CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 15-Nov-2021
Day Change Summary
Previous Current
12-Nov-2021 15-Nov-2021 Change Change % Previous Week
Open 0.7296 0.7354 0.0058 0.8% 0.7407
High 0.7333 0.7354 0.0021 0.3% 0.7427
Low 0.7296 0.7354 0.0058 0.8% 0.7295
Close 0.7333 0.7354 0.0021 0.3% 0.7333
Range 0.0037 0.0000 -0.0037 -100.0% 0.0132
ATR
Volume 8 8 0 0.0% 21
Daily Pivots for day following 15-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7354 0.7354 0.7354
R3 0.7354 0.7354 0.7354
R2 0.7354 0.7354 0.7354
R1 0.7354 0.7354 0.7354 0.7354
PP 0.7354 0.7354 0.7354 0.7354
S1 0.7354 0.7354 0.7354 0.7354
S2 0.7354 0.7354 0.7354
S3 0.7354 0.7354 0.7354
S4 0.7354 0.7354 0.7354
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7748 0.7672 0.7405
R3 0.7616 0.7540 0.7369
R2 0.7484 0.7484 0.7357
R1 0.7408 0.7408 0.7345 0.7380
PP 0.7352 0.7352 0.7352 0.7337
S1 0.7276 0.7276 0.7320 0.7248
S2 0.7220 0.7220 0.7308
S3 0.7088 0.7144 0.7296
S4 0.6956 0.7012 0.7260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7421 0.7295 0.0126 1.7% 0.0017 0.2% 46% False False 5
10 0.7449 0.7295 0.0154 2.1% 0.0016 0.2% 38% False False 5
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7354
2.618 0.7354
1.618 0.7354
1.000 0.7354
0.618 0.7354
HIGH 0.7354
0.618 0.7354
0.500 0.7354
0.382 0.7354
LOW 0.7354
0.618 0.7354
1.000 0.7354
1.618 0.7354
2.618 0.7354
4.250 0.7354
Fisher Pivots for day following 15-Nov-2021
Pivot 1 day 3 day
R1 0.7354 0.7344
PP 0.7354 0.7334
S1 0.7354 0.7324

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

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