CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 25-Mar-2022
Day Change Summary
Previous Current
24-Mar-2022 25-Mar-2022 Change Change % Previous Week
Open 0.7501 0.7540 0.0039 0.5% 0.7446
High 0.7539 0.7559 0.0021 0.3% 0.7559
Low 0.7498 0.7519 0.0021 0.3% 0.7405
Close 0.7536 0.7545 0.0009 0.1% 0.7545
Range 0.0041 0.0040 -0.0001 -1.2% 0.0154
ATR 0.0062 0.0060 -0.0002 -2.5% 0.0000
Volume 31 83 52 167.7% 169
Daily Pivots for day following 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7661 0.7643 0.7567
R3 0.7621 0.7603 0.7556
R2 0.7581 0.7581 0.7552
R1 0.7563 0.7563 0.7548 0.7572
PP 0.7541 0.7541 0.7541 0.7545
S1 0.7523 0.7523 0.7541 0.7532
S2 0.7501 0.7501 0.7537
S3 0.7461 0.7483 0.7534
S4 0.7421 0.7443 0.7523
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7965 0.7909 0.7629
R3 0.7811 0.7755 0.7587
R2 0.7657 0.7657 0.7573
R1 0.7601 0.7601 0.7559 0.7629
PP 0.7503 0.7503 0.7503 0.7517
S1 0.7447 0.7447 0.7530 0.7475
S2 0.7349 0.7349 0.7516
S3 0.7195 0.7293 0.7502
S4 0.7041 0.7139 0.7460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7559 0.7405 0.0154 2.0% 0.0049 0.6% 91% True False 33
10 0.7559 0.7195 0.0364 4.8% 0.0062 0.8% 96% True False 44
20 0.7559 0.7195 0.0364 4.8% 0.0050 0.7% 96% True False 34
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 0.0004
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7729
2.618 0.7664
1.618 0.7624
1.000 0.7599
0.618 0.7584
HIGH 0.7559
0.618 0.7544
0.500 0.7539
0.382 0.7534
LOW 0.7519
0.618 0.7494
1.000 0.7479
1.618 0.7454
2.618 0.7414
4.250 0.7349
Fisher Pivots for day following 25-Mar-2022
Pivot 1 day 3 day
R1 0.7543 0.7535
PP 0.7541 0.7526
S1 0.7539 0.7517

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

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