CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 28-Apr-2022
Day Change Summary
Previous Current
27-Apr-2022 28-Apr-2022 Change Change % Previous Week
Open 0.7129 0.7129 0.0000 0.0% 0.7404
High 0.7194 0.7166 -0.0028 -0.4% 0.7465
Low 0.7106 0.7060 -0.0046 -0.6% 0.7240
Close 0.7125 0.7100 -0.0025 -0.4% 0.7242
Range 0.0089 0.0107 0.0018 20.3% 0.0226
ATR 0.0085 0.0086 0.0002 1.8% 0.0000
Volume 111,395 112,860 1,465 1.3% 366,476
Daily Pivots for day following 28-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7428 0.7370 0.7158
R3 0.7321 0.7264 0.7129
R2 0.7215 0.7215 0.7119
R1 0.7157 0.7157 0.7109 0.7133
PP 0.7108 0.7108 0.7108 0.7096
S1 0.7051 0.7051 0.7090 0.7026
S2 0.7002 0.7002 0.7080
S3 0.6895 0.6944 0.7070
S4 0.6789 0.6838 0.7041
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 0.7381 0.7060 0.0321 4.5% 0.0112 1.6% 12% False True 112,208
10 0.7476 0.7060 0.0416 5.9% 0.0093 1.3% 10% False True 89,011
20 0.7669 0.7060 0.0610 8.6% 0.0085 1.2% 7% False True 83,490
40 0.7669 0.7060 0.0610 8.6% 0.0082 1.1% 7% False True 73,637
60 0.7669 0.7060 0.0610 8.6% 0.0077 1.1% 7% False True 49,282
80 0.7669 0.6974 0.0695 9.8% 0.0073 1.0% 18% False False 37,013
100 0.7669 0.6974 0.0695 9.8% 0.0065 0.9% 18% False False 29,617
120 0.7669 0.6974 0.0695 9.8% 0.0059 0.8% 18% False False 24,681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7619
2.618 0.7445
1.618 0.7338
1.000 0.7273
0.618 0.7232
HIGH 0.7166
0.618 0.7125
0.500 0.7113
0.382 0.7100
LOW 0.7060
0.618 0.6994
1.000 0.6953
1.618 0.6887
2.618 0.6781
4.250 0.6607
Fisher Pivots for day following 28-Apr-2022
Pivot 1 day 3 day
R1 0.7113 0.7147
PP 0.7108 0.7131
S1 0.7104 0.7115

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

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