CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 17-May-2022
Day Change Summary
Previous Current
16-May-2022 17-May-2022 Change Change % Previous Week
Open 0.6958 0.6985 0.0028 0.4% 0.7069
High 0.6992 0.7050 0.0058 0.8% 0.7069
Low 0.6890 0.6983 0.0093 1.3% 0.6843
Close 0.6990 0.7026 0.0036 0.5% 0.6935
Range 0.0102 0.0068 -0.0035 -33.8% 0.0227
ATR 0.0095 0.0093 -0.0002 -2.0% 0.0000
Volume 61 467 406 665.6% 1,203
Daily Pivots for day following 17-May-2022
Classic Woodie Camarilla DeMark
R4 0.7222 0.7191 0.7063
R3 0.7154 0.7124 0.7044
R2 0.7087 0.7087 0.7038
R1 0.7056 0.7056 0.7032 0.7072
PP 0.7019 0.7019 0.7019 0.7027
S1 0.6989 0.6989 0.7019 0.7004
S2 0.6952 0.6952 0.7013
S3 0.6884 0.6921 0.7007
S4 0.6817 0.6854 0.6988
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% 0.0096 1.4% 84% False False 276
10 0.7269 0.6843 0.0427 6.1% 0.0106 1.5% 43% False False 213
20 0.7475 0.6843 0.0633 9.0% 0.0098 1.4% 29% False False 161
40 0.7665 0.6843 0.0822 11.7% 0.0076 1.1% 22% False False 105
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7337
2.618 0.7227
1.618 0.7159
1.000 0.7118
0.618 0.7092
HIGH 0.7050
0.618 0.7024
0.500 0.7016
0.382 0.7008
LOW 0.6983
0.618 0.6941
1.000 0.6915
1.618 0.6873
2.618 0.6806
4.250 0.6696
Fisher Pivots for day following 17-May-2022
Pivot 1 day 3 day
R1 0.7022 0.7004
PP 0.7019 0.6982
S1 0.7016 0.6960

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

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