CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 15-Feb-2022
Day Change Summary
Previous Current
14-Feb-2022 15-Feb-2022 Change Change % Previous Week
Open 0.7150 0.7143 -0.0007 -0.1% 0.7092
High 0.7158 0.7163 0.0006 0.1% 0.7251
Low 0.7099 0.7113 0.0015 0.2% 0.7078
Close 0.7133 0.7162 0.0030 0.4% 0.7137
Range 0.0059 0.0050 -0.0009 -15.3% 0.0173
ATR 0.0064 0.0063 -0.0001 -1.6% 0.0000
Volume 264 178 -86 -32.6% 1,307
Daily Pivots for day following 15-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7296 0.7279 0.7190
R3 0.7246 0.7229 0.7176
R2 0.7196 0.7196 0.7171
R1 0.7179 0.7179 0.7167 0.7188
PP 0.7146 0.7146 0.7146 0.7150
S1 0.7129 0.7129 0.7157 0.7138
S2 0.7096 0.7096 0.7153
S3 0.7046 0.7079 0.7148
S4 0.6996 0.7029 0.7135
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7674 0.7578 0.7232
R3 0.7501 0.7405 0.7184
R2 0.7328 0.7328 0.7168
R1 0.7232 0.7232 0.7152 0.7280
PP 0.7155 0.7155 0.7155 0.7179
S1 0.7059 0.7059 0.7121 0.7107
S2 0.6982 0.6982 0.7105
S3 0.6809 0.6886 0.7089
S4 0.6636 0.6713 0.7041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7251 0.7099 0.0153 2.1% 0.0064 0.9% 42% False False 301
10 0.7251 0.7061 0.0191 2.7% 0.0060 0.8% 53% False False 239
20 0.7277 0.6974 0.0303 4.2% 0.0065 0.9% 62% False False 295
40 0.7315 0.6974 0.0341 4.8% 0.0053 0.7% 55% False False 167
60 0.7315 0.6974 0.0341 4.8% 0.0049 0.7% 55% False False 120
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7376
2.618 0.7294
1.618 0.7244
1.000 0.7213
0.618 0.7194
HIGH 0.7163
0.618 0.7144
0.500 0.7138
0.382 0.7132
LOW 0.7113
0.618 0.7082
1.000 0.7063
1.618 0.7032
2.618 0.6982
4.250 0.6901
Fisher Pivots for day following 15-Feb-2022
Pivot 1 day 3 day
R1 0.7154 0.7157
PP 0.7146 0.7152
S1 0.7138 0.7147

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

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