CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 24-Sep-2021
Day Change Summary
Previous Current
23-Sep-2021 24-Sep-2021 Change Change % Previous Week
Open 0.7246 0.7298 0.0052 0.7% 0.7270
High 0.7321 0.7322 0.0002 0.0% 0.7322
Low 0.7230 0.7243 0.0014 0.2% 0.7227
Close 0.7316 0.7263 -0.0053 -0.7% 0.7263
Range 0.0091 0.0079 -0.0012 -13.2% 0.0096
ATR 0.0062 0.0063 0.0001 2.0% 0.0000
Volume 61 11 -50 -82.0% 261
Daily Pivots for day following 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7513 0.7467 0.7306
R3 0.7434 0.7388 0.7284
R2 0.7355 0.7355 0.7277
R1 0.7309 0.7309 0.7270 0.7292
PP 0.7276 0.7276 0.7276 0.7268
S1 0.7230 0.7230 0.7255 0.7213
S2 0.7197 0.7197 0.7248
S3 0.7118 0.7151 0.7241
S4 0.7039 0.7072 0.7219
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7557 0.7505 0.7315
R3 0.7461 0.7410 0.7289
R2 0.7366 0.7366 0.7280
R1 0.7314 0.7314 0.7271 0.7292
PP 0.7270 0.7270 0.7270 0.7259
S1 0.7219 0.7219 0.7254 0.7197
S2 0.7175 0.7175 0.7245
S3 0.7079 0.7123 0.7236
S4 0.6984 0.7028 0.7210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7322 0.7227 0.0096 1.3% 0.0069 1.0% 38% True False 52
10 0.7414 0.7227 0.0187 2.6% 0.0064 0.9% 19% False False 33
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 0.7658
2.618 0.7529
1.618 0.7450
1.000 0.7401
0.618 0.7371
HIGH 0.7322
0.618 0.7292
0.500 0.7283
0.382 0.7273
LOW 0.7243
0.618 0.7194
1.000 0.7164
1.618 0.7115
2.618 0.7036
4.250 0.6907
Fisher Pivots for day following 24-Sep-2021
Pivot 1 day 3 day
R1 0.7283 0.7276
PP 0.7276 0.7271
S1 0.7269 0.7267

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

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