CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary
Previous Current
08-Oct-2021 11-Oct-2021 Change Change % Previous Week
Open 0.7312 0.7324 0.0012 0.2% 0.7283
High 0.7334 0.7364 0.0030 0.4% 0.7334
Low 0.7300 0.7324 0.0024 0.3% 0.7235
Close 0.7318 0.7358 0.0040 0.5% 0.7318
Range 0.0034 0.0040 0.0006 17.6% 0.0100
ATR 0.0060 0.0059 -0.0001 -1.8% 0.0000
Volume 21 48 27 128.6% 246
Daily Pivots for day following 11-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7468 0.7453 0.7380
R3 0.7428 0.7413 0.7369
R2 0.7388 0.7388 0.7365
R1 0.7373 0.7373 0.7362 0.7381
PP 0.7348 0.7348 0.7348 0.7352
S1 0.7333 0.7333 0.7354 0.7341
S2 0.7308 0.7308 0.7351
S3 0.7268 0.7293 0.7347
S4 0.7228 0.7253 0.7336
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7594 0.7556 0.7373
R3 0.7495 0.7456 0.7345
R2 0.7395 0.7395 0.7336
R1 0.7357 0.7357 0.7327 0.7376
PP 0.7296 0.7296 0.7296 0.7305
S1 0.7257 0.7257 0.7309 0.7276
S2 0.7196 0.7196 0.7300
S3 0.7097 0.7158 0.7291
S4 0.6997 0.7058 0.7263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7364 0.7235 0.0129 1.8% 0.0042 0.6% 96% True False 50
10 0.7364 0.7177 0.0187 2.5% 0.0059 0.8% 97% True False 44
20 0.7378 0.7177 0.0201 2.7% 0.0060 0.8% 90% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7534
2.618 0.7468
1.618 0.7428
1.000 0.7404
0.618 0.7388
HIGH 0.7364
0.618 0.7348
0.500 0.7344
0.382 0.7339
LOW 0.7324
0.618 0.7299
1.000 0.7284
1.618 0.7259
2.618 0.7219
4.250 0.7154
Fisher Pivots for day following 11-Oct-2021
Pivot 1 day 3 day
R1 0.7353 0.7347
PP 0.7348 0.7336
S1 0.7344 0.7325

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

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