CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 25-Oct-2021
Day Change Summary
Previous Current
22-Oct-2021 25-Oct-2021 Change Change % Previous Week
Open 0.7473 0.7480 0.0007 0.1% 0.7415
High 0.7509 0.7508 -0.0001 0.0% 0.7549
Low 0.7460 0.7480 0.0020 0.3% 0.7397
Close 0.7470 0.7501 0.0031 0.4% 0.7470
Range 0.0049 0.0029 -0.0020 -41.2% 0.0152
ATR 0.0055 0.0054 -0.0001 -2.2% 0.0000
Volume 42 20 -22 -52.4% 317
Daily Pivots for day following 25-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7582 0.7570 0.7516
R3 0.7553 0.7541 0.7508
R2 0.7525 0.7525 0.7506
R1 0.7513 0.7513 0.7503 0.7519
PP 0.7496 0.7496 0.7496 0.7499
S1 0.7484 0.7484 0.7498 0.7490
S2 0.7468 0.7468 0.7495
S3 0.7439 0.7456 0.7493
S4 0.7411 0.7427 0.7485
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 0.7445 0.0104 1.4% 0.0051 0.7% 53% False False 65
10 0.7549 0.7337 0.0212 2.8% 0.0043 0.6% 77% False False 43
20 0.7549 0.7177 0.0372 5.0% 0.0051 0.7% 87% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7629
2.618 0.7583
1.618 0.7554
1.000 0.7537
0.618 0.7526
HIGH 0.7508
0.618 0.7497
0.500 0.7494
0.382 0.7490
LOW 0.7480
0.618 0.7462
1.000 0.7451
1.618 0.7433
2.618 0.7405
4.250 0.7358
Fisher Pivots for day following 25-Oct-2021
Pivot 1 day 3 day
R1 0.7498 0.7505
PP 0.7496 0.7503
S1 0.7494 0.7502

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

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