CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 11-Apr-2022
Day Change Summary
Previous Current
08-Apr-2022 11-Apr-2022 Change Change % Previous Week
Open 0.7488 0.7468 -0.0020 -0.3% 0.7501
High 0.7500 0.7475 -0.0026 -0.3% 0.7669
Low 0.7434 0.7422 -0.0013 -0.2% 0.7434
Close 0.7468 0.7437 -0.0031 -0.4% 0.7468
Range 0.0066 0.0053 -0.0013 -19.7% 0.0235
ATR 0.0074 0.0073 -0.0002 -2.0% 0.0000
Volume 63,538 61,761 -1,777 -2.8% 405,494
Daily Pivots for day following 11-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7603 0.7573 0.7466
R3 0.7550 0.7520 0.7451
R2 0.7497 0.7497 0.7446
R1 0.7467 0.7467 0.7441 0.7456
PP 0.7444 0.7444 0.7444 0.7439
S1 0.7414 0.7414 0.7432 0.7403
S2 0.7391 0.7391 0.7427
S3 0.7338 0.7361 0.7422
S4 0.7285 0.7308 0.7407
Weekly Pivots for week ending 08-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8229 0.8083 0.7597
R3 0.7994 0.7848 0.7532
R2 0.7759 0.7759 0.7511
R1 0.7613 0.7613 0.7489 0.7568
PP 0.7524 0.7524 0.7524 0.7501
S1 0.7378 0.7378 0.7446 0.7333
S2 0.7289 0.7289 0.7424
S3 0.7054 0.7143 0.7403
S4 0.6819 0.6908 0.7338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7669 0.7422 0.0248 3.3% 0.0081 1.1% 6% False True 81,438
10 0.7669 0.7422 0.0248 3.3% 0.0069 0.9% 6% False True 78,907
20 0.7669 0.7174 0.0495 6.7% 0.0071 1.0% 53% False False 76,459
40 0.7669 0.7099 0.0571 7.7% 0.0075 1.0% 59% False False 47,855
60 0.7669 0.6974 0.0695 9.3% 0.0072 1.0% 67% False False 31,998
80 0.7669 0.6974 0.0695 9.3% 0.0064 0.9% 67% False False 24,006
100 0.7669 0.6974 0.0695 9.3% 0.0058 0.8% 67% False False 19,210
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 0.7700
2.618 0.7613
1.618 0.7560
1.000 0.7528
0.618 0.7507
HIGH 0.7475
0.618 0.7454
0.500 0.7448
0.382 0.7442
LOW 0.7422
0.618 0.7389
1.000 0.7369
1.618 0.7336
2.618 0.7283
4.250 0.7196
Fisher Pivots for day following 11-Apr-2022
Pivot 1 day 3 day
R1 0.7448 0.7474
PP 0.7444 0.7462
S1 0.7440 0.7449

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

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