CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 29-Nov-2021
Day Change Summary
Previous Current
26-Nov-2021 29-Nov-2021 Change Change % Previous Week
Open 0.7199 0.7134 -0.0066 -0.9% 0.7237
High 0.7213 0.7163 -0.0050 -0.7% 0.7274
Low 0.7117 0.7118 0.0001 0.0% 0.7117
Close 0.7132 0.7133 0.0001 0.0% 0.7132
Range 0.0096 0.0045 -0.0051 -52.9% 0.0157
ATR 0.0053 0.0053 -0.0001 -1.1% 0.0000
Volume 1,000 1,082 82 8.2% 2,875
Daily Pivots for day following 29-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7273 0.7248 0.7157
R3 0.7228 0.7203 0.7145
R2 0.7183 0.7183 0.7141
R1 0.7158 0.7158 0.7137 0.7148
PP 0.7138 0.7138 0.7138 0.7133
S1 0.7113 0.7113 0.7128 0.7103
S2 0.7093 0.7093 0.7124
S3 0.7048 0.7068 0.7120
S4 0.7003 0.7023 0.7108
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 0.7274 0.7117 0.0157 2.2% 0.0051 0.7% 10% False False 791
10 0.7372 0.7117 0.0255 3.6% 0.0051 0.7% 6% False False 591
20 0.7534 0.7117 0.0417 5.8% 0.0054 0.8% 4% False False 419
40 0.7553 0.7117 0.0436 6.1% 0.0048 0.7% 4% False False 250
60 0.7553 0.7117 0.0436 6.1% 0.0054 0.8% 4% False False 177
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7354
2.618 0.7281
1.618 0.7236
1.000 0.7208
0.618 0.7191
HIGH 0.7163
0.618 0.7146
0.500 0.7141
0.382 0.7135
LOW 0.7118
0.618 0.7090
1.000 0.7073
1.618 0.7045
2.618 0.7000
4.250 0.6927
Fisher Pivots for day following 29-Nov-2021
Pivot 1 day 3 day
R1 0.7141 0.7174
PP 0.7138 0.7160
S1 0.7135 0.7146

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

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