CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 22-Mar-2022
Day Change Summary
Previous Current
21-Mar-2022 22-Mar-2022 Change Change % Previous Week
Open 0.7446 0.7417 -0.0029 -0.4% 0.7310
High 0.7447 0.7483 0.0036 0.5% 0.7439
Low 0.7405 0.7417 0.0012 0.2% 0.7195
Close 0.7416 0.7483 0.0067 0.9% 0.7431
Range 0.0042 0.0066 0.0024 57.1% 0.0244
ATR 0.0064 0.0064 0.0000 0.4% 0.0000
Volume 32 5 -27 -84.4% 277
Daily Pivots for day following 22-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7659 0.7637 0.7519
R3 0.7593 0.7571 0.7501
R2 0.7527 0.7527 0.7495
R1 0.7505 0.7505 0.7489 0.7516
PP 0.7461 0.7461 0.7461 0.7467
S1 0.7439 0.7439 0.7477 0.7450
S2 0.7395 0.7395 0.7471
S3 0.7329 0.7373 0.7465
S4 0.7263 0.7307 0.7447
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8087 0.8003 0.7565
R3 0.7843 0.7759 0.7498
R2 0.7599 0.7599 0.7475
R1 0.7515 0.7515 0.7453 0.7557
PP 0.7355 0.7355 0.7355 0.7376
S1 0.7271 0.7271 0.7408 0.7313
S2 0.7111 0.7111 0.7386
S3 0.6867 0.7027 0.7363
S4 0.6623 0.6783 0.7296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7483 0.7208 0.0275 3.7% 0.0068 0.9% 100% True False 43
10 0.7483 0.7195 0.0288 3.8% 0.0059 0.8% 100% True False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7764
2.618 0.7656
1.618 0.7590
1.000 0.7549
0.618 0.7524
HIGH 0.7483
0.618 0.7458
0.500 0.7450
0.382 0.7442
LOW 0.7417
0.618 0.7376
1.000 0.7351
1.618 0.7310
2.618 0.7244
4.250 0.7137
Fisher Pivots for day following 22-Mar-2022
Pivot 1 day 3 day
R1 0.7472 0.7467
PP 0.7461 0.7450
S1 0.7450 0.7434

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

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