CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 06-Jun-2022
Day Change Summary
Previous Current
03-Jun-2022 06-Jun-2022 Change Change % Previous Week
Open 0.7266 0.7213 -0.0053 -0.7% 0.7162
High 0.7283 0.7233 -0.0051 -0.7% 0.7283
Low 0.7202 0.7186 -0.0016 -0.2% 0.7141
Close 0.7214 0.7193 -0.0022 -0.3% 0.7214
Range 0.0081 0.0047 -0.0035 -42.6% 0.0142
ATR 0.0091 0.0088 -0.0003 -3.5% 0.0000
Volume 75,950 77,322 1,372 1.8% 385,922
Daily Pivots for day following 06-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7343 0.7314 0.7218
R3 0.7297 0.7268 0.7205
R2 0.7250 0.7250 0.7201
R1 0.7221 0.7221 0.7197 0.7213
PP 0.7204 0.7204 0.7204 0.7199
S1 0.7175 0.7175 0.7188 0.7166
S2 0.7157 0.7157 0.7184
S3 0.7111 0.7128 0.7180
S4 0.7064 0.7082 0.7167
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 0.7141 0.0142 2.0% 0.0077 1.1% 36% False False 92,648
10 0.7283 0.7037 0.0246 3.4% 0.0073 1.0% 63% False False 89,575
20 0.7283 0.6832 0.0452 6.3% 0.0087 1.2% 80% False False 98,353
40 0.7502 0.6832 0.0670 9.3% 0.0092 1.3% 54% False False 95,395
60 0.7669 0.6832 0.0838 11.6% 0.0086 1.2% 43% False False 89,507
80 0.7669 0.6832 0.0838 11.6% 0.0084 1.2% 43% False False 70,071
100 0.7669 0.6832 0.0838 11.6% 0.0080 1.1% 43% False False 56,107
120 0.7669 0.6832 0.0838 11.6% 0.0073 1.0% 43% False False 46,759
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 0.7430
2.618 0.7354
1.618 0.7308
1.000 0.7279
0.618 0.7261
HIGH 0.7233
0.618 0.7215
0.500 0.7209
0.382 0.7204
LOW 0.7186
0.618 0.7157
1.000 0.7140
1.618 0.7111
2.618 0.7064
4.250 0.6988
Fisher Pivots for day following 06-Jun-2022
Pivot 1 day 3 day
R1 0.7209 0.7212
PP 0.7204 0.7206
S1 0.7198 0.7199

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

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