CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 03-Jun-2022
Day Change Summary
Previous Current
02-Jun-2022 03-Jun-2022 Change Change % Previous Week
Open 0.7175 0.7266 0.0092 1.3% 0.7162
High 0.7271 0.7283 0.0013 0.2% 0.7283
Low 0.7141 0.7202 0.0061 0.9% 0.7141
Close 0.7256 0.7214 -0.0042 -0.6% 0.7214
Range 0.0130 0.0081 -0.0049 -37.5% 0.0142
ATR 0.0092 0.0091 -0.0001 -0.8% 0.0000
Volume 86,102 75,950 -10,152 -11.8% 385,922
Daily Pivots for day following 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7476 0.7426 0.7259
R3 0.7395 0.7345 0.7236
R2 0.7314 0.7314 0.7229
R1 0.7264 0.7264 0.7221 0.7249
PP 0.7233 0.7233 0.7233 0.7225
S1 0.7183 0.7183 0.7207 0.7168
S2 0.7152 0.7152 0.7199
S3 0.7071 0.7102 0.7192
S4 0.6990 0.7021 0.7169
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7639 0.7568 0.7292
R3 0.7497 0.7426 0.7253
R2 0.7355 0.7355 0.7240
R1 0.7284 0.7284 0.7227 0.7320
PP 0.7213 0.7213 0.7213 0.7230
S1 0.7142 0.7142 0.7201 0.7178
S2 0.7071 0.7071 0.7188
S3 0.6929 0.7000 0.7175
S4 0.6787 0.6858 0.7136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7283 0.7091 0.0192 2.7% 0.0083 1.2% 64% True False 95,353
10 0.7283 0.7005 0.0279 3.9% 0.0076 1.1% 75% True False 90,899
20 0.7283 0.6832 0.0452 6.3% 0.0089 1.2% 85% True False 100,449
40 0.7527 0.6832 0.0695 9.6% 0.0092 1.3% 55% False False 95,370
60 0.7669 0.6832 0.0838 11.6% 0.0087 1.2% 46% False False 89,289
80 0.7669 0.6832 0.0838 11.6% 0.0084 1.2% 46% False False 69,106
100 0.7669 0.6832 0.0838 11.6% 0.0080 1.1% 46% False False 55,334
120 0.7669 0.6832 0.0838 11.6% 0.0073 1.0% 46% False False 46,115
Crabel Price Patterns
NR True
NR4 False
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7627
2.618 0.7495
1.618 0.7414
1.000 0.7364
0.618 0.7333
HIGH 0.7283
0.618 0.7252
0.500 0.7243
0.382 0.7233
LOW 0.7202
0.618 0.7152
1.000 0.7121
1.618 0.7071
2.618 0.6990
4.250 0.6858
Fisher Pivots for day following 03-Jun-2022
Pivot 1 day 3 day
R1 0.7243 0.7213
PP 0.7233 0.7213
S1 0.7224 0.7212

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

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