CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 04-May-2022
Day Change Summary
Previous Current
03-May-2022 04-May-2022 Change Change % Previous Week
Open 0.7057 0.7101 0.0044 0.6% 0.7253
High 0.7154 0.7270 0.0117 1.6% 0.7255
Low 0.7053 0.7093 0.0040 0.6% 0.7060
Close 0.7099 0.7237 0.0138 1.9% 0.7087
Range 0.0101 0.0178 0.0077 75.7% 0.0196
ATR 0.0088 0.0095 0.0006 7.2% 0.0000
Volume 114,286 118,684 4,398 3.8% 589,898
Daily Pivots for day following 04-May-2022
Classic Woodie Camarilla DeMark
R4 0.7732 0.7662 0.7335
R3 0.7555 0.7485 0.7286
R2 0.7377 0.7377 0.7270
R1 0.7307 0.7307 0.7253 0.7342
PP 0.7200 0.7200 0.7200 0.7217
S1 0.7130 0.7130 0.7221 0.7165
S2 0.7022 0.7022 0.7204
S3 0.6845 0.6952 0.7188
S4 0.6667 0.6775 0.7139
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 0.7270 0.7036 0.0235 3.2% 0.0112 1.5% 86% True False 112,858
10 0.7465 0.7036 0.0430 5.9% 0.0111 1.5% 47% False False 108,869
20 0.7601 0.7036 0.0565 7.8% 0.0092 1.3% 36% False False 89,450
40 0.7669 0.7036 0.0634 8.8% 0.0083 1.1% 32% False False 83,459
60 0.7669 0.7036 0.0634 8.8% 0.0080 1.1% 32% False False 56,794
80 0.7669 0.6974 0.0695 9.6% 0.0076 1.0% 38% False False 42,655
100 0.7669 0.6974 0.0695 9.6% 0.0069 1.0% 38% False False 34,128
120 0.7669 0.6974 0.0695 9.6% 0.0062 0.9% 38% False False 28,443
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 130 trading days
Fibonacci Retracements and Extensions
4.250 0.8024
2.618 0.7735
1.618 0.7557
1.000 0.7448
0.618 0.7380
HIGH 0.7270
0.618 0.7202
0.500 0.7181
0.382 0.7160
LOW 0.7093
0.618 0.6983
1.000 0.6915
1.618 0.6805
2.618 0.6628
4.250 0.6338
Fisher Pivots for day following 04-May-2022
Pivot 1 day 3 day
R1 0.7218 0.7209
PP 0.7200 0.7181
S1 0.7181 0.7153

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

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