CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 17-Sep-2021
Day Change Summary
Previous Current
16-Sep-2021 17-Sep-2021 Change Change % Previous Week
Open 0.7347 0.7298 -0.0049 -0.7% 0.7357
High 0.7350 0.7327 -0.0023 -0.3% 0.7414
Low 0.7281 0.7269 -0.0012 -0.2% 0.7269
Close 0.7301 0.7278 -0.0023 -0.3% 0.7278
Range 0.0070 0.0059 -0.0011 -15.8% 0.0145
ATR
Volume 18 9 -9 -50.0% 74
Daily Pivots for day following 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7467 0.7431 0.7310
R3 0.7408 0.7372 0.7294
R2 0.7350 0.7350 0.7289
R1 0.7314 0.7314 0.7283 0.7303
PP 0.7291 0.7291 0.7291 0.7286
S1 0.7255 0.7255 0.7273 0.7244
S2 0.7233 0.7233 0.7267
S3 0.7174 0.7197 0.7262
S4 0.7116 0.7138 0.7246
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7755 0.7662 0.7358
R3 0.7610 0.7517 0.7318
R2 0.7465 0.7465 0.7305
R1 0.7372 0.7372 0.7291 0.7346
PP 0.7320 0.7320 0.7320 0.7307
S1 0.7227 0.7227 0.7265 0.7201
S2 0.7175 0.7175 0.7251
S3 0.7030 0.7082 0.7238
S4 0.6885 0.6937 0.7198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7414 0.7269 0.0145 2.0% 0.0058 0.8% 7% False True 14
10 0.7484 0.7269 0.0215 3.0% 0.0061 0.8% 4% False True 19
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7576
2.618 0.7480
1.618 0.7422
1.000 0.7386
0.618 0.7363
HIGH 0.7327
0.618 0.7305
0.500 0.7298
0.382 0.7291
LOW 0.7269
0.618 0.7232
1.000 0.7210
1.618 0.7174
2.618 0.7115
4.250 0.7020
Fisher Pivots for day following 17-Sep-2021
Pivot 1 day 3 day
R1 0.7298 0.7309
PP 0.7291 0.7299
S1 0.7285 0.7288

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

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