CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 16-Nov-2021
Day Change Summary
Previous Current
15-Nov-2021 16-Nov-2021 Change Change % Previous Week
Open 0.7333 0.7351 0.0018 0.2% 0.7402
High 0.7372 0.7367 -0.0006 -0.1% 0.7434
Low 0.7330 0.7303 -0.0027 -0.4% 0.7280
Close 0.7355 0.7305 -0.0050 -0.7% 0.7334
Range 0.0043 0.0064 0.0022 50.6% 0.0154
ATR 0.0053 0.0054 0.0001 1.4% 0.0000
Volume 311 141 -170 -54.7% 1,029
Daily Pivots for day following 16-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7517 0.7475 0.7340
R3 0.7453 0.7411 0.7322
R2 0.7389 0.7389 0.7316
R1 0.7347 0.7347 0.7310 0.7336
PP 0.7325 0.7325 0.7325 0.7319
S1 0.7283 0.7283 0.7299 0.7272
S2 0.7261 0.7261 0.7293
S3 0.7197 0.7219 0.7287
S4 0.7133 0.7155 0.7269
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 0.7395 0.7280 0.0115 1.6% 0.0055 0.8% 21% False False 199
10 0.7473 0.7280 0.0193 2.6% 0.0054 0.7% 13% False False 256
20 0.7553 0.7280 0.0273 3.7% 0.0053 0.7% 9% False False 202
40 0.7553 0.7177 0.0376 5.1% 0.0054 0.7% 34% False False 122
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7639
2.618 0.7534
1.618 0.7470
1.000 0.7431
0.618 0.7406
HIGH 0.7367
0.618 0.7342
0.500 0.7335
0.382 0.7327
LOW 0.7303
0.618 0.7263
1.000 0.7239
1.618 0.7199
2.618 0.7135
4.250 0.7031
Fisher Pivots for day following 16-Nov-2021
Pivot 1 day 3 day
R1 0.7335 0.7326
PP 0.7325 0.7319
S1 0.7315 0.7312

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

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