CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 09-Jun-2022
Day Change Summary
Previous Current
08-Jun-2022 09-Jun-2022 Change Change % Previous Week
Open 0.7232 0.7191 -0.0042 -0.6% 0.7162
High 0.7235 0.7198 -0.0037 -0.5% 0.7283
Low 0.7176 0.7094 -0.0083 -1.1% 0.7141
Close 0.7193 0.7106 -0.0087 -1.2% 0.7214
Range 0.0059 0.0105 0.0046 77.1% 0.0142
ATR 0.0086 0.0087 0.0001 1.5% 0.0000
Volume 165,829 119,116 -46,713 -28.2% 385,922
Daily Pivots for day following 09-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7446 0.7381 0.7163
R3 0.7342 0.7276 0.7135
R2 0.7237 0.7237 0.7125
R1 0.7172 0.7172 0.7116 0.7152
PP 0.7133 0.7133 0.7133 0.7123
S1 0.7067 0.7067 0.7096 0.7048
S2 0.7028 0.7028 0.7087
S3 0.6924 0.6963 0.7077
S4 0.6819 0.6858 0.7049
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 0.7094 0.0190 2.7% 0.0077 1.1% 7% False True 113,592
10 0.7283 0.7059 0.0225 3.2% 0.0077 1.1% 21% False False 103,923
20 0.7283 0.6832 0.0452 6.4% 0.0084 1.2% 61% False False 101,220
40 0.7482 0.6832 0.0651 9.2% 0.0093 1.3% 42% False False 100,857
60 0.7669 0.6832 0.0838 11.8% 0.0086 1.2% 33% False False 92,597
80 0.7669 0.6832 0.0838 11.8% 0.0085 1.2% 33% False False 75,239
100 0.7669 0.6832 0.0838 11.8% 0.0081 1.1% 33% False False 60,250
120 0.7669 0.6832 0.0838 11.8% 0.0074 1.0% 33% False False 50,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7642
2.618 0.7472
1.618 0.7367
1.000 0.7303
0.618 0.7263
HIGH 0.7198
0.618 0.7158
0.500 0.7146
0.382 0.7133
LOW 0.7094
0.618 0.7029
1.000 0.6989
1.618 0.6924
2.618 0.6820
4.250 0.6649
Fisher Pivots for day following 09-Jun-2022
Pivot 1 day 3 day
R1 0.7146 0.7172
PP 0.7133 0.7150
S1 0.7119 0.7128

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

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