CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 03-May-2022
Day Change Summary
Previous Current
02-May-2022 03-May-2022 Change Change % Previous Week
Open 0.7071 0.7057 -0.0014 -0.2% 0.7253
High 0.7087 0.7154 0.0067 0.9% 0.7255
Low 0.7036 0.7053 0.0017 0.2% 0.7060
Close 0.7042 0.7099 0.0058 0.8% 0.7087
Range 0.0052 0.0101 0.0050 96.1% 0.0196
ATR 0.0086 0.0088 0.0002 2.1% 0.0000
Volume 91,858 114,286 22,428 24.4% 589,898
Daily Pivots for day following 03-May-2022
Classic Woodie Camarilla DeMark
R4 0.7405 0.7353 0.7155
R3 0.7304 0.7252 0.7127
R2 0.7203 0.7203 0.7118
R1 0.7151 0.7151 0.7108 0.7177
PP 0.7102 0.7102 0.7102 0.7115
S1 0.7050 0.7050 0.7090 0.7076
S2 0.7001 0.7001 0.7080
S3 0.6900 0.6949 0.7071
S4 0.6799 0.6848 0.7043
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7720 0.7599 0.7195
R3 0.7525 0.7404 0.7141
R2 0.7329 0.7329 0.7123
R1 0.7208 0.7208 0.7105 0.7171
PP 0.7134 0.7134 0.7134 0.7115
S1 0.7013 0.7013 0.7069 0.6976
S2 0.6938 0.6938 0.7051
S3 0.6743 0.6817 0.7033
S4 0.6547 0.6622 0.6979
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7194 0.7036 0.0159 2.2% 0.0094 1.3% 40% False False 111,400
10 0.7465 0.7036 0.0430 6.1% 0.0102 1.4% 15% False False 104,311
20 0.7669 0.7036 0.0634 8.9% 0.0089 1.3% 10% False False 89,035
40 0.7669 0.7036 0.0634 8.9% 0.0081 1.1% 10% False False 81,354
60 0.7669 0.7036 0.0634 8.9% 0.0079 1.1% 10% False False 54,817
80 0.7669 0.6974 0.0695 9.8% 0.0074 1.0% 18% False False 41,171
100 0.7669 0.6974 0.0695 9.8% 0.0067 0.9% 18% False False 32,942
120 0.7669 0.6974 0.0695 9.8% 0.0061 0.9% 18% False False 27,454
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7583
2.618 0.7418
1.618 0.7317
1.000 0.7255
0.618 0.7216
HIGH 0.7154
0.618 0.7115
0.500 0.7103
0.382 0.7091
LOW 0.7053
0.618 0.6990
1.000 0.6952
1.618 0.6889
2.618 0.6788
4.250 0.6623
Fisher Pivots for day following 03-May-2022
Pivot 1 day 3 day
R1 0.7103 0.7110
PP 0.7102 0.7106
S1 0.7100 0.7103

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

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