CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 12-Apr-2022
Day Change Summary
Previous Current
11-Apr-2022 12-Apr-2022 Change Change % Previous Week
Open 0.7468 0.7428 -0.0040 -0.5% 0.7501
High 0.7475 0.7502 0.0027 0.4% 0.7669
Low 0.7422 0.7408 -0.0014 -0.2% 0.7434
Close 0.7437 0.7469 0.0032 0.4% 0.7468
Range 0.0053 0.0094 0.0041 77.4% 0.0235
ATR 0.0073 0.0074 0.0002 2.1% 0.0000
Volume 61,761 70,937 9,176 14.9% 405,494
Daily Pivots for day following 12-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7741 0.7699 0.7520
R3 0.7647 0.7605 0.7494
R2 0.7553 0.7553 0.7486
R1 0.7511 0.7511 0.7477 0.7532
PP 0.7459 0.7459 0.7459 0.7470
S1 0.7417 0.7417 0.7460 0.7438
S2 0.7365 0.7365 0.7451
S3 0.7271 0.7323 0.7443
S4 0.7177 0.7229 0.7417
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 0.7601 0.7408 0.0193 2.6% 0.0075 1.0% 32% False True 73,548
10 0.7669 0.7408 0.0262 3.5% 0.0072 1.0% 23% False True 76,874
20 0.7669 0.7191 0.0479 6.4% 0.0072 1.0% 58% False False 76,078
40 0.7669 0.7105 0.0564 7.6% 0.0076 1.0% 64% False False 49,622
60 0.7669 0.6974 0.0695 9.3% 0.0072 1.0% 71% False False 33,179
80 0.7669 0.6974 0.0695 9.3% 0.0065 0.9% 71% False False 24,893
100 0.7669 0.6974 0.0695 9.3% 0.0059 0.8% 71% False False 19,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7901
2.618 0.7748
1.618 0.7654
1.000 0.7596
0.618 0.7560
HIGH 0.7502
0.618 0.7466
0.500 0.7455
0.382 0.7443
LOW 0.7408
0.618 0.7349
1.000 0.7314
1.618 0.7255
2.618 0.7161
4.250 0.7008
Fisher Pivots for day following 12-Apr-2022
Pivot 1 day 3 day
R1 0.7464 0.7464
PP 0.7459 0.7459
S1 0.7455 0.7455

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

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