CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 13-May-2022
Day Change Summary
Previous Current
12-May-2022 13-May-2022 Change Change % Previous Week
Open 0.6950 0.6871 -0.0079 -1.1% 0.7069
High 0.6955 0.6953 -0.0002 0.0% 0.7069
Low 0.6843 0.6871 0.0028 0.4% 0.6843
Close 0.6843 0.6935 0.0093 1.4% 0.6935
Range 0.0113 0.0083 -0.0030 -26.7% 0.0227
ATR 0.0093 0.0094 0.0001 1.4% 0.0000
Volume 383 85 -298 -77.8% 1,203
Daily Pivots for day following 13-May-2022
Classic Woodie Camarilla DeMark
R4 0.7167 0.7134 0.6980
R3 0.7085 0.7051 0.6958
R2 0.7002 0.7002 0.6950
R1 0.6969 0.6969 0.6943 0.6985
PP 0.6920 0.6920 0.6920 0.6928
S1 0.6886 0.6886 0.6927 0.6903
S2 0.6837 0.6837 0.6920
S3 0.6755 0.6804 0.6912
S4 0.6672 0.6721 0.6890
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 0.7628 0.7508 0.7060
R3 0.7402 0.7282 0.6997
R2 0.7175 0.7175 0.6977
R1 0.7055 0.7055 0.6956 0.7002
PP 0.6949 0.6949 0.6949 0.6922
S1 0.6829 0.6829 0.6914 0.6776
S2 0.6722 0.6722 0.6893
S3 0.6496 0.6602 0.6873
S4 0.6269 0.6376 0.6810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7069 0.6843 0.0227 3.3% 0.0095 1.4% 41% False False 240
10 0.7269 0.6843 0.0427 6.1% 0.0102 1.5% 22% False False 168
20 0.7475 0.6843 0.0633 9.1% 0.0093 1.3% 15% False False 139
40 0.7665 0.6843 0.0822 11.9% 0.0074 1.1% 11% False False 94
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7304
2.618 0.7169
1.618 0.7086
1.000 0.7036
0.618 0.7004
HIGH 0.6953
0.618 0.6921
0.500 0.6912
0.382 0.6902
LOW 0.6871
0.618 0.6820
1.000 0.6788
1.618 0.6737
2.618 0.6655
4.250 0.6520
Fisher Pivots for day following 13-May-2022
Pivot 1 day 3 day
R1 0.6927 0.6952
PP 0.6920 0.6946
S1 0.6912 0.6941

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

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