CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 21-Jun-2022
Day Change Summary
Previous Current
17-Jun-2022 21-Jun-2022 Change Change % Previous Week
Open 0.7050 0.6936 -0.0114 -1.6% 0.7043
High 0.7055 0.6999 -0.0057 -0.8% 0.7073
Low 0.6900 0.6929 0.0029 0.4% 0.6855
Close 0.6937 0.6979 0.0043 0.6% 0.6937
Range 0.0155 0.0070 -0.0086 -55.2% 0.0218
ATR 0.0102 0.0100 -0.0002 -2.3% 0.0000
Volume 100,325 109,954 9,629 9.6% 604,186
Daily Pivots for day following 21-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7177 0.7148 0.7017
R3 0.7108 0.7078 0.6998
R2 0.7038 0.7038 0.6992
R1 0.7009 0.7009 0.6985 0.7024
PP 0.6969 0.6969 0.6969 0.6976
S1 0.6939 0.6939 0.6973 0.6954
S2 0.6899 0.6899 0.6966
S3 0.6830 0.6870 0.6960
S4 0.6760 0.6800 0.6941
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7607 0.7489 0.7056
R3 0.7390 0.7272 0.6996
R2 0.7172 0.7172 0.6976
R1 0.7054 0.7054 0.6956 0.7005
PP 0.6955 0.6955 0.6955 0.6930
S1 0.6837 0.6837 0.6917 0.6787
S2 0.6737 0.6737 0.6897
S3 0.6520 0.6619 0.6877
S4 0.6302 0.6402 0.6817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7073 0.6855 0.0218 3.1% 0.0124 1.8% 57% False False 121,087
10 0.7257 0.6855 0.0402 5.8% 0.0111 1.6% 31% False False 108,400
20 0.7291 0.6855 0.0436 6.2% 0.0090 1.3% 28% False False 55,761
40 0.7291 0.6843 0.0449 6.4% 0.0093 1.3% 30% False False 27,988
60 0.7665 0.6843 0.0822 11.8% 0.0083 1.2% 17% False False 18,681
80 0.7665 0.6843 0.0822 11.8% 0.0075 1.1% 17% False False 14,020
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7294
2.618 0.7180
1.618 0.7111
1.000 0.7068
0.618 0.7041
HIGH 0.6999
0.618 0.6972
0.500 0.6964
0.382 0.6956
LOW 0.6929
0.618 0.6886
1.000 0.6860
1.618 0.6817
2.618 0.6747
4.250 0.6634
Fisher Pivots for day following 21-Jun-2022
Pivot 1 day 3 day
R1 0.6974 0.6986
PP 0.6969 0.6984
S1 0.6964 0.6981

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

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