CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 02-Jun-2022
Day Change Summary
Previous Current
01-Jun-2022 02-Jun-2022 Change Change % Previous Week
Open 0.7178 0.7175 -0.0004 0.0% 0.7064
High 0.7231 0.7271 0.0040 0.5% 0.7169
Low 0.7156 0.7141 -0.0015 -0.2% 0.7037
Close 0.7190 0.7256 0.0066 0.9% 0.7157
Range 0.0075 0.0130 0.0055 72.7% 0.0132
ATR 0.0089 0.0092 0.0003 3.3% 0.0000
Volume 91,529 86,102 -5,427 -5.9% 432,509
Daily Pivots for day following 02-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7611 0.7563 0.7327
R3 0.7481 0.7433 0.7291
R2 0.7352 0.7352 0.7279
R1 0.7304 0.7304 0.7267 0.7328
PP 0.7222 0.7222 0.7222 0.7234
S1 0.7174 0.7174 0.7244 0.7198
S2 0.7093 0.7093 0.7232
S3 0.6963 0.7045 0.7220
S4 0.6834 0.6915 0.7184
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 0.7515 0.7468 0.7229
R3 0.7384 0.7336 0.7193
R2 0.7252 0.7252 0.7181
R1 0.7205 0.7205 0.7169 0.7229
PP 0.7121 0.7121 0.7121 0.7133
S1 0.7073 0.7073 0.7145 0.7097
S2 0.6989 0.6989 0.7133
S3 0.6858 0.6942 0.7121
S4 0.6726 0.6810 0.7085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7271 0.7059 0.0212 2.9% 0.0078 1.1% 93% True False 94,255
10 0.7271 0.6956 0.0315 4.3% 0.0080 1.1% 95% True False 94,992
20 0.7271 0.6832 0.0440 6.1% 0.0094 1.3% 96% False False 102,253
40 0.7601 0.6832 0.0769 10.6% 0.0093 1.3% 55% False False 95,851
60 0.7669 0.6832 0.0838 11.5% 0.0087 1.2% 51% False False 89,723
80 0.7669 0.6832 0.0838 11.5% 0.0084 1.2% 51% False False 68,159
100 0.7669 0.6832 0.0838 11.5% 0.0080 1.1% 51% False False 54,574
120 0.7669 0.6832 0.0838 11.5% 0.0073 1.0% 51% False False 45,482
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 0.0015
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7821
2.618 0.7610
1.618 0.7480
1.000 0.7400
0.618 0.7351
HIGH 0.7271
0.618 0.7221
0.500 0.7206
0.382 0.7190
LOW 0.7141
0.618 0.7061
1.000 0.7012
1.618 0.6931
2.618 0.6802
4.250 0.6591
Fisher Pivots for day following 02-Jun-2022
Pivot 1 day 3 day
R1 0.7239 0.7239
PP 0.7222 0.7222
S1 0.7206 0.7206

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

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