CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 05-Oct-2021
Day Change Summary
Previous Current
04-Oct-2021 05-Oct-2021 Change Change % Previous Week
Open 0.7283 0.7289 0.0006 0.1% 0.7275
High 0.7299 0.7298 -0.0001 0.0% 0.7316
Low 0.7259 0.7262 0.0003 0.0% 0.7177
Close 0.7296 0.7297 0.0001 0.0% 0.7272
Range 0.0040 0.0037 -0.0004 -8.8% 0.0139
ATR 0.0066 0.0063 -0.0002 -3.2% 0.0000
Volume 41 30 -11 -26.8% 159
Daily Pivots for day following 05-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7395 0.7382 0.7317
R3 0.7358 0.7346 0.7307
R2 0.7322 0.7322 0.7303
R1 0.7309 0.7309 0.7300 0.7316
PP 0.7285 0.7285 0.7285 0.7289
S1 0.7273 0.7273 0.7293 0.7279
S2 0.7249 0.7249 0.7290
S3 0.7212 0.7236 0.7286
S4 0.7176 0.7200 0.7276
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7672 0.7611 0.7348
R3 0.7533 0.7472 0.7310
R2 0.7394 0.7394 0.7297
R1 0.7333 0.7333 0.7284 0.7294
PP 0.7255 0.7255 0.7255 0.7235
S1 0.7194 0.7194 0.7259 0.7155
S2 0.7116 0.7116 0.7246
S3 0.6977 0.7055 0.7233
S4 0.6838 0.6916 0.7195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7299 0.7177 0.0122 1.7% 0.0067 0.9% 98% False False 36
10 0.7322 0.7177 0.0145 2.0% 0.0070 1.0% 82% False False 43
20 0.7414 0.7177 0.0237 3.2% 0.0062 0.9% 51% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7453
2.618 0.7394
1.618 0.7357
1.000 0.7335
0.618 0.7321
HIGH 0.7298
0.618 0.7284
0.500 0.7280
0.382 0.7275
LOW 0.7262
0.618 0.7239
1.000 0.7225
1.618 0.7202
2.618 0.7166
4.250 0.7106
Fisher Pivots for day following 05-Oct-2021
Pivot 1 day 3 day
R1 0.7291 0.7281
PP 0.7285 0.7265
S1 0.7280 0.7249

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

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