CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 11-Mar-2022
Day Change Summary
Previous Current
10-Mar-2022 11-Mar-2022 Change Change % Previous Week
Open 0.7341 0.7330 -0.0011 -0.1% 0.7390
High 0.7386 0.7350 -0.0036 -0.5% 0.7444
Low 0.7338 0.7313 -0.0026 -0.3% 0.7296
Close 0.7386 0.7318 -0.0068 -0.9% 0.7318
Range 0.0048 0.0038 -0.0010 -21.1% 0.0148
ATR
Volume 9 4 -5 -55.6% 155
Daily Pivots for day following 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7439 0.7416 0.7339
R3 0.7402 0.7379 0.7328
R2 0.7364 0.7364 0.7325
R1 0.7341 0.7341 0.7321 0.7334
PP 0.7327 0.7327 0.7327 0.7323
S1 0.7304 0.7304 0.7315 0.7297
S2 0.7289 0.7289 0.7311
S3 0.7252 0.7266 0.7308
S4 0.7214 0.7229 0.7297
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7797 0.7705 0.7399
R3 0.7649 0.7557 0.7359
R2 0.7501 0.7501 0.7345
R1 0.7409 0.7409 0.7332 0.7381
PP 0.7353 0.7353 0.7353 0.7339
S1 0.7261 0.7261 0.7304 0.7233
S2 0.7205 0.7205 0.7291
S3 0.7057 0.7113 0.7277
S4 0.6909 0.6965 0.7237
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% 0.0058 0.8% 15% False False 31
10 0.7444 0.7267 0.0177 2.4% 0.0038 0.5% 29% False False 23
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7509
2.618 0.7448
1.618 0.7411
1.000 0.7388
0.618 0.7373
HIGH 0.7350
0.618 0.7336
0.500 0.7331
0.382 0.7327
LOW 0.7313
0.618 0.7289
1.000 0.7275
1.618 0.7252
2.618 0.7214
4.250 0.7153
Fisher Pivots for day following 11-Mar-2022
Pivot 1 day 3 day
R1 0.7331 0.7349
PP 0.7327 0.7339
S1 0.7322 0.7328

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

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