CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 19-Oct-2021
Day Change Summary
Previous Current
18-Oct-2021 19-Oct-2021 Change Change % Previous Week
Open 0.7415 0.7449 0.0034 0.5% 0.7324
High 0.7422 0.7486 0.0064 0.9% 0.7430
Low 0.7397 0.7445 0.0048 0.6% 0.7324
Close 0.7422 0.7484 0.0062 0.8% 0.7426
Range 0.0025 0.0041 0.0016 64.0% 0.0107
ATR 0.0052 0.0053 0.0001 1.6% 0.0000
Volume 9 108 99 1,100.0% 143
Daily Pivots for day following 19-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7595 0.7580 0.7507
R3 0.7554 0.7539 0.7495
R2 0.7513 0.7513 0.7492
R1 0.7498 0.7498 0.7488 0.7506
PP 0.7472 0.7472 0.7472 0.7475
S1 0.7457 0.7457 0.7480 0.7465
S2 0.7431 0.7431 0.7476
S3 0.7390 0.7416 0.7473
S4 0.7349 0.7375 0.7461
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7713 0.7676 0.7484
R3 0.7606 0.7569 0.7455
R2 0.7500 0.7500 0.7445
R1 0.7463 0.7463 0.7435 0.7481
PP 0.7393 0.7393 0.7393 0.7402
S1 0.7356 0.7356 0.7416 0.7375
S2 0.7287 0.7287 0.7406
S3 0.7180 0.7250 0.7396
S4 0.7074 0.7143 0.7367
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7486 0.7337 0.0149 2.0% 0.0034 0.4% 99% True False 34
10 0.7486 0.7235 0.0252 3.4% 0.0039 0.5% 99% True False 43
20 0.7486 0.7177 0.0309 4.1% 0.0054 0.7% 99% True False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7660
2.618 0.7593
1.618 0.7552
1.000 0.7527
0.618 0.7511
HIGH 0.7486
0.618 0.7470
0.500 0.7466
0.382 0.7461
LOW 0.7445
0.618 0.7420
1.000 0.7404
1.618 0.7379
2.618 0.7338
4.250 0.7271
Fisher Pivots for day following 19-Oct-2021
Pivot 1 day 3 day
R1 0.7478 0.7470
PP 0.7472 0.7456
S1 0.7466 0.7442

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

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