CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 04-May-2022
Day Change Summary
Previous Current
03-May-2022 04-May-2022 Change Change % Previous Week
Open 0.7068 0.7113 0.0045 0.6% 0.7260
High 0.7156 0.7269 0.0113 1.6% 0.7260
Low 0.7067 0.7102 0.0035 0.5% 0.7068
Close 0.7106 0.7243 0.0137 1.9% 0.7097
Range 0.0090 0.0167 0.0078 86.6% 0.0192
ATR 0.0077 0.0084 0.0006 8.3% 0.0000
Volume 36 89 53 147.2% 605
Daily Pivots for day following 04-May-2022
Classic Woodie Camarilla DeMark
R4 0.7705 0.7641 0.7335
R3 0.7538 0.7474 0.7289
R2 0.7371 0.7371 0.7274
R1 0.7307 0.7307 0.7258 0.7339
PP 0.7204 0.7204 0.7204 0.7220
S1 0.7140 0.7140 0.7228 0.7172
S2 0.7037 0.7037 0.7212
S3 0.6870 0.6973 0.7197
S4 0.6703 0.6806 0.7151
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 0.7269 0.7049 0.0220 3.0% 0.0102 1.4% 88% True False 59
10 0.7475 0.7049 0.0426 5.9% 0.0099 1.4% 46% False False 107
20 0.7601 0.7049 0.0552 7.6% 0.0078 1.1% 35% False False 80
40 0.7665 0.7049 0.0616 8.5% 0.0067 0.9% 32% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 49 trading days
Fibonacci Retracements and Extensions
4.250 0.7978
2.618 0.7706
1.618 0.7539
1.000 0.7436
0.618 0.7372
HIGH 0.7269
0.618 0.7205
0.500 0.7185
0.382 0.7165
LOW 0.7102
0.618 0.6998
1.000 0.6935
1.618 0.6831
2.618 0.6664
4.250 0.6392
Fisher Pivots for day following 04-May-2022
Pivot 1 day 3 day
R1 0.7224 0.7215
PP 0.7204 0.7187
S1 0.7185 0.7159

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

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