CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 27-Apr-2022
Day Change Summary
Previous Current
26-Apr-2022 27-Apr-2022 Change Change % Previous Week
Open 0.7188 0.7129 -0.0059 -0.8% 0.7404
High 0.7234 0.7194 -0.0040 -0.6% 0.7465
Low 0.7124 0.7106 -0.0019 -0.3% 0.7240
Close 0.7151 0.7125 -0.0026 -0.4% 0.7242
Range 0.0110 0.0089 -0.0022 -19.5% 0.0226
ATR 0.0085 0.0085 0.0000 0.3% 0.0000
Volume 111,495 111,395 -100 -0.1% 366,476
Daily Pivots for day following 27-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7407 0.7354 0.7173
R3 0.7318 0.7266 0.7149
R2 0.7230 0.7230 0.7141
R1 0.7177 0.7177 0.7133 0.7159
PP 0.7141 0.7141 0.7141 0.7132
S1 0.7089 0.7089 0.7116 0.7071
S2 0.7053 0.7053 0.7108
S3 0.6964 0.7000 0.7100
S4 0.6876 0.6912 0.7076
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7992 0.7843 0.7366
R3 0.7767 0.7617 0.7304
R2 0.7541 0.7541 0.7283
R1 0.7392 0.7392 0.7263 0.7354
PP 0.7316 0.7316 0.7316 0.7297
S1 0.7166 0.7166 0.7221 0.7128
S2 0.7090 0.7090 0.7201
S3 0.6865 0.6941 0.7180
S4 0.6639 0.6715 0.7118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7465 0.7106 0.0360 5.0% 0.0110 1.5% 5% False True 104,881
10 0.7482 0.7106 0.0377 5.3% 0.0091 1.3% 5% False True 85,697
20 0.7669 0.7106 0.0564 7.9% 0.0081 1.1% 3% False True 81,285
40 0.7669 0.7106 0.0564 7.9% 0.0080 1.1% 3% False True 70,874
60 0.7669 0.7042 0.0627 8.8% 0.0077 1.1% 13% False False 47,407
80 0.7669 0.6974 0.0695 9.8% 0.0072 1.0% 22% False False 35,603
100 0.7669 0.6974 0.0695 9.8% 0.0065 0.9% 22% False False 28,488
120 0.7669 0.6974 0.0695 9.8% 0.0058 0.8% 22% False False 23,741
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7570
2.618 0.7426
1.618 0.7337
1.000 0.7283
0.618 0.7249
HIGH 0.7194
0.618 0.7160
0.500 0.7150
0.382 0.7139
LOW 0.7106
0.618 0.7051
1.000 0.7017
1.618 0.6962
2.618 0.6874
4.250 0.6729
Fisher Pivots for day following 27-Apr-2022
Pivot 1 day 3 day
R1 0.7150 0.7180
PP 0.7141 0.7162
S1 0.7133 0.7143

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

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