CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 01-Nov-2021
Day Change Summary
Previous Current
29-Oct-2021 01-Nov-2021 Change Change % Previous Week
Open 0.7529 0.7523 -0.0006 -0.1% 0.7480
High 0.7552 0.7532 -0.0020 -0.3% 0.7553
Low 0.7510 0.7503 -0.0007 -0.1% 0.7480
Close 0.7526 0.7521 -0.0005 -0.1% 0.7526
Range 0.0043 0.0029 -0.0014 -31.8% 0.0074
ATR 0.0051 0.0050 -0.0002 -3.1% 0.0000
Volume 146 133 -13 -8.9% 926
Daily Pivots for day following 01-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7606 0.7592 0.7537
R3 0.7577 0.7563 0.7529
R2 0.7548 0.7548 0.7526
R1 0.7534 0.7534 0.7524 0.7527
PP 0.7519 0.7519 0.7519 0.7515
S1 0.7505 0.7505 0.7518 0.7498
S2 0.7490 0.7490 0.7516
S3 0.7461 0.7476 0.7513
S4 0.7432 0.7447 0.7505
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7740 0.7707 0.7566
R3 0.7667 0.7633 0.7546
R2 0.7593 0.7593 0.7539
R1 0.7560 0.7560 0.7533 0.7576
PP 0.7520 0.7520 0.7520 0.7528
S1 0.7486 0.7486 0.7519 0.7503
S2 0.7446 0.7446 0.7513
S3 0.7373 0.7413 0.7506
S4 0.7299 0.7339 0.7486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7553 0.7492 0.0062 0.8% 0.0041 0.5% 48% False False 207
10 0.7553 0.7445 0.0108 1.4% 0.0046 0.6% 70% False False 136
20 0.7553 0.7235 0.0319 4.2% 0.0042 0.6% 90% False False 86
40 0.7553 0.7177 0.0376 5.0% 0.0053 0.7% 91% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7655
2.618 0.7608
1.618 0.7579
1.000 0.7561
0.618 0.7550
HIGH 0.7532
0.618 0.7521
0.500 0.7518
0.382 0.7514
LOW 0.7503
0.618 0.7485
1.000 0.7474
1.618 0.7456
2.618 0.7427
4.250 0.7380
Fisher Pivots for day following 01-Nov-2021
Pivot 1 day 3 day
R1 0.7520 0.7525
PP 0.7519 0.7523
S1 0.7518 0.7522

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

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