CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 26-Nov-2021
Day Change Summary
Previous Current
24-Nov-2021 26-Nov-2021 Change Change % Previous Week
Open 0.7230 0.7199 -0.0031 -0.4% 0.7237
High 0.7230 0.7213 -0.0018 -0.2% 0.7274
Low 0.7188 0.7117 -0.0071 -1.0% 0.7117
Close 0.7196 0.7132 -0.0064 -0.9% 0.7132
Range 0.0042 0.0096 0.0054 127.4% 0.0157
ATR 0.0050 0.0053 0.0003 6.5% 0.0000
Volume 331 1,000 669 202.1% 2,875
Daily Pivots for day following 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7440 0.7382 0.7185
R3 0.7345 0.7286 0.7158
R2 0.7249 0.7249 0.7150
R1 0.7191 0.7191 0.7141 0.7172
PP 0.7154 0.7154 0.7154 0.7145
S1 0.7095 0.7095 0.7123 0.7077
S2 0.7058 0.7058 0.7114
S3 0.6963 0.7000 0.7106
S4 0.6867 0.6904 0.7079
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7645 0.7546 0.7218
R3 0.7488 0.7389 0.7175
R2 0.7331 0.7331 0.7161
R1 0.7232 0.7232 0.7146 0.7203
PP 0.7174 0.7174 0.7174 0.7160
S1 0.7075 0.7075 0.7118 0.7046
S2 0.7017 0.7017 0.7103
S3 0.6860 0.6918 0.7089
S4 0.6703 0.6761 0.7046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7295 0.7117 0.0178 2.5% 0.0054 0.8% 8% False True 696
10 0.7372 0.7117 0.0255 3.6% 0.0052 0.7% 6% False True 492
20 0.7552 0.7117 0.0435 6.1% 0.0054 0.8% 3% False True 372
40 0.7553 0.7117 0.0436 6.1% 0.0049 0.7% 3% False True 225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7618
2.618 0.7463
1.618 0.7367
1.000 0.7308
0.618 0.7272
HIGH 0.7213
0.618 0.7176
0.500 0.7165
0.382 0.7153
LOW 0.7117
0.618 0.7058
1.000 0.7022
1.618 0.6962
2.618 0.6867
4.250 0.6711
Fisher Pivots for day following 26-Nov-2021
Pivot 1 day 3 day
R1 0.7165 0.7176
PP 0.7154 0.7162
S1 0.7143 0.7147

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

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