CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 10-Jun-2022
Day Change Summary
Previous Current
09-Jun-2022 10-Jun-2022 Change Change % Previous Week
Open 0.7191 0.7096 -0.0095 -1.3% 0.7213
High 0.7198 0.7139 -0.0060 -0.8% 0.7250
Low 0.7094 0.7038 -0.0056 -0.8% 0.7038
Close 0.7106 0.7054 -0.0052 -0.7% 0.7054
Range 0.0105 0.0101 -0.0004 -3.3% 0.0212
ATR 0.0087 0.0088 0.0001 1.1% 0.0000
Volume 119,116 31,089 -88,027 -73.9% 523,099
Daily Pivots for day following 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7380 0.7318 0.7110
R3 0.7279 0.7217 0.7082
R2 0.7178 0.7178 0.7073
R1 0.7116 0.7116 0.7063 0.7096
PP 0.7077 0.7077 0.7077 0.7067
S1 0.7015 0.7015 0.7045 0.6995
S2 0.6976 0.6976 0.7035
S3 0.6875 0.6914 0.7026
S4 0.6774 0.6813 0.6998
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7750 0.7614 0.7171
R3 0.7538 0.7402 0.7112
R2 0.7326 0.7326 0.7093
R1 0.7190 0.7190 0.7073 0.7152
PP 0.7114 0.7114 0.7114 0.7095
S1 0.6978 0.6978 0.7035 0.6940
S2 0.6902 0.6902 0.7015
S3 0.6690 0.6766 0.6996
S4 0.6478 0.6554 0.6937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7250 0.7038 0.0212 3.0% 0.0081 1.1% 8% False True 104,619
10 0.7283 0.7038 0.0246 3.5% 0.0082 1.2% 7% False True 99,986
20 0.7283 0.6856 0.0427 6.1% 0.0083 1.2% 46% False False 96,331
40 0.7476 0.6832 0.0644 9.1% 0.0094 1.3% 35% False False 99,641
60 0.7669 0.6832 0.0838 11.9% 0.0086 1.2% 27% False False 91,772
80 0.7669 0.6832 0.0838 11.9% 0.0085 1.2% 27% False False 75,626
100 0.7669 0.6832 0.0838 11.9% 0.0081 1.2% 27% False False 60,560
120 0.7669 0.6832 0.0838 11.9% 0.0075 1.1% 27% False False 50,473
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7568
2.618 0.7403
1.618 0.7302
1.000 0.7240
0.618 0.7201
HIGH 0.7139
0.618 0.7100
0.500 0.7088
0.382 0.7076
LOW 0.7038
0.618 0.6975
1.000 0.6937
1.618 0.6874
2.618 0.6773
4.250 0.6608
Fisher Pivots for day following 10-Jun-2022
Pivot 1 day 3 day
R1 0.7088 0.7136
PP 0.7077 0.7109
S1 0.7065 0.7081

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

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