CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 0.7250 0.7210 -0.0040 -0.5% 0.7270
High 0.7270 0.7262 -0.0008 -0.1% 0.7322
Low 0.7177 0.7181 0.0004 0.1% 0.7227
Close 0.7190 0.7237 0.0048 0.7% 0.7263
Range 0.0093 0.0081 -0.0012 -13.0% 0.0096
ATR 0.0065 0.0066 0.0001 1.7% 0.0000
Volume 22 12 -10 -45.5% 261
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7468 0.7433 0.7281
R3 0.7388 0.7353 0.7259
R2 0.7307 0.7307 0.7252
R1 0.7272 0.7272 0.7244 0.7290
PP 0.7227 0.7227 0.7227 0.7235
S1 0.7192 0.7192 0.7230 0.7209
S2 0.7146 0.7146 0.7222
S3 0.7066 0.7111 0.7215
S4 0.6985 0.7031 0.7193
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% 0.0076 1.0% 41% False False 18
10 0.7327 0.7177 0.0150 2.1% 0.0070 1.0% 40% False False 35
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7604
2.618 0.7472
1.618 0.7392
1.000 0.7342
0.618 0.7311
HIGH 0.7262
0.618 0.7231
0.500 0.7221
0.382 0.7212
LOW 0.7181
0.618 0.7131
1.000 0.7101
1.618 0.7051
2.618 0.6970
4.250 0.6839
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 0.7232 0.7247
PP 0.7227 0.7243
S1 0.7221 0.7240

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

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