CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 05-Apr-2022
Day Change Summary
Previous Current
04-Apr-2022 05-Apr-2022 Change Change % Previous Week
Open 0.7501 0.7552 0.0051 0.7% 0.7524
High 0.7565 0.7669 0.0104 1.4% 0.7549
Low 0.7492 0.7544 0.0053 0.7% 0.7464
Close 0.7557 0.7602 0.0045 0.6% 0.7504
Range 0.0074 0.0125 0.0052 70.1% 0.0085
ATR 0.0070 0.0074 0.0004 5.6% 0.0000
Volume 60,065 110,385 50,320 83.8% 409,210
Daily Pivots for day following 05-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7980 0.7916 0.7671
R3 0.7855 0.7791 0.7636
R2 0.7730 0.7730 0.7625
R1 0.7666 0.7666 0.7613 0.7698
PP 0.7605 0.7605 0.7605 0.7621
S1 0.7541 0.7541 0.7591 0.7573
S2 0.7480 0.7480 0.7579
S3 0.7355 0.7416 0.7568
S4 0.7230 0.7291 0.7533
Weekly Pivots for week ending 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7761 0.7717 0.7551
R3 0.7676 0.7632 0.7527
R2 0.7591 0.7591 0.7520
R1 0.7547 0.7547 0.7512 0.7527
PP 0.7506 0.7506 0.7506 0.7495
S1 0.7462 0.7462 0.7496 0.7442
S2 0.7421 0.7421 0.7488
S3 0.7336 0.7377 0.7481
S4 0.7251 0.7292 0.7457
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7669 0.7479 0.0190 2.5% 0.0068 0.9% 65% True False 80,199
10 0.7669 0.7460 0.0210 2.8% 0.0064 0.8% 68% True False 79,166
20 0.7669 0.7174 0.0495 6.5% 0.0074 1.0% 86% True False 77,468
40 0.7669 0.7099 0.0571 7.5% 0.0075 1.0% 88% True False 40,466
60 0.7669 0.6974 0.0695 9.1% 0.0070 0.9% 90% True False 27,056
80 0.7669 0.6974 0.0695 9.1% 0.0063 0.8% 90% True False 20,297
100 0.7669 0.6974 0.0695 9.1% 0.0056 0.7% 90% True False 16,242
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 0.0017
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8200
2.618 0.7996
1.618 0.7871
1.000 0.7794
0.618 0.7746
HIGH 0.7669
0.618 0.7621
0.500 0.7607
0.382 0.7592
LOW 0.7544
0.618 0.7467
1.000 0.7419
1.618 0.7342
2.618 0.7217
4.250 0.7013
Fisher Pivots for day following 05-Apr-2022
Pivot 1 day 3 day
R1 0.7607 0.7593
PP 0.7605 0.7584
S1 0.7604 0.7575

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

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