CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 03-May-2022
Day Change Summary
Previous Current
02-May-2022 03-May-2022 Change Change % Previous Week
Open 0.7083 0.7068 -0.0015 -0.2% 0.7260
High 0.7084 0.7156 0.0073 1.0% 0.7260
Low 0.7049 0.7067 0.0018 0.2% 0.7068
Close 0.7052 0.7106 0.0055 0.8% 0.7097
Range 0.0035 0.0090 0.0055 159.4% 0.0192
ATR 0.0075 0.0077 0.0002 2.8% 0.0000
Volume 44 36 -8 -18.2% 605
Daily Pivots for day following 03-May-2022
Classic Woodie Camarilla DeMark
R4 0.7378 0.7332 0.7155
R3 0.7289 0.7242 0.7131
R2 0.7199 0.7199 0.7122
R1 0.7153 0.7153 0.7114 0.7176
PP 0.7110 0.7110 0.7110 0.7121
S1 0.7063 0.7063 0.7098 0.7086
S2 0.7020 0.7020 0.7090
S3 0.6931 0.6974 0.7081
S4 0.6841 0.6884 0.7057
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 0.7196 0.7049 0.0147 2.1% 0.0083 1.2% 39% False False 102
10 0.7475 0.7049 0.0426 6.0% 0.0089 1.3% 13% False False 109
20 0.7665 0.7049 0.0616 8.7% 0.0075 1.1% 9% False False 82
40 0.7665 0.7049 0.0616 8.7% 0.0065 0.9% 9% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7536
2.618 0.7390
1.618 0.7301
1.000 0.7246
0.618 0.7211
HIGH 0.7156
0.618 0.7122
0.500 0.7111
0.382 0.7101
LOW 0.7067
0.618 0.7011
1.000 0.6977
1.618 0.6922
2.618 0.6832
4.250 0.6686
Fisher Pivots for day following 03-May-2022
Pivot 1 day 3 day
R1 0.7111 0.7121
PP 0.7110 0.7116
S1 0.7108 0.7111

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

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