-2022
Pivot 1 day 3 day
R1 0.7390 0.7367
PP 0.7382 0.7335
S1 0.7374 0.7303

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

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