CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 07-Oct-2021
Day Change Summary
Previous Current
06-Oct-2021 07-Oct-2021 Change Change % Previous Week
Open 0.7290 0.7289 -0.0001 0.0% 0.7275
High 0.7292 0.7325 0.0033 0.5% 0.7316
Low 0.7235 0.7286 0.0051 0.7% 0.7177
Close 0.7275 0.7315 0.0040 0.5% 0.7272
Range 0.0058 0.0040 -0.0018 -31.3% 0.0139
ATR 0.0063 0.0062 -0.0001 -1.5% 0.0000
Volume 108 46 -62 -57.4% 159
Daily Pivots for day following 07-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7427 0.7410 0.7336
R3 0.7387 0.7371 0.7325
R2 0.7348 0.7348 0.7322
R1 0.7331 0.7331 0.7318 0.7340
PP 0.7308 0.7308 0.7308 0.7313
S1 0.7292 0.7292 0.7311 0.7300
S2 0.7269 0.7269 0.7307
S3 0.7229 0.7252 0.7304
S4 0.7190 0.7213 0.7293
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 0.7325 0.7198 0.0127 1.7% 0.0051 0.7% 92% True False 60
10 0.7325 0.7177 0.0148 2.0% 0.0063 0.9% 93% True False 39
20 0.7414 0.7177 0.0237 3.2% 0.0062 0.9% 58% False False 38
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7493
2.618 0.7428
1.618 0.7389
1.000 0.7365
0.618 0.7349
HIGH 0.7325
0.618 0.7310
0.500 0.7305
0.382 0.7301
LOW 0.7286
0.618 0.7261
1.000 0.7246
1.618 0.7222
2.618 0.7182
4.250 0.7118
Fisher Pivots for day following 07-Oct-2021
Pivot 1 day 3 day
R1 0.7311 0.7303
PP 0.7308 0.7291
S1 0.7305 0.7280

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

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