CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 29-Sep-2021
Day Change Summary
Previous Current
28-Sep-2021 29-Sep-2021 Change Change % Previous Week
Open 0.7280 0.7250 -0.0030 -0.4% 0.7270
High 0.7316 0.7270 -0.0047 -0.6% 0.7322
Low 0.7233 0.7177 -0.0056 -0.8% 0.7227
Close 0.7248 0.7190 -0.0058 -0.8% 0.7263
Range 0.0083 0.0093 0.0010 11.4% 0.0096
ATR 0.0063 0.0065 0.0002 3.3% 0.0000
Volume 42 22 -20 -47.6% 261
Daily Pivots for day following 29-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7490 0.7432 0.7240
R3 0.7397 0.7340 0.7215
R2 0.7305 0.7305 0.7206
R1 0.7247 0.7247 0.7198 0.7230
PP 0.7212 0.7212 0.7212 0.7203
S1 0.7155 0.7155 0.7181 0.7137
S2 0.7120 0.7120 0.7173
S3 0.7027 0.7062 0.7164
S4 0.6935 0.6970 0.7139
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 0.7177 0.0145 2.0% 0.0078 1.1% 9% False True 28
10 0.7350 0.7177 0.0173 2.4% 0.0069 1.0% 7% False True 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7663
2.618 0.7512
1.618 0.7419
1.000 0.7362
0.618 0.7327
HIGH 0.7270
0.618 0.7234
0.500 0.7223
0.382 0.7212
LOW 0.7177
0.618 0.7120
1.000 0.7085
1.618 0.7027
2.618 0.6935
4.250 0.6784
Fisher Pivots for day following 29-Sep-2021
Pivot 1 day 3 day
R1 0.7223 0.7247
PP 0.7212 0.7228
S1 0.7201 0.7209

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

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