CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 11-May-2022
Day Change Summary
Previous Current
10-May-2022 11-May-2022 Change Change % Previous Week
Open 0.6943 0.6953 0.0010 0.1% 0.7083
High 0.6990 0.7061 0.0071 1.0% 0.7269
Low 0.6930 0.6945 0.0015 0.2% 0.7049
Close 0.6952 0.6959 0.0007 0.1% 0.7085
Range 0.0060 0.0116 0.0056 92.5% 0.0220
ATR 0.0089 0.0091 0.0002 2.1% 0.0000
Volume 124 388 264 212.9% 484
Daily Pivots for day following 11-May-2022
Classic Woodie Camarilla DeMark
R4 0.7335 0.7262 0.7023
R3 0.7219 0.7147 0.6991
R2 0.7104 0.7104 0.6980
R1 0.7031 0.7031 0.6970 0.7068
PP 0.6988 0.6988 0.6988 0.7006
S1 0.6916 0.6916 0.6948 0.6952
S2 0.6873 0.6873 0.6938
S3 0.6757 0.6800 0.6927
S4 0.6642 0.6685 0.6895
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.7794 0.7659 0.7206
R3 0.7574 0.7439 0.7145
R2 0.7354 0.7354 0.7125
R1 0.7219 0.7219 0.7105 0.7287
PP 0.7134 0.7134 0.7134 0.7168
S1 0.6999 0.6999 0.7064 0.7067
S2 0.6914 0.6914 0.7044
S3 0.6694 0.6779 0.7024
S4 0.6474 0.6559 0.6964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7269 0.6930 0.0339 4.9% 0.0106 1.5% 9% False False 210
10 0.7269 0.6930 0.0339 4.9% 0.0104 1.5% 9% False False 134
20 0.7489 0.6930 0.0559 8.0% 0.0090 1.3% 5% False False 121
40 0.7665 0.6930 0.0735 10.6% 0.0074 1.1% 4% False False 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7551
2.618 0.7363
1.618 0.7247
1.000 0.7176
0.618 0.7132
HIGH 0.7061
0.618 0.7016
0.500 0.7003
0.382 0.6989
LOW 0.6945
0.618 0.6874
1.000 0.6830
1.618 0.6758
2.618 0.6643
4.250 0.6454
Fisher Pivots for day following 11-May-2022
Pivot 1 day 3 day
R1 0.7003 0.7000
PP 0.6988 0.6986
S1 0.6974 0.6973

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

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