CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 18-May-2022
Day Change Summary
Previous Current
17-May-2022 18-May-2022 Change Change % Previous Week
Open 0.6985 0.7045 0.0060 0.9% 0.7069
High 0.7050 0.7053 0.0003 0.0% 0.7069
Low 0.6983 0.6962 -0.0021 -0.3% 0.6843
Close 0.7026 0.6976 -0.0050 -0.7% 0.6935
Range 0.0068 0.0091 0.0024 34.8% 0.0227
ATR 0.0093 0.0092 0.0000 -0.1% 0.0000
Volume 467 174 -293 -62.7% 1,203
Daily Pivots for day following 18-May-2022
Classic Woodie Camarilla DeMark
R4 0.7270 0.7214 0.7026
R3 0.7179 0.7123 0.7001
R2 0.7088 0.7088 0.6993
R1 0.7032 0.7032 0.6984 0.7015
PP 0.6997 0.6997 0.6997 0.6988
S1 0.6941 0.6941 0.6968 0.6924
S2 0.6906 0.6906 0.6959
S3 0.6815 0.6850 0.6951
S4 0.6724 0.6759 0.6926
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 0.7053 0.6843 0.0211 3.0% 0.0091 1.3% 63% True False 234
10 0.7269 0.6843 0.0427 6.1% 0.0099 1.4% 31% False False 222
20 0.7475 0.6843 0.0633 9.1% 0.0099 1.4% 21% False False 164
40 0.7665 0.6843 0.0822 11.8% 0.0077 1.1% 16% False False 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7440
2.618 0.7291
1.618 0.7200
1.000 0.7144
0.618 0.7109
HIGH 0.7053
0.618 0.7018
0.500 0.7008
0.382 0.6997
LOW 0.6962
0.618 0.6906
1.000 0.6871
1.618 0.6815
2.618 0.6724
4.250 0.6575
Fisher Pivots for day following 18-May-2022
Pivot 1 day 3 day
R1 0.7008 0.6975
PP 0.6997 0.6973
S1 0.6987 0.6972

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

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