CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 16-May-2022
Day Change Summary
Previous Current
13-May-2022 16-May-2022 Change Change % Previous Week
Open 0.6871 0.6958 0.0087 1.3% 0.7069
High 0.6953 0.6992 0.0039 0.6% 0.7069
Low 0.6871 0.6890 0.0020 0.3% 0.6843
Close 0.6935 0.6990 0.0055 0.8% 0.6935
Range 0.0083 0.0102 0.0020 23.6% 0.0227
ATR 0.0094 0.0095 0.0001 0.6% 0.0000
Volume 85 61 -24 -28.2% 1,203
Daily Pivots for day following 16-May-2022
Classic Woodie Camarilla DeMark
R4 0.7263 0.7229 0.7046
R3 0.7161 0.7127 0.7018
R2 0.7059 0.7059 0.7009
R1 0.7025 0.7025 0.6999 0.7042
PP 0.6957 0.6957 0.6957 0.6966
S1 0.6923 0.6923 0.6981 0.6940
S2 0.6855 0.6855 0.6971
S3 0.6753 0.6821 0.6962
S4 0.6651 0.6719 0.6934
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 0.7061 0.6843 0.0218 3.1% 0.0095 1.4% 68% False False 208
10 0.7269 0.6843 0.0427 6.1% 0.0108 1.5% 35% False False 170
20 0.7475 0.6843 0.0633 9.0% 0.0096 1.4% 23% False False 141
40 0.7665 0.6843 0.0822 11.8% 0.0076 1.1% 18% False False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7426
2.618 0.7259
1.618 0.7157
1.000 0.7094
0.618 0.7055
HIGH 0.6992
0.618 0.6953
0.500 0.6941
0.382 0.6929
LOW 0.6890
0.618 0.6827
1.000 0.6788
1.618 0.6725
2.618 0.6623
4.250 0.6457
Fisher Pivots for day following 16-May-2022
Pivot 1 day 3 day
R1 0.6974 0.6966
PP 0.6957 0.6942
S1 0.6941 0.6917

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

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