CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 07-Jan-2022
Day Change Summary
Previous Current
06-Jan-2022 07-Jan-2022 Change Change % Previous Week
Open 0.7213 0.7159 -0.0054 -0.7% 0.7212
High 0.7213 0.7192 -0.0021 -0.3% 0.7272
Low 0.7153 0.7136 -0.0017 -0.2% 0.7136
Close 0.7170 0.7189 0.0019 0.3% 0.7189
Range 0.0060 0.0056 -0.0004 -6.7% 0.0136
ATR 0.0048 0.0049 0.0001 1.1% 0.0000
Volume 69 20 -49 -71.0% 138
Daily Pivots for day following 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7339 0.7319 0.7220
R3 0.7283 0.7264 0.7204
R2 0.7228 0.7228 0.7199
R1 0.7208 0.7208 0.7194 0.7218
PP 0.7172 0.7172 0.7172 0.7177
S1 0.7153 0.7153 0.7184 0.7163
S2 0.7117 0.7117 0.7179
S3 0.7061 0.7097 0.7174
S4 0.7006 0.7042 0.7158
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7605 0.7533 0.7264
R3 0.7470 0.7397 0.7226
R2 0.7334 0.7334 0.7214
R1 0.7262 0.7262 0.7201 0.7230
PP 0.7199 0.7199 0.7199 0.7183
S1 0.7126 0.7126 0.7177 0.7095
S2 0.7063 0.7063 0.7164
S3 0.6928 0.6991 0.7152
S4 0.6792 0.6855 0.7114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7272 0.7136 0.0136 1.9% 0.0048 0.7% 39% False True 27
10 0.7281 0.7136 0.0145 2.0% 0.0035 0.5% 37% False True 22
20 0.7281 0.7090 0.0191 2.6% 0.0041 0.6% 52% False False 19
40 0.7354 0.7001 0.0353 4.9% 0.0034 0.5% 53% False False 20
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7427
2.618 0.7337
1.618 0.7281
1.000 0.7247
0.618 0.7226
HIGH 0.7192
0.618 0.7170
0.500 0.7164
0.382 0.7157
LOW 0.7136
0.618 0.7102
1.000 0.7081
1.618 0.7046
2.618 0.6991
4.250 0.6900
Fisher Pivots for day following 07-Jan-2022
Pivot 1 day 3 day
R1 0.7181 0.7204
PP 0.7172 0.7199
S1 0.7164 0.7194

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

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