CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 05-May-2022
Day Change Summary
Previous Current
04-May-2022 05-May-2022 Change Change % Previous Week
Open 0.7101 0.7260 0.0160 2.2% 0.7253
High 0.7270 0.7271 0.0001 0.0% 0.7255
Low 0.7093 0.7082 -0.0011 -0.2% 0.7060
Close 0.7237 0.7096 -0.0141 -1.9% 0.7087
Range 0.0178 0.0190 0.0012 6.8% 0.0196
ATR 0.0095 0.0101 0.0007 7.2% 0.0000
Volume 118,684 112,032 -6,652 -5.6% 589,898
Daily Pivots for day following 05-May-2022
Classic Woodie Camarilla DeMark
R4 0.7718 0.7597 0.7200
R3 0.7529 0.7407 0.7148
R2 0.7339 0.7339 0.7131
R1 0.7218 0.7218 0.7113 0.7184
PP 0.7150 0.7150 0.7150 0.7133
S1 0.7028 0.7028 0.7079 0.6994
S2 0.6960 0.6960 0.7061
S3 0.6771 0.6839 0.7044
S4 0.6581 0.6649 0.6992
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 0.7271 0.7036 0.0236 3.3% 0.0129 1.8% 26% True False 112,692
10 0.7381 0.7036 0.0345 4.9% 0.0120 1.7% 18% False False 112,450
20 0.7527 0.7036 0.0491 6.9% 0.0096 1.4% 12% False False 90,291
40 0.7669 0.7036 0.0634 8.9% 0.0086 1.2% 10% False False 83,710
60 0.7669 0.7036 0.0634 8.9% 0.0083 1.2% 10% False False 58,658
80 0.7669 0.6974 0.0695 9.8% 0.0078 1.1% 18% False False 44,055
100 0.7669 0.6974 0.0695 9.8% 0.0070 1.0% 18% False False 35,248
120 0.7669 0.6974 0.0695 9.8% 0.0064 0.9% 18% False False 29,377
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 0.0019
Widest range in 131 trading days
Fibonacci Retracements and Extensions
4.250 0.8076
2.618 0.7767
1.618 0.7578
1.000 0.7461
0.618 0.7388
HIGH 0.7271
0.618 0.7199
0.500 0.7176
0.382 0.7154
LOW 0.7082
0.618 0.6964
1.000 0.6892
1.618 0.6775
2.618 0.6585
4.250 0.6276
Fisher Pivots for day following 05-May-2022
Pivot 1 day 3 day
R1 0.7176 0.7162
PP 0.7150 0.7140
S1 0.7123 0.7118

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

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