CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 23-Feb-2022
Day Change Summary
Previous Current
22-Feb-2022 23-Feb-2022 Change Change % Previous Week
Open 0.7182 0.7236 0.0054 0.7% 0.7150
High 0.7244 0.7294 0.0051 0.7% 0.7237
Low 0.7178 0.7231 0.0053 0.7% 0.7099
Close 0.7231 0.7246 0.0016 0.2% 0.7195
Range 0.0066 0.0064 -0.0002 -3.1% 0.0139
ATR 0.0063 0.0063 0.0000 0.0% 0.0000
Volume 1,543 671 -872 -56.5% 1,146
Daily Pivots for day following 23-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7447 0.7410 0.7281
R3 0.7384 0.7347 0.7263
R2 0.7320 0.7320 0.7258
R1 0.7283 0.7283 0.7252 0.7302
PP 0.7257 0.7257 0.7257 0.7266
S1 0.7220 0.7220 0.7240 0.7238
S2 0.7193 0.7193 0.7234
S3 0.7130 0.7156 0.7229
S4 0.7066 0.7093 0.7211
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7592 0.7532 0.7271
R3 0.7454 0.7394 0.7233
R2 0.7315 0.7315 0.7220
R1 0.7255 0.7255 0.7208 0.7285
PP 0.7177 0.7177 0.7177 0.7192
S1 0.7117 0.7117 0.7182 0.7147
S2 0.7038 0.7038 0.7170
S3 0.6900 0.6978 0.7157
S4 0.6761 0.6840 0.7119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7294 0.7156 0.0138 1.9% 0.0063 0.9% 65% True False 583
10 0.7294 0.7099 0.0196 2.7% 0.0064 0.9% 75% True False 442
20 0.7294 0.6974 0.0320 4.4% 0.0066 0.9% 85% True False 348
40 0.7315 0.6974 0.0341 4.7% 0.0056 0.8% 80% False False 239
60 0.7315 0.6974 0.0341 4.7% 0.0050 0.7% 80% False False 168
80 0.7535 0.6974 0.0561 7.7% 0.0043 0.6% 49% False False 127
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7564
2.618 0.7460
1.618 0.7397
1.000 0.7358
0.618 0.7333
HIGH 0.7294
0.618 0.7270
0.500 0.7262
0.382 0.7255
LOW 0.7231
0.618 0.7191
1.000 0.7167
1.618 0.7128
2.618 0.7064
4.250 0.6961
Fisher Pivots for day following 23-Feb-2022
Pivot 1 day 3 day
R1 0.7262 0.7242
PP 0.7257 0.7238
S1 0.7251 0.7235

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

View Archives - Comment on this page... - Back to Index of Symbols