CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 13-Jan-2022
Day Change Summary
Previous Current
12-Jan-2022 13-Jan-2022 Change Change % Previous Week
Open 0.7229 0.7286 0.0057 0.8% 0.7212
High 0.7298 0.7315 0.0018 0.2% 0.7272
Low 0.7208 0.7282 0.0074 1.0% 0.7136
Close 0.7298 0.7296 -0.0002 0.0% 0.7189
Range 0.0090 0.0033 -0.0057 -63.1% 0.0136
ATR 0.0050 0.0049 -0.0001 -2.4% 0.0000
Volume 214 55 -159 -74.3% 138
Daily Pivots for day following 13-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7397 0.7379 0.7314
R3 0.7364 0.7346 0.7305
R2 0.7331 0.7331 0.7302
R1 0.7313 0.7313 0.7299 0.7322
PP 0.7298 0.7298 0.7298 0.7302
S1 0.7280 0.7280 0.7292 0.7289
S2 0.7265 0.7265 0.7289
S3 0.7232 0.7247 0.7286
S4 0.7199 0.7214 0.7277
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 0.7315 0.7136 0.0179 2.5% 0.0049 0.7% 89% True False 66
10 0.7315 0.7136 0.0179 2.5% 0.0046 0.6% 89% True False 45
20 0.7315 0.7090 0.0225 3.1% 0.0042 0.6% 91% True False 30
40 0.7315 0.7001 0.0314 4.3% 0.0038 0.5% 94% True False 28
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7455
2.618 0.7401
1.618 0.7368
1.000 0.7348
0.618 0.7335
HIGH 0.7315
0.618 0.7302
0.500 0.7299
0.382 0.7295
LOW 0.7282
0.618 0.7262
1.000 0.7249
1.618 0.7229
2.618 0.7196
4.250 0.7142
Fisher Pivots for day following 13-Jan-2022
Pivot 1 day 3 day
R1 0.7299 0.7280
PP 0.7298 0.7264
S1 0.7297 0.7248

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

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