CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 23-Nov-2021
Day Change Summary
Previous Current
22-Nov-2021 23-Nov-2021 Change Change % Previous Week
Open 0.7237 0.7230 -0.0007 -0.1% 0.7333
High 0.7274 0.7236 -0.0039 -0.5% 0.7372
Low 0.7227 0.7212 -0.0015 -0.2% 0.7231
Close 0.7230 0.7227 -0.0004 0.0% 0.7239
Range 0.0047 0.0024 -0.0024 -50.0% 0.0141
ATR 0.0053 0.0051 -0.0002 -4.0% 0.0000
Volume 294 1,250 956 325.2% 1,960
Daily Pivots for day following 23-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7295 0.7284 0.7239
R3 0.7272 0.7261 0.7233
R2 0.7248 0.7248 0.7231
R1 0.7237 0.7237 0.7229 0.7231
PP 0.7225 0.7225 0.7225 0.7222
S1 0.7214 0.7214 0.7224 0.7208
S2 0.7201 0.7201 0.7222
S3 0.7178 0.7190 0.7220
S4 0.7154 0.7167 0.7214
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 0.7306 0.7212 0.0094 1.3% 0.0044 0.6% 15% False True 610
10 0.7395 0.7212 0.0183 2.5% 0.0049 0.7% 8% False True 404
20 0.7553 0.7212 0.0341 4.7% 0.0052 0.7% 4% False True 340
40 0.7553 0.7177 0.0376 5.2% 0.0050 0.7% 13% False False 192
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7335
2.618 0.7297
1.618 0.7274
1.000 0.7259
0.618 0.7250
HIGH 0.7236
0.618 0.7227
0.500 0.7224
0.382 0.7221
LOW 0.7212
0.618 0.7197
1.000 0.7189
1.618 0.7174
2.618 0.7150
4.250 0.7112
Fisher Pivots for day following 23-Nov-2021
Pivot 1 day 3 day
R1 0.7226 0.7253
PP 0.7225 0.7244
S1 0.7224 0.7235

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

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