CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 10-Nov-2021
Day Change Summary
Previous Current
09-Nov-2021 10-Nov-2021 Change Change % Previous Week
Open 0.7410 0.7379 -0.0031 -0.4% 0.7523
High 0.7434 0.7395 -0.0039 -0.5% 0.7534
Low 0.7369 0.7330 -0.0039 -0.5% 0.7369
Close 0.7382 0.7336 -0.0047 -0.6% 0.7397
Range 0.0065 0.0065 0.0001 0.8% 0.0165
ATR 0.0054 0.0055 0.0001 1.5% 0.0000
Volume 268 194 -74 -27.6% 1,437
Daily Pivots for day following 10-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7549 0.7507 0.7371
R3 0.7484 0.7442 0.7353
R2 0.7419 0.7419 0.7347
R1 0.7377 0.7377 0.7341 0.7365
PP 0.7354 0.7354 0.7354 0.7348
S1 0.7312 0.7312 0.7330 0.7300
S2 0.7289 0.7289 0.7324
S3 0.7224 0.7247 0.7318
S4 0.7159 0.7182 0.7300
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7928 0.7828 0.7488
R3 0.7763 0.7663 0.7442
R2 0.7598 0.7598 0.7427
R1 0.7498 0.7498 0.7412 0.7465
PP 0.7433 0.7433 0.7433 0.7417
S1 0.7333 0.7333 0.7382 0.7300
S2 0.7268 0.7268 0.7367
S3 0.7103 0.7168 0.7352
S4 0.6938 0.7003 0.7306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7473 0.7330 0.0143 1.9% 0.0060 0.8% 4% False True 293
10 0.7553 0.7330 0.0223 3.0% 0.0057 0.8% 2% False True 288
20 0.7553 0.7330 0.0223 3.0% 0.0049 0.7% 2% False True 169
40 0.7553 0.7177 0.0376 5.1% 0.0054 0.7% 42% False False 104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7671
2.618 0.7565
1.618 0.7500
1.000 0.7460
0.618 0.7435
HIGH 0.7395
0.618 0.7370
0.500 0.7363
0.382 0.7355
LOW 0.7330
0.618 0.7290
1.000 0.7265
1.618 0.7225
2.618 0.7160
4.250 0.7054
Fisher Pivots for day following 10-Nov-2021
Pivot 1 day 3 day
R1 0.7363 0.7382
PP 0.7354 0.7366
S1 0.7345 0.7351

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

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