CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 11-May-2022
Day Change Summary
Previous Current
10-May-2022 11-May-2022 Change Change % Previous Week
Open 0.6954 0.6943 -0.0011 -0.2% 0.7071
High 0.6990 0.7058 0.0068 1.0% 0.7271
Low 0.6915 0.6931 0.0016 0.2% 0.7036
Close 0.6944 0.6951 0.0008 0.1% 0.7079
Range 0.0075 0.0127 0.0052 69.3% 0.0236
ATR 0.0100 0.0102 0.0002 1.9% 0.0000
Volume 110,938 135,289 24,351 22.0% 556,100
Daily Pivots for day following 11-May-2022
Classic Woodie Camarilla DeMark
R4 0.7361 0.7283 0.7021
R3 0.7234 0.7156 0.6986
R2 0.7107 0.7107 0.6974
R1 0.7029 0.7029 0.6963 0.7068
PP 0.6980 0.6980 0.6980 0.6999
S1 0.6902 0.6902 0.6939 0.6941
S2 0.6853 0.6853 0.6928
S3 0.6726 0.6775 0.6916
S4 0.6599 0.6648 0.6881
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 0.6915 0.0357 5.1% 0.0119 1.7% 10% False False 117,723
10 0.7271 0.6915 0.0357 5.1% 0.0116 1.7% 10% False False 115,290
20 0.7482 0.6915 0.0568 8.2% 0.0103 1.5% 6% False False 100,494
40 0.7669 0.6915 0.0755 10.9% 0.0088 1.3% 5% False False 88,286
60 0.7669 0.6915 0.0755 10.9% 0.0085 1.2% 5% False False 66,579
80 0.7669 0.6915 0.0755 10.9% 0.0080 1.2% 5% False False 50,008
100 0.7669 0.6915 0.0755 10.9% 0.0073 1.0% 5% False False 40,013
120 0.7669 0.6915 0.0755 10.9% 0.0067 1.0% 5% False False 33,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7597
2.618 0.7390
1.618 0.7263
1.000 0.7185
0.618 0.7136
HIGH 0.7058
0.618 0.7009
0.500 0.6994
0.382 0.6979
LOW 0.6931
0.618 0.6852
1.000 0.6804
1.618 0.6725
2.618 0.6598
4.250 0.6391
Fisher Pivots for day following 11-May-2022
Pivot 1 day 3 day
R1 0.6994 0.6995
PP 0.6980 0.6980
S1 0.6965 0.6966

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

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