CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 08-Jun-2022
Day Change Summary
Previous Current
07-Jun-2022 08-Jun-2022 Change Change % Previous Week
Open 0.7195 0.7232 0.0038 0.5% 0.7162
High 0.7250 0.7235 -0.0015 -0.2% 0.7283
Low 0.7157 0.7176 0.0019 0.3% 0.7141
Close 0.7231 0.7193 -0.0038 -0.5% 0.7214
Range 0.0093 0.0059 -0.0034 -36.2% 0.0142
ATR 0.0088 0.0086 -0.0002 -2.4% 0.0000
Volume 129,743 165,829 36,086 27.8% 385,922
Daily Pivots for day following 08-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7378 0.7345 0.7225
R3 0.7319 0.7286 0.7209
R2 0.7260 0.7260 0.7204
R1 0.7227 0.7227 0.7198 0.7214
PP 0.7201 0.7201 0.7201 0.7195
S1 0.7168 0.7168 0.7188 0.7155
S2 0.7142 0.7142 0.7182
S3 0.7083 0.7109 0.7177
S4 0.7024 0.7050 0.7161
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% 0.0082 1.1% 37% False False 106,989
10 0.7283 0.7037 0.0246 3.4% 0.0075 1.0% 63% False False 101,378
20 0.7283 0.6832 0.0452 6.3% 0.0085 1.2% 80% False False 102,028
40 0.7502 0.6832 0.0670 9.3% 0.0093 1.3% 54% False False 99,652
60 0.7669 0.6832 0.0838 11.6% 0.0086 1.2% 43% False False 91,921
80 0.7669 0.6832 0.0838 11.6% 0.0084 1.2% 43% False False 73,754
100 0.7669 0.6832 0.0838 11.6% 0.0080 1.1% 43% False False 59,060
120 0.7669 0.6832 0.0838 11.6% 0.0074 1.0% 43% False False 49,221
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7486
2.618 0.7389
1.618 0.7330
1.000 0.7294
0.618 0.7271
HIGH 0.7235
0.618 0.7212
0.500 0.7206
0.382 0.7199
LOW 0.7176
0.618 0.7140
1.000 0.7117
1.618 0.7081
2.618 0.7022
4.250 0.6925
Fisher Pivots for day following 08-Jun-2022
Pivot 1 day 3 day
R1 0.7206 0.7203
PP 0.7201 0.7200
S1 0.7197 0.7196

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

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