CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 21-Apr-2022
Day Change Summary
Previous Current
20-Apr-2022 21-Apr-2022 Change Change % Previous Week
Open 0.7422 0.7468 0.0046 0.6% 0.7450
High 0.7472 0.7475 0.0004 0.0% 0.7500
Low 0.7404 0.7390 -0.0014 -0.2% 0.7419
Close 0.7461 0.7390 -0.0071 -1.0% 0.7437
Range 0.0068 0.0086 0.0018 25.7% 0.0081
ATR 0.0062 0.0063 0.0002 2.8% 0.0000
Volume 111 41 -70 -63.1% 250
Daily Pivots for day following 21-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7675 0.7618 0.7437
R3 0.7589 0.7532 0.7413
R2 0.7504 0.7504 0.7405
R1 0.7447 0.7447 0.7397 0.7432
PP 0.7418 0.7418 0.7418 0.7411
S1 0.7361 0.7361 0.7382 0.7347
S2 0.7333 0.7333 0.7374
S3 0.7247 0.7276 0.7366
S4 0.7162 0.7190 0.7342
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 0.7489 0.7371 0.0118 1.6% 0.0060 0.8% 16% False False 52
10 0.7524 0.7371 0.0153 2.1% 0.0056 0.8% 12% False False 53
20 0.7665 0.7371 0.0294 4.0% 0.0056 0.8% 6% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7838
2.618 0.7699
1.618 0.7613
1.000 0.7561
0.618 0.7528
HIGH 0.7475
0.618 0.7442
0.500 0.7432
0.382 0.7422
LOW 0.7390
0.618 0.7337
1.000 0.7304
1.618 0.7251
2.618 0.7166
4.250 0.7026
Fisher Pivots for day following 21-Apr-2022
Pivot 1 day 3 day
R1 0.7432 0.7430
PP 0.7418 0.7416
S1 0.7404 0.7403

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

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