CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 24-Feb-2022
Day Change Summary
Previous Current
23-Feb-2022 24-Feb-2022 Change Change % Previous Week
Open 0.7236 0.7238 0.0003 0.0% 0.7150
High 0.7294 0.7243 -0.0051 -0.7% 0.7237
Low 0.7231 0.7105 -0.0126 -1.7% 0.7099
Close 0.7246 0.7168 -0.0078 -1.1% 0.7195
Range 0.0064 0.0138 0.0075 117.3% 0.0139
ATR 0.0063 0.0069 0.0006 8.8% 0.0000
Volume 671 2,088 1,417 211.2% 1,146
Daily Pivots for day following 24-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7586 0.7515 0.7244
R3 0.7448 0.7377 0.7206
R2 0.7310 0.7310 0.7193
R1 0.7239 0.7239 0.7181 0.7206
PP 0.7172 0.7172 0.7172 0.7155
S1 0.7101 0.7101 0.7155 0.7068
S2 0.7034 0.7034 0.7143
S3 0.6896 0.6963 0.7130
S4 0.6758 0.6825 0.7092
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 0.7105 0.0189 2.6% 0.0079 1.1% 33% False True 984
10 0.7294 0.7099 0.0196 2.7% 0.0073 1.0% 36% False False 639
20 0.7294 0.6974 0.0320 4.5% 0.0069 1.0% 61% False False 431
40 0.7315 0.6974 0.0341 4.8% 0.0059 0.8% 57% False False 291
60 0.7315 0.6974 0.0341 4.8% 0.0053 0.7% 57% False False 203
80 0.7517 0.6974 0.0543 7.6% 0.0044 0.6% 36% False False 153
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 0.0014
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 0.7830
2.618 0.7604
1.618 0.7466
1.000 0.7381
0.618 0.7328
HIGH 0.7243
0.618 0.7190
0.500 0.7174
0.382 0.7158
LOW 0.7105
0.618 0.7020
1.000 0.6967
1.618 0.6882
2.618 0.6744
4.250 0.6519
Fisher Pivots for day following 24-Feb-2022
Pivot 1 day 3 day
R1 0.7174 0.7200
PP 0.7172 0.7189
S1 0.7170 0.7179

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

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