CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 23-Sep-2021
Day Change Summary
Previous Current
22-Sep-2021 23-Sep-2021 Change Change % Previous Week
Open 0.7290 0.7246 -0.0044 -0.6% 0.7357
High 0.7299 0.7321 0.0022 0.3% 0.7414
Low 0.7230 0.7230 -0.0001 0.0% 0.7269
Close 0.7245 0.7316 0.0071 1.0% 0.7278
Range 0.0069 0.0091 0.0022 31.9% 0.0145
ATR 0.0060 0.0062 0.0002 3.8% 0.0000
Volume 131 61 -70 -53.4% 74
Daily Pivots for day following 23-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7562 0.7530 0.7366
R3 0.7471 0.7439 0.7341
R2 0.7380 0.7380 0.7332
R1 0.7348 0.7348 0.7324 0.7364
PP 0.7289 0.7289 0.7289 0.7297
S1 0.7257 0.7257 0.7307 0.7273
S2 0.7198 0.7198 0.7299
S3 0.7107 0.7166 0.7290
S4 0.7016 0.7075 0.7265
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 0.7327 0.7227 0.0101 1.4% 0.0065 0.9% 89% False False 51
10 0.7414 0.7227 0.0187 2.6% 0.0061 0.8% 48% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7707
2.618 0.7559
1.618 0.7468
1.000 0.7412
0.618 0.7377
HIGH 0.7321
0.618 0.7286
0.500 0.7275
0.382 0.7264
LOW 0.7230
0.618 0.7173
1.000 0.7139
1.618 0.7082
2.618 0.6991
4.250 0.6843
Fisher Pivots for day following 23-Sep-2021
Pivot 1 day 3 day
R1 0.7302 0.7302
PP 0.7289 0.7288
S1 0.7275 0.7275

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

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