CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 05-May-2022
Day Change Summary
Previous Current
04-May-2022 05-May-2022 Change Change % Previous Week
Open 0.7113 0.7260 0.0148 2.1% 0.7260
High 0.7269 0.7269 0.0001 0.0% 0.7260
Low 0.7102 0.7096 -0.0006 -0.1% 0.7068
Close 0.7243 0.7103 -0.0140 -1.9% 0.7097
Range 0.0167 0.0174 0.0007 3.9% 0.0192
ATR 0.0084 0.0090 0.0006 7.7% 0.0000
Volume 89 178 89 100.0% 605
Daily Pivots for day following 05-May-2022
Classic Woodie Camarilla DeMark
R4 0.7676 0.7563 0.7198
R3 0.7503 0.7390 0.7151
R2 0.7329 0.7329 0.7135
R1 0.7216 0.7216 0.7119 0.7186
PP 0.7156 0.7156 0.7156 0.7141
S1 0.7043 0.7043 0.7087 0.7013
S2 0.6982 0.6982 0.7071
S3 0.6809 0.6869 0.7055
S4 0.6635 0.6696 0.7008
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 3.1% 0.0116 1.6% 25% True False 82
10 0.7393 0.7049 0.0344 4.8% 0.0108 1.5% 16% False False 121
20 0.7524 0.7049 0.0475 6.7% 0.0082 1.2% 11% False False 87
40 0.7665 0.7049 0.0616 8.7% 0.0071 1.0% 9% False False 67
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 0.0018
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 0.8006
2.618 0.7723
1.618 0.7550
1.000 0.7443
0.618 0.7376
HIGH 0.7269
0.618 0.7203
0.500 0.7182
0.382 0.7162
LOW 0.7096
0.618 0.6988
1.000 0.6922
1.618 0.6815
2.618 0.6641
4.250 0.6358
Fisher Pivots for day following 05-May-2022
Pivot 1 day 3 day
R1 0.7182 0.7168
PP 0.7156 0.7146
S1 0.7129 0.7125

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

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