CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 12-Apr-2022
Day Change Summary
Previous Current
11-Apr-2022 12-Apr-2022 Change Change % Previous Week
Open 0.7450 0.7431 -0.0020 -0.3% 0.7519
High 0.7477 0.7500 0.0023 0.3% 0.7665
Low 0.7440 0.7426 -0.0015 -0.2% 0.7450
Close 0.7451 0.7483 0.0032 0.4% 0.7482
Range 0.0037 0.0074 0.0038 102.7% 0.0215
ATR 0.0060 0.0061 0.0001 1.7% 0.0000
Volume 18 109 91 505.6% 325
Daily Pivots for day following 12-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7691 0.7661 0.7523
R3 0.7617 0.7587 0.7503
R2 0.7543 0.7543 0.7496
R1 0.7513 0.7513 0.7489 0.7528
PP 0.7469 0.7469 0.7469 0.7477
S1 0.7439 0.7439 0.7476 0.7454
S2 0.7395 0.7395 0.7469
S3 0.7321 0.7365 0.7462
S4 0.7247 0.7291 0.7442
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 0.7601 0.7426 0.0175 2.3% 0.0060 0.8% 33% False True 42
10 0.7665 0.7426 0.0239 3.2% 0.0058 0.8% 24% False True 54
20 0.7665 0.7208 0.0457 6.1% 0.0058 0.8% 60% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7814
2.618 0.7693
1.618 0.7619
1.000 0.7574
0.618 0.7545
HIGH 0.7500
0.618 0.7471
0.500 0.7463
0.382 0.7454
LOW 0.7426
0.618 0.7380
1.000 0.7352
1.618 0.7306
2.618 0.7232
4.250 0.7111
Fisher Pivots for day following 12-Apr-2022
Pivot 1 day 3 day
R1 0.7476 0.7478
PP 0.7469 0.7474
S1 0.7463 0.7469

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

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