CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 03-Jan-2022
Day Change Summary
Previous Current
31-Dec-2021 03-Jan-2022 Change Change % Previous Week
Open 0.7261 0.7212 -0.0049 -0.7% 0.7236
High 0.7281 0.7212 -0.0069 -0.9% 0.7281
Low 0.7249 0.7191 -0.0058 -0.8% 0.7224
Close 0.7281 0.7195 -0.0086 -1.2% 0.7281
Range 0.0032 0.0022 -0.0011 -32.8% 0.0057
ATR 0.0042 0.0045 0.0003 8.2% 0.0000
Volume 5 9 4 80.0% 89
Daily Pivots for day following 03-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7264 0.7251 0.7207
R3 0.7242 0.7229 0.7201
R2 0.7221 0.7221 0.7199
R1 0.7208 0.7208 0.7197 0.7204
PP 0.7199 0.7199 0.7199 0.7197
S1 0.7186 0.7186 0.7193 0.7182
S2 0.7178 0.7178 0.7191
S3 0.7156 0.7165 0.7189
S4 0.7135 0.7143 0.7183
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7433 0.7414 0.7312
R3 0.7376 0.7357 0.7296
R2 0.7319 0.7319 0.7291
R1 0.7300 0.7300 0.7286 0.7309
PP 0.7262 0.7262 0.7262 0.7266
S1 0.7243 0.7243 0.7275 0.7252
S2 0.7205 0.7205 0.7270
S3 0.7148 0.7186 0.7265
S4 0.7091 0.7129 0.7249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7281 0.7191 0.0090 1.3% 0.0024 0.3% 5% False True 19
10 0.7281 0.7090 0.0191 2.6% 0.0031 0.4% 55% False False 14
20 0.7281 0.7024 0.0257 3.6% 0.0036 0.5% 67% False False 29
40 0.7427 0.7001 0.0426 5.9% 0.0031 0.4% 46% False False 18
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7303
2.618 0.7268
1.618 0.7247
1.000 0.7234
0.618 0.7225
HIGH 0.7212
0.618 0.7204
0.500 0.7201
0.382 0.7199
LOW 0.7191
0.618 0.7177
1.000 0.7169
1.618 0.7156
2.618 0.7134
4.250 0.7099
Fisher Pivots for day following 03-Jan-2022
Pivot 1 day 3 day
R1 0.7201 0.7236
PP 0.7199 0.7222
S1 0.7197 0.7209

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

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