CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 22-Oct-2021
Day Change Summary
Previous Current
21-Oct-2021 22-Oct-2021 Change Change % Previous Week
Open 0.7546 0.7473 -0.0073 -1.0% 0.7415
High 0.7549 0.7509 -0.0041 -0.5% 0.7549
Low 0.7468 0.7460 -0.0008 -0.1% 0.7397
Close 0.7469 0.7470 0.0001 0.0% 0.7470
Range 0.0082 0.0049 -0.0033 -40.5% 0.0152
ATR 0.0055 0.0055 0.0000 -0.9% 0.0000
Volume 114 42 -72 -63.2% 317
Daily Pivots for day following 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7625 0.7596 0.7497
R3 0.7577 0.7548 0.7483
R2 0.7528 0.7528 0.7479
R1 0.7499 0.7499 0.7474 0.7489
PP 0.7480 0.7480 0.7480 0.7475
S1 0.7451 0.7451 0.7466 0.7441
S2 0.7431 0.7431 0.7461
S3 0.7383 0.7402 0.7457
S4 0.7334 0.7354 0.7443
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7928 0.7851 0.7554
R3 0.7776 0.7699 0.7512
R2 0.7624 0.7624 0.7498
R1 0.7547 0.7547 0.7484 0.7586
PP 0.7472 0.7472 0.7472 0.7491
S1 0.7395 0.7395 0.7456 0.7434
S2 0.7320 0.7320 0.7442
S3 0.7168 0.7243 0.7428
S4 0.7016 0.7091 0.7386
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7549 0.7397 0.0152 2.0% 0.0050 0.7% 48% False False 63
10 0.7549 0.7324 0.0226 3.0% 0.0044 0.6% 65% False False 46
20 0.7549 0.7177 0.0372 5.0% 0.0051 0.7% 79% False False 43
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7715
2.618 0.7635
1.618 0.7587
1.000 0.7557
0.618 0.7538
HIGH 0.7509
0.618 0.7490
0.500 0.7484
0.382 0.7479
LOW 0.7460
0.618 0.7430
1.000 0.7412
1.618 0.7382
2.618 0.7333
4.250 0.7254
Fisher Pivots for day following 22-Oct-2021
Pivot 1 day 3 day
R1 0.7484 0.7505
PP 0.7480 0.7493
S1 0.7475 0.7482

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

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