CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 11-Apr-2022
Day Change Summary
Previous Current
08-Apr-2022 11-Apr-2022 Change Change % Previous Week
Open 0.7503 0.7450 -0.0053 -0.7% 0.7519
High 0.7513 0.7477 -0.0036 -0.5% 0.7665
Low 0.7450 0.7440 -0.0010 -0.1% 0.7450
Close 0.7482 0.7451 -0.0031 -0.4% 0.7482
Range 0.0063 0.0037 -0.0027 -42.1% 0.0215
ATR 0.0061 0.0060 -0.0001 -2.3% 0.0000
Volume 37 18 -19 -51.4% 325
Daily Pivots for day following 11-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7565 0.7545 0.7471
R3 0.7529 0.7508 0.7461
R2 0.7492 0.7492 0.7458
R1 0.7472 0.7472 0.7454 0.7482
PP 0.7456 0.7456 0.7456 0.7461
S1 0.7435 0.7435 0.7448 0.7446
S2 0.7419 0.7419 0.7444
S3 0.7383 0.7399 0.7441
S4 0.7346 0.7362 0.7431
Weekly Pivots for week ending 08-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8177 0.8044 0.7600
R3 0.7962 0.7829 0.7541
R2 0.7747 0.7747 0.7521
R1 0.7614 0.7614 0.7501 0.7573
PP 0.7532 0.7532 0.7532 0.7511
S1 0.7399 0.7399 0.7462 0.7358
S2 0.7317 0.7317 0.7442
S3 0.7102 0.7184 0.7422
S4 0.6887 0.6969 0.7363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7665 0.7440 0.0225 3.0% 0.0066 0.9% 5% False True 49
10 0.7665 0.7440 0.0225 3.0% 0.0055 0.7% 5% False True 46
20 0.7665 0.7195 0.0470 6.3% 0.0057 0.8% 55% False False 48
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7632
2.618 0.7572
1.618 0.7536
1.000 0.7513
0.618 0.7499
HIGH 0.7477
0.618 0.7463
0.500 0.7458
0.382 0.7454
LOW 0.7440
0.618 0.7417
1.000 0.7404
1.618 0.7381
2.618 0.7344
4.250 0.7285
Fisher Pivots for day following 11-Apr-2022
Pivot 1 day 3 day
R1 0.7458 0.7482
PP 0.7456 0.7472
S1 0.7453 0.7461

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

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