CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 30-Mar-2022
Day Change Summary
Previous Current
29-Mar-2022 30-Mar-2022 Change Change % Previous Week
Open 0.7503 0.7540 0.0037 0.5% 0.7446
High 0.7536 0.7555 0.0019 0.3% 0.7559
Low 0.7500 0.7530 0.0030 0.4% 0.7405
Close 0.7536 0.7531 -0.0006 -0.1% 0.7545
Range 0.0036 0.0025 -0.0011 -30.6% 0.0154
ATR 0.0059 0.0057 -0.0002 -4.1% 0.0000
Volume 24 28 4 16.7% 169
Daily Pivots for day following 30-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7614 0.7597 0.7544
R3 0.7589 0.7572 0.7537
R2 0.7564 0.7564 0.7535
R1 0.7547 0.7547 0.7533 0.7543
PP 0.7539 0.7539 0.7539 0.7536
S1 0.7522 0.7522 0.7528 0.7518
S2 0.7514 0.7514 0.7526
S3 0.7489 0.7497 0.7524
S4 0.7464 0.7472 0.7517
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7965 0.7909 0.7629
R3 0.7811 0.7755 0.7587
R2 0.7657 0.7657 0.7573
R1 0.7601 0.7601 0.7559 0.7629
PP 0.7503 0.7503 0.7503 0.7517
S1 0.7447 0.7447 0.7530 0.7475
S2 0.7349 0.7349 0.7516
S3 0.7195 0.7293 0.7502
S4 0.7041 0.7139 0.7460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7560 0.7490 0.0070 0.9% 0.0042 0.6% 58% False False 51
10 0.7560 0.7337 0.0223 3.0% 0.0050 0.7% 87% False False 36
20 0.7560 0.7195 0.0365 4.8% 0.0056 0.7% 92% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0007
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7661
2.618 0.7620
1.618 0.7595
1.000 0.7580
0.618 0.7570
HIGH 0.7555
0.618 0.7545
0.500 0.7543
0.382 0.7540
LOW 0.7530
0.618 0.7515
1.000 0.7505
1.618 0.7490
2.618 0.7465
4.250 0.7424
Fisher Pivots for day following 30-Mar-2022
Pivot 1 day 3 day
R1 0.7543 0.7529
PP 0.7539 0.7527
S1 0.7535 0.7525

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

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