CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 22-Sep-2021
Day Change Summary
Previous Current
21-Sep-2021 22-Sep-2021 Change Change % Previous Week
Open 0.7256 0.7290 0.0034 0.5% 0.7357
High 0.7288 0.7299 0.0011 0.2% 0.7414
Low 0.7229 0.7230 0.0002 0.0% 0.7269
Close 0.7242 0.7245 0.0004 0.0% 0.7278
Range 0.0060 0.0069 0.0010 16.0% 0.0145
ATR 0.0000 0.0060 0.0060 0.0000
Volume 10 131 121 1,210.0% 74
Daily Pivots for day following 22-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7465 0.7424 0.7283
R3 0.7396 0.7355 0.7264
R2 0.7327 0.7327 0.7258
R1 0.7286 0.7286 0.7251 0.7272
PP 0.7258 0.7258 0.7258 0.7251
S1 0.7217 0.7217 0.7239 0.7203
S2 0.7189 0.7189 0.7232
S3 0.7120 0.7148 0.7226
S4 0.7051 0.7079 0.7207
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% 0.0061 0.8% 15% False False 43
10 0.7414 0.7227 0.0187 2.6% 0.0056 0.8% 10% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7592
2.618 0.7480
1.618 0.7411
1.000 0.7368
0.618 0.7342
HIGH 0.7299
0.618 0.7273
0.500 0.7265
0.382 0.7256
LOW 0.7230
0.618 0.7187
1.000 0.7161
1.618 0.7118
2.618 0.7049
4.250 0.6937
Fisher Pivots for day following 22-Sep-2021
Pivot 1 day 3 day
R1 0.7265 0.7263
PP 0.7258 0.7257
S1 0.7252 0.7251

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

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