CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 29-Mar-2022
Day Change Summary
Previous Current
28-Mar-2022 29-Mar-2022 Change Change % Previous Week
Open 0.7540 0.7503 -0.0037 -0.5% 0.7446
High 0.7560 0.7536 -0.0024 -0.3% 0.7559
Low 0.7490 0.7500 0.0010 0.1% 0.7405
Close 0.7524 0.7536 0.0013 0.2% 0.7545
Range 0.0070 0.0036 -0.0034 -48.6% 0.0154
ATR 0.0061 0.0059 -0.0002 -2.9% 0.0000
Volume 89 24 -65 -73.0% 169
Daily Pivots for day following 29-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7632 0.7620 0.7556
R3 0.7596 0.7584 0.7546
R2 0.7560 0.7560 0.7543
R1 0.7548 0.7548 0.7539 0.7554
PP 0.7524 0.7524 0.7524 0.7527
S1 0.7512 0.7512 0.7533 0.7518
S2 0.7488 0.7488 0.7529
S3 0.7452 0.7476 0.7526
S4 0.7416 0.7440 0.7516
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 0.7560 0.7475 0.0086 1.1% 0.0048 0.6% 72% False False 49
10 0.7560 0.7208 0.0352 4.7% 0.0058 0.8% 93% False False 46
20 0.7560 0.7195 0.0365 4.8% 0.0055 0.7% 93% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7689
2.618 0.7630
1.618 0.7594
1.000 0.7572
0.618 0.7558
HIGH 0.7536
0.618 0.7522
0.500 0.7518
0.382 0.7514
LOW 0.7500
0.618 0.7478
1.000 0.7464
1.618 0.7442
2.618 0.7406
4.250 0.7347
Fisher Pivots for day following 29-Mar-2022
Pivot 1 day 3 day
R1 0.7530 0.7532
PP 0.7524 0.7529
S1 0.7518 0.7525

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

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