CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 28-Oct-2021
Day Change Summary
Previous Current
27-Oct-2021 28-Oct-2021 Change Change % Previous Week
Open 0.7533 0.7508 -0.0025 -0.3% 0.7415
High 0.7534 0.7553 0.0020 0.3% 0.7549
Low 0.7492 0.7496 0.0005 0.1% 0.7397
Close 0.7529 0.7537 0.0009 0.1% 0.7470
Range 0.0042 0.0057 0.0015 35.7% 0.0152
ATR 0.0051 0.0052 0.0000 0.8% 0.0000
Volume 63 623 560 888.9% 317
Daily Pivots for day following 28-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7700 0.7675 0.7568
R3 0.7643 0.7618 0.7553
R2 0.7586 0.7586 0.7547
R1 0.7561 0.7561 0.7542 0.7574
PP 0.7529 0.7529 0.7529 0.7535
S1 0.7504 0.7504 0.7532 0.7517
S2 0.7472 0.7472 0.7527
S3 0.7415 0.7447 0.7521
S4 0.7358 0.7390 0.7506
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 0.7553 0.7460 0.0093 1.2% 0.0042 0.6% 83% True False 164
10 0.7553 0.7397 0.0156 2.1% 0.0043 0.6% 90% True False 111
20 0.7553 0.7198 0.0355 4.7% 0.0045 0.6% 95% True False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7795
2.618 0.7702
1.618 0.7645
1.000 0.7610
0.618 0.7588
HIGH 0.7553
0.618 0.7531
0.500 0.7525
0.382 0.7518
LOW 0.7496
0.618 0.7461
1.000 0.7439
1.618 0.7404
2.618 0.7347
4.250 0.7254
Fisher Pivots for day following 28-Oct-2021
Pivot 1 day 3 day
R1 0.7533 0.7532
PP 0.7529 0.7527
S1 0.7525 0.7522

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

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