CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 22-Nov-2021
Day Change Summary
Previous Current
19-Nov-2021 22-Nov-2021 Change Change % Previous Week
Open 0.7284 0.7237 -0.0048 -0.7% 0.7333
High 0.7295 0.7274 -0.0021 -0.3% 0.7372
Low 0.7231 0.7227 -0.0004 -0.1% 0.7231
Close 0.7239 0.7230 -0.0009 -0.1% 0.7239
Range 0.0064 0.0047 -0.0017 -26.0% 0.0141
ATR 0.0053 0.0053 0.0000 -0.8% 0.0000
Volume 606 294 -312 -51.5% 1,960
Daily Pivots for day following 22-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7385 0.7354 0.7256
R3 0.7338 0.7307 0.7243
R2 0.7291 0.7291 0.7239
R1 0.7260 0.7260 0.7234 0.7252
PP 0.7244 0.7244 0.7244 0.7240
S1 0.7213 0.7213 0.7226 0.7205
S2 0.7197 0.7197 0.7221
S3 0.7150 0.7166 0.7217
S4 0.7103 0.7119 0.7204
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7704 0.7612 0.7317
R3 0.7563 0.7471 0.7278
R2 0.7422 0.7422 0.7265
R1 0.7330 0.7330 0.7252 0.7306
PP 0.7281 0.7281 0.7281 0.7268
S1 0.7189 0.7189 0.7226 0.7165
S2 0.7140 0.7140 0.7213
S3 0.6999 0.7048 0.7200
S4 0.6858 0.6907 0.7161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7367 0.7227 0.0140 1.9% 0.0052 0.7% 2% False True 388
10 0.7434 0.7227 0.0207 2.9% 0.0053 0.7% 1% False True 306
20 0.7553 0.7227 0.0326 4.5% 0.0052 0.7% 1% False True 281
40 0.7553 0.7177 0.0376 5.2% 0.0052 0.7% 14% False False 162
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7474
2.618 0.7397
1.618 0.7350
1.000 0.7321
0.618 0.7303
HIGH 0.7274
0.618 0.7256
0.500 0.7251
0.382 0.7245
LOW 0.7227
0.618 0.7198
1.000 0.7180
1.618 0.7151
2.618 0.7104
4.250 0.7027
Fisher Pivots for day following 22-Nov-2021
Pivot 1 day 3 day
R1 0.7251 0.7262
PP 0.7244 0.7251
S1 0.7237 0.7241

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

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