CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 21-Apr-2022
Day Change Summary
Previous Current
20-Apr-2022 21-Apr-2022 Change Change % Previous Week
Open 0.7383 0.7457 0.0074 1.0% 0.7468
High 0.7465 0.7465 0.0001 0.0% 0.7502
Low 0.7379 0.7370 -0.0010 -0.1% 0.7399
Close 0.7447 0.7376 -0.0071 -0.9% 0.7423
Range 0.0086 0.0096 0.0010 11.7% 0.0103
ATR 0.0074 0.0076 0.0002 2.1% 0.0000
Volume 73,104 76,221 3,117 4.3% 272,760
Daily Pivots for day following 21-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7690 0.7629 0.7429
R3 0.7595 0.7533 0.7402
R2 0.7499 0.7499 0.7394
R1 0.7438 0.7438 0.7385 0.7421
PP 0.7404 0.7404 0.7404 0.7395
S1 0.7342 0.7342 0.7367 0.7325
S2 0.7308 0.7308 0.7358
S3 0.7213 0.7247 0.7350
S4 0.7117 0.7151 0.7323
Weekly Pivots for week ending 15-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7750 0.7689 0.7479
R3 0.7647 0.7586 0.7451
R2 0.7544 0.7544 0.7441
R1 0.7483 0.7483 0.7432 0.7462
PP 0.7441 0.7441 0.7441 0.7430
S1 0.7380 0.7380 0.7413 0.7359
S2 0.7338 0.7338 0.7404
S3 0.7235 0.7277 0.7394
S4 0.7132 0.7174 0.7366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7476 0.7349 0.0127 1.7% 0.0074 1.0% 21% False False 65,814
10 0.7527 0.7349 0.0178 2.4% 0.0072 1.0% 15% False False 68,133
20 0.7669 0.7349 0.0320 4.3% 0.0070 1.0% 8% False False 74,915
40 0.7669 0.7105 0.0564 7.6% 0.0079 1.1% 48% False False 59,764
60 0.7669 0.6974 0.0695 9.4% 0.0074 1.0% 58% False False 39,959
80 0.7669 0.6974 0.0695 9.4% 0.0067 0.9% 58% False False 30,002
100 0.7669 0.6974 0.0695 9.4% 0.0062 0.8% 58% False False 24,007
120 0.7669 0.6974 0.0695 9.4% 0.0055 0.7% 58% False False 20,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7871
2.618 0.7715
1.618 0.7620
1.000 0.7561
0.618 0.7524
HIGH 0.7465
0.618 0.7429
0.500 0.7417
0.382 0.7406
LOW 0.7370
0.618 0.7310
1.000 0.7274
1.618 0.7215
2.618 0.7119
4.250 0.6964
Fisher Pivots for day following 21-Apr-2022
Pivot 1 day 3 day
R1 0.7417 0.7409
PP 0.7404 0.7398
S1 0.7390 0.7387

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

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