CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 06-May-2022
Day Change Summary
Previous Current
05-May-2022 06-May-2022 Change Change % Previous Week
Open 0.7260 0.7117 -0.0143 -2.0% 0.7071
High 0.7271 0.7139 -0.0132 -1.8% 0.7271
Low 0.7082 0.7062 -0.0020 -0.3% 0.7036
Close 0.7096 0.7079 -0.0018 -0.2% 0.7079
Range 0.0190 0.0078 -0.0112 -59.1% 0.0236
ATR 0.0101 0.0100 -0.0002 -1.7% 0.0000
Volume 112,032 119,240 7,208 6.4% 556,100
Daily Pivots for day following 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.7326 0.7280 0.7121
R3 0.7248 0.7202 0.7100
R2 0.7171 0.7171 0.7093
R1 0.7125 0.7125 0.7086 0.7109
PP 0.7093 0.7093 0.7093 0.7085
S1 0.7047 0.7047 0.7071 0.7031
S2 0.7016 0.7016 0.7064
S3 0.6938 0.6970 0.7057
S4 0.6861 0.6892 0.7036
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.7835 0.7692 0.7208
R3 0.7599 0.7457 0.7143
R2 0.7364 0.7364 0.7122
R1 0.7221 0.7221 0.7100 0.7293
PP 0.7128 0.7128 0.7128 0.7164
S1 0.6986 0.6986 0.7057 0.7057
S2 0.6893 0.6893 0.7035
S3 0.6657 0.6750 0.7014
S4 0.6422 0.6515 0.6949
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% 0.0119 1.7% 18% False False 111,220
10 0.7271 0.7036 0.0236 3.3% 0.0114 1.6% 18% False False 114,599
20 0.7502 0.7036 0.0466 6.6% 0.0097 1.4% 9% False False 92,438
40 0.7669 0.7036 0.0634 8.9% 0.0086 1.2% 7% False False 85,084
60 0.7669 0.7036 0.0634 8.9% 0.0084 1.2% 7% False False 60,644
80 0.7669 0.6974 0.0695 9.8% 0.0078 1.1% 15% False False 45,545
100 0.7669 0.6974 0.0695 9.8% 0.0071 1.0% 15% False False 36,440
120 0.7669 0.6974 0.0695 9.8% 0.0064 0.9% 15% False False 30,370
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7468
2.618 0.7342
1.618 0.7264
1.000 0.7217
0.618 0.7187
HIGH 0.7139
0.618 0.7109
0.500 0.7100
0.382 0.7091
LOW 0.7062
0.618 0.7014
1.000 0.6984
1.618 0.6936
2.618 0.6859
4.250 0.6732
Fisher Pivots for day following 06-May-2022
Pivot 1 day 3 day
R1 0.7100 0.7166
PP 0.7093 0.7137
S1 0.7086 0.7108

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

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