CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 02-May-2022
Day Change Summary
Previous Current
29-Apr-2022 02-May-2022 Change Change % Previous Week
Open 0.7111 0.7083 -0.0028 -0.4% 0.7260
High 0.7193 0.7084 -0.0110 -1.5% 0.7260
Low 0.7076 0.7049 -0.0027 -0.4% 0.7068
Close 0.7097 0.7052 -0.0045 -0.6% 0.7097
Range 0.0118 0.0035 -0.0083 -70.6% 0.0192
ATR 0.0077 0.0075 -0.0002 -2.7% 0.0000
Volume 66 44 -22 -33.3% 605
Daily Pivots for day following 02-May-2022
Classic Woodie Camarilla DeMark
R4 0.7165 0.7143 0.7070
R3 0.7130 0.7108 0.7061
R2 0.7096 0.7096 0.7058
R1 0.7074 0.7074 0.7055 0.7068
PP 0.7061 0.7061 0.7061 0.7058
S1 0.7039 0.7039 0.7048 0.7033
S2 0.7027 0.7027 0.7045
S3 0.6992 0.7005 0.7042
S4 0.6958 0.6970 0.7033
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7716 0.7598 0.7202
R3 0.7524 0.7406 0.7149
R2 0.7333 0.7333 0.7132
R1 0.7215 0.7215 0.7114 0.7178
PP 0.7141 0.7141 0.7141 0.7123
S1 0.7023 0.7023 0.7079 0.6987
S2 0.6950 0.6950 0.7061
S3 0.6758 0.6832 0.7044
S4 0.6567 0.6640 0.6991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7240 0.7049 0.0191 2.7% 0.0081 1.2% 1% False True 99
10 0.7475 0.7049 0.0426 6.0% 0.0083 1.2% 1% False True 112
20 0.7665 0.7049 0.0616 8.7% 0.0073 1.0% 0% False True 85
40 0.7665 0.7049 0.0616 8.7% 0.0065 0.9% 0% False True 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7230
2.618 0.7174
1.618 0.7139
1.000 0.7118
0.618 0.7105
HIGH 0.7084
0.618 0.7070
0.500 0.7066
0.382 0.7062
LOW 0.7049
0.618 0.7028
1.000 0.7015
1.618 0.6993
2.618 0.6959
4.250 0.6902
Fisher Pivots for day following 02-May-2022
Pivot 1 day 3 day
R1 0.7066 0.7121
PP 0.7061 0.7098
S1 0.7056 0.7075

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

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