CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 12-May-2022
Day Change Summary
Previous Current
11-May-2022 12-May-2022 Change Change % Previous Week
Open 0.6953 0.6950 -0.0003 0.0% 0.7083
High 0.7061 0.6955 -0.0106 -1.5% 0.7269
Low 0.6945 0.6843 -0.0103 -1.5% 0.7049
Close 0.6959 0.6843 -0.0117 -1.7% 0.7085
Range 0.0116 0.0113 -0.0003 -2.6% 0.0220
ATR 0.0091 0.0093 0.0002 2.0% 0.0000
Volume 388 383 -5 -1.3% 484
Daily Pivots for day following 12-May-2022
Classic Woodie Camarilla DeMark
R4 0.7218 0.7143 0.6904
R3 0.7105 0.7030 0.6873
R2 0.6993 0.6993 0.6863
R1 0.6918 0.6918 0.6853 0.6899
PP 0.6880 0.6880 0.6880 0.6871
S1 0.6805 0.6805 0.6832 0.6786
S2 0.6768 0.6768 0.6822
S3 0.6655 0.6693 0.6812
S4 0.6543 0.6580 0.6781
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 0.7144 0.6843 0.0302 4.4% 0.0094 1.4% 0% False True 251
10 0.7269 0.6843 0.0427 6.2% 0.0105 1.5% 0% False True 166
20 0.7489 0.6843 0.0646 9.4% 0.0092 1.3% 0% False True 136
40 0.7665 0.6843 0.0822 12.0% 0.0074 1.1% 0% False True 92
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7433
2.618 0.7250
1.618 0.7137
1.000 0.7068
0.618 0.7025
HIGH 0.6955
0.618 0.6912
0.500 0.6899
0.382 0.6885
LOW 0.6843
0.618 0.6773
1.000 0.6730
1.618 0.6660
2.618 0.6548
4.250 0.6364
Fisher Pivots for day following 12-May-2022
Pivot 1 day 3 day
R1 0.6899 0.6952
PP 0.6880 0.6915
S1 0.6861 0.6879

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

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