CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 25-May-2022
Day Change Summary
Previous Current
24-May-2022 25-May-2022 Change Change % Previous Week
Open 0.7112 0.7110 -0.0002 0.0% 0.6938
High 0.7115 0.7121 0.0006 0.1% 0.7076
Low 0.7059 0.7037 -0.0022 -0.3% 0.6875
Close 0.7085 0.7094 0.0009 0.1% 0.7022
Range 0.0057 0.0084 0.0028 48.7% 0.0202
ATR 0.0098 0.0097 -0.0001 -1.0% 0.0000
Volume 85,053 93,661 8,608 10.1% 491,656
Daily Pivots for day following 25-May-2022
Classic Woodie Camarilla DeMark
R4 0.7336 0.7299 0.7140
R3 0.7252 0.7215 0.7117
R2 0.7168 0.7168 0.7109
R1 0.7131 0.7131 0.7101 0.7107
PP 0.7084 0.7084 0.7084 0.7072
S1 0.7047 0.7047 0.7086 0.7023
S2 0.7000 0.7000 0.7078
S3 0.6916 0.6963 0.7070
S4 0.6832 0.6879 0.7047
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.7595 0.7510 0.7133
R3 0.7394 0.7309 0.7077
R2 0.7192 0.7192 0.7059
R1 0.7107 0.7107 0.7040 0.7150
PP 0.6991 0.6991 0.6991 0.7012
S1 0.6906 0.6906 0.7004 0.6948
S2 0.6789 0.6789 0.6985
S3 0.6588 0.6704 0.6967
S4 0.6386 0.6503 0.6911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7130 0.6956 0.0174 2.4% 0.0082 1.2% 79% False False 95,730
10 0.7130 0.6832 0.0298 4.2% 0.0090 1.3% 88% False False 98,517
20 0.7271 0.6832 0.0440 6.2% 0.0103 1.4% 60% False False 106,903
40 0.7669 0.6832 0.0838 11.8% 0.0092 1.3% 31% False False 94,094
60 0.7669 0.6832 0.0838 11.8% 0.0088 1.2% 31% False False 82,884
80 0.7669 0.6832 0.0838 11.8% 0.0083 1.2% 31% False False 62,281
100 0.7669 0.6832 0.0838 11.8% 0.0078 1.1% 31% False False 49,863
120 0.7669 0.6832 0.0838 11.8% 0.0071 1.0% 31% False False 41,558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7478
2.618 0.7341
1.618 0.7257
1.000 0.7205
0.618 0.7173
HIGH 0.7121
0.618 0.7089
0.500 0.7079
0.382 0.7069
LOW 0.7037
0.618 0.6985
1.000 0.6953
1.618 0.6901
2.618 0.6817
4.250 0.6680
Fisher Pivots for day following 25-May-2022
Pivot 1 day 3 day
R1 0.7089 0.7090
PP 0.7084 0.7087
S1 0.7079 0.7083

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

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