CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 0.7275 0.7280 0.0005 0.1% 0.7270
High 0.7299 0.7316 0.0017 0.2% 0.7322
Low 0.7257 0.7233 -0.0024 -0.3% 0.7227
Close 0.7292 0.7248 -0.0045 -0.6% 0.7263
Range 0.0043 0.0083 0.0041 95.3% 0.0096
ATR 0.0062 0.0063 0.0002 2.5% 0.0000
Volume 5 42 37 740.0% 261
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7515 0.7464 0.7293
R3 0.7432 0.7381 0.7270
R2 0.7349 0.7349 0.7263
R1 0.7298 0.7298 0.7255 0.7282
PP 0.7266 0.7266 0.7266 0.7257
S1 0.7215 0.7215 0.7240 0.7199
S2 0.7183 0.7183 0.7232
S3 0.7100 0.7132 0.7225
S4 0.7017 0.7049 0.7202
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 0.7230 0.0093 1.3% 0.0073 1.0% 19% False False 50
10 0.7350 0.7227 0.0124 1.7% 0.0064 0.9% 17% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7669
2.618 0.7533
1.618 0.7450
1.000 0.7399
0.618 0.7367
HIGH 0.7316
0.618 0.7284
0.500 0.7275
0.382 0.7265
LOW 0.7233
0.618 0.7182
1.000 0.7150
1.618 0.7099
2.618 0.7016
4.250 0.6880
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 0.7275 0.7278
PP 0.7266 0.7268
S1 0.7257 0.7258

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

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