CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 03-Nov-2021
Day Change Summary
Previous Current
02-Nov-2021 03-Nov-2021 Change Change % Previous Week
Open 0.7524 0.7434 -0.0090 -1.2% 0.7480
High 0.7534 0.7453 -0.0081 -1.1% 0.7553
Low 0.7425 0.7419 -0.0006 -0.1% 0.7480
Close 0.7430 0.7450 0.0021 0.3% 0.7526
Range 0.0109 0.0034 -0.0075 -68.7% 0.0074
ATR 0.0054 0.0052 -0.0001 -2.6% 0.0000
Volume 217 296 79 36.4% 926
Daily Pivots for day following 03-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7543 0.7530 0.7469
R3 0.7509 0.7496 0.7459
R2 0.7475 0.7475 0.7456
R1 0.7462 0.7462 0.7453 0.7469
PP 0.7441 0.7441 0.7441 0.7444
S1 0.7428 0.7428 0.7447 0.7435
S2 0.7407 0.7407 0.7444
S3 0.7373 0.7394 0.7441
S4 0.7339 0.7360 0.7431
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 0.7419 0.0134 1.8% 0.0054 0.7% 23% False True 283
10 0.7553 0.7419 0.0134 1.8% 0.0050 0.7% 23% False True 172
20 0.7553 0.7286 0.0268 3.6% 0.0044 0.6% 61% False False 104
40 0.7553 0.7177 0.0376 5.0% 0.0053 0.7% 73% False False 70
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7598
2.618 0.7542
1.618 0.7508
1.000 0.7487
0.618 0.7474
HIGH 0.7453
0.618 0.7440
0.500 0.7436
0.382 0.7432
LOW 0.7419
0.618 0.7398
1.000 0.7385
1.618 0.7364
2.618 0.7330
4.250 0.7275
Fisher Pivots for day following 03-Nov-2021
Pivot 1 day 3 day
R1 0.7445 0.7476
PP 0.7441 0.7468
S1 0.7436 0.7459

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

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