CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 18-Apr-2022
Day Change Summary
Previous Current
14-Apr-2022 18-Apr-2022 Change Change % Previous Week
Open 0.7475 0.7417 -0.0058 -0.8% 0.7450
High 0.7489 0.7417 -0.0072 -1.0% 0.7500
Low 0.7419 0.7371 -0.0049 -0.7% 0.7419
Close 0.7437 0.7371 -0.0066 -0.9% 0.7437
Range 0.0070 0.0046 -0.0024 -33.8% 0.0081
ATR 0.0061 0.0062 0.0000 0.5% 0.0000
Volume 35 10 -25 -71.4% 250
Daily Pivots for day following 18-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7524 0.7493 0.7396
R3 0.7478 0.7447 0.7383
R2 0.7432 0.7432 0.7379
R1 0.7401 0.7401 0.7375 0.7394
PP 0.7386 0.7386 0.7386 0.7382
S1 0.7355 0.7355 0.7366 0.7348
S2 0.7340 0.7340 0.7362
S3 0.7294 0.7309 0.7358
S4 0.7248 0.7263 0.7345
Weekly Pivots for week ending 15-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7693 0.7645 0.7481
R3 0.7613 0.7565 0.7459
R2 0.7532 0.7532 0.7451
R1 0.7484 0.7484 0.7444 0.7468
PP 0.7452 0.7452 0.7452 0.7444
S1 0.7404 0.7404 0.7429 0.7388
S2 0.7371 0.7371 0.7422
S3 0.7291 0.7323 0.7414
S4 0.7210 0.7243 0.7392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7500 0.7371 0.0129 1.8% 0.0057 0.8% 0% False True 52
10 0.7665 0.7371 0.0294 4.0% 0.0063 0.9% 0% False True 58
20 0.7665 0.7371 0.0294 4.0% 0.0055 0.8% 0% False True 48
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7612
2.618 0.7537
1.618 0.7491
1.000 0.7463
0.618 0.7445
HIGH 0.7417
0.618 0.7399
0.500 0.7394
0.382 0.7388
LOW 0.7371
0.618 0.7342
1.000 0.7325
1.618 0.7296
2.618 0.7250
4.250 0.7175
Fisher Pivots for day following 18-Apr-2022
Pivot 1 day 3 day
R1 0.7394 0.7430
PP 0.7386 0.7410
S1 0.7378 0.7390

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

View Archives - Comment on this page... - Back to Index of Symbols