CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 0.7298 0.7275 -0.0023 -0.3% 0.7270
High 0.7322 0.7299 -0.0023 -0.3% 0.7322
Low 0.7243 0.7257 0.0014 0.2% 0.7227
Close 0.7263 0.7292 0.0030 0.4% 0.7263
Range 0.0079 0.0043 -0.0037 -46.2% 0.0096
ATR 0.0063 0.0062 -0.0001 -2.3% 0.0000
Volume 11 5 -6 -54.5% 261
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7410 0.7394 0.7315
R3 0.7368 0.7351 0.7304
R2 0.7325 0.7325 0.7300
R1 0.7309 0.7309 0.7296 0.7317
PP 0.7283 0.7283 0.7283 0.7287
S1 0.7266 0.7266 0.7288 0.7274
S2 0.7240 0.7240 0.7284
S3 0.7198 0.7224 0.7280
S4 0.7155 0.7181 0.7269
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 0.7229 0.0094 1.3% 0.0068 0.9% 68% False False 43
10 0.7378 0.7227 0.0152 2.1% 0.0061 0.8% 43% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7480
2.618 0.7410
1.618 0.7368
1.000 0.7342
0.618 0.7325
HIGH 0.7299
0.618 0.7283
0.500 0.7278
0.382 0.7273
LOW 0.7257
0.618 0.7230
1.000 0.7214
1.618 0.7188
2.618 0.7145
4.250 0.7076
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 0.7287 0.7287
PP 0.7283 0.7281
S1 0.7278 0.7276

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

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