CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 12-Nov-2021
Day Change Summary
Previous Current
11-Nov-2021 12-Nov-2021 Change Change % Previous Week
Open 0.7333 0.7293 -0.0040 -0.5% 0.7402
High 0.7338 0.7337 -0.0001 0.0% 0.7434
Low 0.7291 0.7280 -0.0011 -0.2% 0.7280
Close 0.7296 0.7334 0.0038 0.5% 0.7334
Range 0.0047 0.0057 0.0011 22.6% 0.0154
ATR 0.0054 0.0054 0.0000 0.4% 0.0000
Volume 264 87 -177 -67.0% 1,029
Daily Pivots for day following 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7488 0.7468 0.7365
R3 0.7431 0.7411 0.7349
R2 0.7374 0.7374 0.7344
R1 0.7354 0.7354 0.7339 0.7364
PP 0.7317 0.7317 0.7317 0.7322
S1 0.7297 0.7297 0.7328 0.7307
S2 0.7260 0.7260 0.7323
S3 0.7203 0.7240 0.7318
S4 0.7146 0.7183 0.7302
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7810 0.7725 0.7418
R3 0.7656 0.7572 0.7376
R2 0.7503 0.7503 0.7362
R1 0.7418 0.7418 0.7348 0.7384
PP 0.7349 0.7349 0.7349 0.7332
S1 0.7265 0.7265 0.7319 0.7230
S2 0.7196 0.7196 0.7305
S3 0.7042 0.7111 0.7291
S4 0.6889 0.6958 0.7249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7434 0.7280 0.0154 2.1% 0.0055 0.7% 35% False True 205
10 0.7534 0.7280 0.0254 3.5% 0.0057 0.8% 21% False True 246
20 0.7553 0.7280 0.0273 3.7% 0.0051 0.7% 20% False True 185
40 0.7553 0.7177 0.0376 5.1% 0.0054 0.7% 42% False False 112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7579
2.618 0.7486
1.618 0.7429
1.000 0.7394
0.618 0.7372
HIGH 0.7337
0.618 0.7315
0.500 0.7309
0.382 0.7302
LOW 0.7280
0.618 0.7245
1.000 0.7223
1.618 0.7188
2.618 0.7131
4.250 0.7038
Fisher Pivots for day following 12-Nov-2021
Pivot 1 day 3 day
R1 0.7325 0.7338
PP 0.7317 0.7336
S1 0.7309 0.7335

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

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