CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 24-Jan-2022
Day Change Summary
Previous Current
21-Jan-2022 24-Jan-2022 Change Change % Previous Week
Open 0.7230 0.7185 -0.0045 -0.6% 0.7216
High 0.7230 0.7189 -0.0042 -0.6% 0.7277
Low 0.7178 0.7100 -0.0078 -1.1% 0.7178
Close 0.7182 0.7135 -0.0048 -0.7% 0.7182
Range 0.0053 0.0089 0.0036 68.6% 0.0099
ATR 0.0053 0.0055 0.0003 4.9% 0.0000
Volume 743 126 -617 -83.0% 1,526
Daily Pivots for day following 24-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7407 0.7359 0.7183
R3 0.7318 0.7271 0.7159
R2 0.7230 0.7230 0.7151
R1 0.7182 0.7182 0.7143 0.7162
PP 0.7141 0.7141 0.7141 0.7131
S1 0.7094 0.7094 0.7126 0.7073
S2 0.7053 0.7053 0.7118
S3 0.6964 0.7005 0.7110
S4 0.6876 0.6917 0.7086
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7509 0.7445 0.7236
R3 0.7410 0.7346 0.7209
R2 0.7311 0.7311 0.7200
R1 0.7247 0.7247 0.7191 0.7229
PP 0.7212 0.7212 0.7212 0.7203
S1 0.7148 0.7148 0.7173 0.7130
S2 0.7113 0.7113 0.7164
S3 0.7014 0.7049 0.7155
S4 0.6915 0.6950 0.7128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7277 0.7100 0.0177 2.5% 0.0059 0.8% 20% False True 330
10 0.7315 0.7100 0.0215 3.0% 0.0055 0.8% 16% False True 204
20 0.7315 0.7100 0.0215 3.0% 0.0045 0.6% 16% False True 113
40 0.7315 0.7001 0.0314 4.4% 0.0044 0.6% 43% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7565
2.618 0.7420
1.618 0.7332
1.000 0.7277
0.618 0.7243
HIGH 0.7189
0.618 0.7155
0.500 0.7144
0.382 0.7134
LOW 0.7100
0.618 0.7045
1.000 0.7012
1.618 0.6957
2.618 0.6868
4.250 0.6724
Fisher Pivots for day following 24-Jan-2022
Pivot 1 day 3 day
R1 0.7144 0.7188
PP 0.7141 0.7170
S1 0.7138 0.7152

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

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