CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 13-Jun-2022
Day Change Summary
Previous Current
10-Jun-2022 13-Jun-2022 Change Change % Previous Week
Open 0.7096 0.7049 -0.0048 -0.7% 0.7213
High 0.7139 0.7049 -0.0090 -1.3% 0.7250
Low 0.7038 0.6956 -0.0082 -1.2% 0.7038
Close 0.7054 0.6956 -0.0099 -1.4% 0.7054
Range 0.0101 0.0093 -0.0008 -7.9% 0.0212
ATR 0.0088 0.0089 0.0001 0.8% 0.0000
Volume 31,089 319 -30,770 -99.0% 523,099
Daily Pivots for day following 13-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7266 0.7204 0.7007
R3 0.7173 0.7111 0.6981
R2 0.7080 0.7080 0.6973
R1 0.7018 0.7018 0.6964 0.7002
PP 0.6987 0.6987 0.6987 0.6979
S1 0.6925 0.6925 0.6947 0.6909
S2 0.6894 0.6894 0.6938
S3 0.6801 0.6832 0.6930
S4 0.6708 0.6739 0.6904
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 0.6956 0.0294 4.2% 0.0090 1.3% 0% False True 89,219
10 0.7283 0.6956 0.0328 4.7% 0.0084 1.2% 0% False True 90,934
20 0.7283 0.6875 0.0409 5.9% 0.0083 1.2% 20% False False 91,675
40 0.7465 0.6832 0.0634 9.1% 0.0094 1.4% 20% False False 98,140
60 0.7669 0.6832 0.0838 12.0% 0.0086 1.2% 15% False False 90,477
80 0.7669 0.6832 0.0838 12.0% 0.0086 1.2% 15% False False 75,629
100 0.7669 0.6832 0.0838 12.0% 0.0082 1.2% 15% False False 60,557
120 0.7669 0.6832 0.0838 12.0% 0.0075 1.1% 15% False False 50,475
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7444
2.618 0.7292
1.618 0.7199
1.000 0.7142
0.618 0.7106
HIGH 0.7049
0.618 0.7013
0.500 0.7002
0.382 0.6991
LOW 0.6956
0.618 0.6898
1.000 0.6863
1.618 0.6805
2.618 0.6712
4.250 0.6560
Fisher Pivots for day following 13-Jun-2022
Pivot 1 day 3 day
R1 0.7002 0.7077
PP 0.6987 0.7036
S1 0.6971 0.6996

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

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