CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 22-Nov-2021
Day Change Summary
Previous Current
19-Nov-2021 22-Nov-2021 Change Change % Previous Week
Open 0.7239 0.7257 0.0019 0.3% 0.7354
High 0.7294 0.7276 -0.0018 -0.2% 0.7354
Low 0.7232 0.7230 -0.0002 0.0% 0.7232
Close 0.7239 0.7230 -0.0009 -0.1% 0.7239
Range 0.0062 0.0046 -0.0016 -25.8% 0.0122
ATR 0.0037 0.0038 0.0001 1.7% 0.0000
Volume 0 9 9 9
Daily Pivots for day following 22-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7383 0.7353 0.7255
R3 0.7337 0.7307 0.7243
R2 0.7291 0.7291 0.7238
R1 0.7261 0.7261 0.7234 0.7253
PP 0.7245 0.7245 0.7245 0.7242
S1 0.7215 0.7215 0.7226 0.7207
S2 0.7199 0.7199 0.7222
S3 0.7153 0.7169 0.7217
S4 0.7107 0.7123 0.7205
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7641 0.7562 0.7306
R3 0.7519 0.7440 0.7272
R2 0.7397 0.7397 0.7261
R1 0.7318 0.7318 0.7250 0.7296
PP 0.7275 0.7275 0.7275 0.7264
S1 0.7196 0.7196 0.7227 0.7174
S2 0.7153 0.7153 0.7216
S3 0.7031 0.7074 0.7205
S4 0.6909 0.6952 0.7171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7304 0.7230 0.0074 1.0% 0.0022 0.3% 0% False True 2
10 0.7421 0.7230 0.0191 2.6% 0.0020 0.3% 0% False True 3
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7472
2.618 0.7396
1.618 0.7350
1.000 0.7322
0.618 0.7304
HIGH 0.7276
0.618 0.7258
0.500 0.7253
0.382 0.7248
LOW 0.7230
0.618 0.7202
1.000 0.7184
1.618 0.7156
2.618 0.7110
4.250 0.7035
Fisher Pivots for day following 22-Nov-2021
Pivot 1 day 3 day
R1 0.7253 0.7262
PP 0.7245 0.7251
S1 0.7238 0.7241

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

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