CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 21-Sep-2021
Day Change Summary
Previous Current
20-Sep-2021 21-Sep-2021 Change Change % Previous Week
Open 0.7270 0.7256 -0.0014 -0.2% 0.7357
High 0.7274 0.7288 0.0015 0.2% 0.7414
Low 0.7227 0.7229 0.0002 0.0% 0.7269
Close 0.7244 0.7242 -0.0002 0.0% 0.7278
Range 0.0047 0.0060 0.0013 26.6% 0.0145
ATR
Volume 48 10 -38 -79.2% 74
Daily Pivots for day following 21-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7431 0.7396 0.7274
R3 0.7372 0.7336 0.7258
R2 0.7312 0.7312 0.7252
R1 0.7277 0.7277 0.7247 0.7265
PP 0.7253 0.7253 0.7253 0.7247
S1 0.7217 0.7217 0.7236 0.7205
S2 0.7193 0.7193 0.7231
S3 0.7134 0.7158 0.7225
S4 0.7074 0.7098 0.7209
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 0.7350 0.7227 0.0124 1.7% 0.0054 0.7% 12% False False 18
10 0.7414 0.7227 0.0187 2.6% 0.0055 0.8% 8% False False 22
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7541
2.618 0.7444
1.618 0.7384
1.000 0.7348
0.618 0.7325
HIGH 0.7288
0.618 0.7265
0.500 0.7258
0.382 0.7251
LOW 0.7229
0.618 0.7192
1.000 0.7169
1.618 0.7132
2.618 0.7073
4.250 0.6976
Fisher Pivots for day following 21-Sep-2021
Pivot 1 day 3 day
R1 0.7258 0.7277
PP 0.7253 0.7265
S1 0.7247 0.7253

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

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