CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 30-Jun-2022
Day Change Summary
Previous Current
29-Jun-2022 30-Jun-2022 Change Change % Previous Week
Open 0.6912 0.6885 -0.0028 -0.4% 0.6936
High 0.6925 0.6923 -0.0002 0.0% 0.6999
Low 0.6867 0.6857 -0.0010 -0.1% 0.6874
Close 0.6879 0.6911 0.0032 0.5% 0.6943
Range 0.0059 0.0066 0.0008 12.8% 0.0125
ATR 0.0087 0.0086 -0.0002 -1.7% 0.0000
Volume 84,902 100,419 15,517 18.3% 349,387
Daily Pivots for day following 30-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7095 0.7069 0.6947
R3 0.7029 0.7003 0.6929
R2 0.6963 0.6963 0.6923
R1 0.6937 0.6937 0.6917 0.6950
PP 0.6897 0.6897 0.6897 0.6904
S1 0.6871 0.6871 0.6905 0.6884
S2 0.6831 0.6831 0.6899
S3 0.6765 0.6805 0.6893
S4 0.6699 0.6739 0.6875
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7313 0.7253 0.7011
R3 0.7188 0.7128 0.6977
R2 0.7063 0.7063 0.6965
R1 0.7003 0.7003 0.6954 0.7033
PP 0.6938 0.6938 0.6938 0.6953
S1 0.6878 0.6878 0.6931 0.6908
S2 0.6813 0.6813 0.6920
S3 0.6688 0.6753 0.6908
S4 0.6563 0.6628 0.6874
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6970 0.6857 0.0113 1.6% 0.0061 0.9% 48% False True 84,051
10 0.7073 0.6857 0.0216 3.1% 0.0081 1.2% 25% False True 91,978
20 0.7291 0.6855 0.0436 6.3% 0.0091 1.3% 13% False False 84,381
40 0.7291 0.6843 0.0449 6.5% 0.0090 1.3% 15% False False 42,448
60 0.7665 0.6843 0.0822 11.9% 0.0085 1.2% 8% False False 28,326
80 0.7665 0.6843 0.0822 11.9% 0.0077 1.1% 8% False False 21,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7204
2.618 0.7096
1.618 0.7030
1.000 0.6989
0.618 0.6964
HIGH 0.6923
0.618 0.6898
0.500 0.6890
0.382 0.6882
LOW 0.6857
0.618 0.6816
1.000 0.6791
1.618 0.6750
2.618 0.6684
4.250 0.6577
Fisher Pivots for day following 30-Jun-2022
Pivot 1 day 3 day
R1 0.6904 0.6914
PP 0.6897 0.6913
S1 0.6890 0.6912

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

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