CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 25-Apr-2022
Day Change Summary
Previous Current
22-Apr-2022 25-Apr-2022 Change Change % Previous Week
Open 0.7376 0.7260 -0.0117 -1.6% 0.7417
High 0.7393 0.7260 -0.0134 -1.8% 0.7475
Low 0.7255 0.7157 -0.0098 -1.3% 0.7255
Close 0.7255 0.7184 -0.0071 -1.0% 0.7255
Range 0.0139 0.0103 -0.0036 -26.0% 0.0221
ATR 0.0069 0.0071 0.0002 3.5% 0.0000
Volume 261 154 -107 -41.0% 490
Daily Pivots for day following 25-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7508 0.7448 0.7240
R3 0.7405 0.7346 0.7212
R2 0.7303 0.7303 0.7202
R1 0.7243 0.7243 0.7193 0.7222
PP 0.7200 0.7200 0.7200 0.7189
S1 0.7141 0.7141 0.7174 0.7119
S2 0.7098 0.7098 0.7165
S3 0.6995 0.7038 0.7155
S4 0.6893 0.6936 0.7127
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7990 0.7843 0.7376
R3 0.7769 0.7622 0.7315
R2 0.7549 0.7549 0.7295
R1 0.7402 0.7402 0.7275 0.7365
PP 0.7328 0.7328 0.7328 0.7310
S1 0.7181 0.7181 0.7234 0.7144
S2 0.7108 0.7108 0.7214
S3 0.6887 0.6961 0.7194
S4 0.6667 0.6740 0.7133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7475 0.7157 0.0318 4.4% 0.0085 1.2% 8% False True 126
10 0.7500 0.7157 0.0343 4.8% 0.0071 1.0% 8% False True 89
20 0.7665 0.7157 0.0508 7.1% 0.0064 0.9% 5% False True 71
40 0.7665 0.7157 0.0508 7.1% 0.0057 0.8% 5% False True 52
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 0.7695
2.618 0.7528
1.618 0.7425
1.000 0.7362
0.618 0.7323
HIGH 0.7260
0.618 0.7220
0.500 0.7208
0.382 0.7196
LOW 0.7157
0.618 0.7094
1.000 0.7055
1.618 0.6991
2.618 0.6889
4.250 0.6721
Fisher Pivots for day following 25-Apr-2022
Pivot 1 day 3 day
R1 0.7208 0.7316
PP 0.7200 0.7272
S1 0.7192 0.7228

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

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