CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 0.7449 0.7478 0.0030 0.4% 0.7324
High 0.7486 0.7528 0.0042 0.6% 0.7430
Low 0.7445 0.7473 0.0028 0.4% 0.7324
Close 0.7484 0.7527 0.0043 0.6% 0.7426
Range 0.0041 0.0055 0.0014 34.1% 0.0107
ATR 0.0053 0.0053 0.0000 0.2% 0.0000
Volume 108 44 -64 -59.3% 143
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7674 0.7655 0.7557
R3 0.7619 0.7600 0.7542
R2 0.7564 0.7564 0.7537
R1 0.7545 0.7545 0.7532 0.7555
PP 0.7509 0.7509 0.7509 0.7514
S1 0.7490 0.7490 0.7521 0.7500
S2 0.7454 0.7454 0.7516
S3 0.7399 0.7435 0.7511
S4 0.7344 0.7380 0.7496
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 0.7528 0.7393 0.0135 1.8% 0.0035 0.5% 99% True False 38
10 0.7528 0.7286 0.0242 3.2% 0.0038 0.5% 100% True False 37
20 0.7528 0.7177 0.0351 4.7% 0.0053 0.7% 100% True False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7761
2.618 0.7671
1.618 0.7616
1.000 0.7583
0.618 0.7561
HIGH 0.7528
0.618 0.7506
0.500 0.7500
0.382 0.7494
LOW 0.7473
0.618 0.7439
1.000 0.7418
1.618 0.7384
2.618 0.7329
4.250 0.7239
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 0.7518 0.7505
PP 0.7509 0.7484
S1 0.7500 0.7462

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

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