CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 10-Mar-2022
Day Change Summary
Previous Current
09-Mar-2022 10-Mar-2022 Change Change % Previous Week
Open 0.7328 0.7341 0.0013 0.2% 0.7286
High 0.7353 0.7386 0.0033 0.4% 0.7403
Low 0.7328 0.7338 0.0010 0.1% 0.7267
Close 0.7338 0.7386 0.0048 0.6% 0.7394
Range 0.0025 0.0048 0.0023 90.0% 0.0136
ATR
Volume 66 9 -57 -86.4% 82
Daily Pivots for day following 10-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7512 0.7496 0.7412
R3 0.7465 0.7449 0.7399
R2 0.7417 0.7417 0.7394
R1 0.7401 0.7401 0.7390 0.7409
PP 0.7370 0.7370 0.7370 0.7374
S1 0.7354 0.7354 0.7381 0.7362
S2 0.7322 0.7322 0.7377
S3 0.7275 0.7306 0.7372
S4 0.7227 0.7259 0.7359
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7761 0.7713 0.7468
R3 0.7625 0.7577 0.7431
R2 0.7490 0.7490 0.7418
R1 0.7442 0.7442 0.7406 0.7466
PP 0.7354 0.7354 0.7354 0.7366
S1 0.7306 0.7306 0.7381 0.7330
S2 0.7219 0.7219 0.7369
S3 0.7083 0.7171 0.7356
S4 0.6948 0.7035 0.7319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7444 0.7296 0.0148 2.0% 0.0066 0.9% 60% False False 32
10 0.7444 0.7164 0.0281 3.8% 0.0044 0.6% 79% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7587
2.618 0.7510
1.618 0.7462
1.000 0.7433
0.618 0.7415
HIGH 0.7386
0.618 0.7367
0.500 0.7362
0.382 0.7356
LOW 0.7338
0.618 0.7309
1.000 0.7291
1.618 0.7261
2.618 0.7214
4.250 0.7136
Fisher Pivots for day following 10-Mar-2022
Pivot 1 day 3 day
R1 0.7378 0.7371
PP 0.7370 0.7356
S1 0.7362 0.7341

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

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