CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 14-Apr-2022
Day Change Summary
Previous Current
13-Apr-2022 14-Apr-2022 Change Change % Previous Week
Open 0.7477 0.7475 -0.0002 0.0% 0.7519
High 0.7477 0.7489 0.0012 0.2% 0.7665
Low 0.7420 0.7419 -0.0001 0.0% 0.7450
Close 0.7466 0.7437 -0.0030 -0.4% 0.7482
Range 0.0057 0.0070 0.0013 21.9% 0.0215
ATR 0.0061 0.0061 0.0001 1.0% 0.0000
Volume 88 35 -53 -60.2% 325
Daily Pivots for day following 14-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7657 0.7616 0.7475
R3 0.7587 0.7547 0.7456
R2 0.7518 0.7518 0.7449
R1 0.7477 0.7477 0.7443 0.7463
PP 0.7448 0.7448 0.7448 0.7441
S1 0.7408 0.7408 0.7430 0.7393
S2 0.7379 0.7379 0.7424
S3 0.7309 0.7338 0.7417
S4 0.7240 0.7269 0.7398
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 0.7513 0.7419 0.0094 1.3% 0.0060 0.8% 19% False True 57
10 0.7665 0.7419 0.0246 3.3% 0.0064 0.9% 7% False True 59
20 0.7665 0.7385 0.0280 3.8% 0.0056 0.8% 19% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7784
2.618 0.7670
1.618 0.7601
1.000 0.7558
0.618 0.7531
HIGH 0.7489
0.618 0.7462
0.500 0.7454
0.382 0.7446
LOW 0.7419
0.618 0.7376
1.000 0.7350
1.618 0.7307
2.618 0.7237
4.250 0.7124
Fisher Pivots for day following 14-Apr-2022
Pivot 1 day 3 day
R1 0.7454 0.7459
PP 0.7448 0.7452
S1 0.7442 0.7444

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

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