CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 24-Nov-2021
Day Change Summary
Previous Current
23-Nov-2021 24-Nov-2021 Change Change % Previous Week
Open 0.7220 0.7200 -0.0020 -0.3% 0.7354
High 0.7227 0.7200 -0.0027 -0.4% 0.7354
Low 0.7220 0.7195 -0.0025 -0.3% 0.7232
Close 0.7227 0.7196 -0.0031 -0.4% 0.7239
Range 0.0007 0.0005 -0.0002 -28.6% 0.0122
ATR 0.0036 0.0036 0.0000 -0.9% 0.0000
Volume 12 4 -8 -66.7% 9
Daily Pivots for day following 24-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7212 0.7209 0.7199
R3 0.7207 0.7204 0.7197
R2 0.7202 0.7202 0.7197
R1 0.7199 0.7199 0.7196 0.7198
PP 0.7197 0.7197 0.7197 0.7197
S1 0.7194 0.7194 0.7196 0.7193
S2 0.7192 0.7192 0.7195
S3 0.7187 0.7189 0.7195
S4 0.7182 0.7184 0.7193
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 0.7294 0.7195 0.0099 1.4% 0.0025 0.3% 1% False True 5
10 0.7354 0.7195 0.0159 2.2% 0.0017 0.2% 1% False True 4
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7221
2.618 0.7213
1.618 0.7208
1.000 0.7205
0.618 0.7203
HIGH 0.7200
0.618 0.7198
0.500 0.7198
0.382 0.7197
LOW 0.7195
0.618 0.7192
1.000 0.7190
1.618 0.7187
2.618 0.7182
4.250 0.7174
Fisher Pivots for day following 24-Nov-2021
Pivot 1 day 3 day
R1 0.7198 0.7236
PP 0.7197 0.7222
S1 0.7197 0.7209

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

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