CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 14-Jul-2022
Day Change Summary
Previous Current
13-Jul-2022 14-Jul-2022 Change Change % Previous Week
Open 0.6762 0.6763 0.0002 0.0% 0.6820
High 0.6809 0.6793 -0.0016 -0.2% 0.6899
Low 0.6731 0.6686 -0.0045 -0.7% 0.6766
Close 0.6776 0.6762 -0.0014 -0.2% 0.6855
Range 0.0078 0.0107 0.0029 37.2% 0.0134
ATR 0.0091 0.0092 0.0001 1.3% 0.0000
Volume 126,473 131,475 5,002 4.0% 414,313
Daily Pivots for day following 14-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7068 0.7022 0.6821
R3 0.6961 0.6915 0.6791
R2 0.6854 0.6854 0.6782
R1 0.6808 0.6808 0.6772 0.6778
PP 0.6747 0.6747 0.6747 0.6732
S1 0.6701 0.6701 0.6752 0.6671
S2 0.6640 0.6640 0.6742
S3 0.6533 0.6594 0.6733
S4 0.6426 0.6487 0.6703
Weekly Pivots for week ending 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7240 0.7181 0.6928
R3 0.7107 0.7047 0.6891
R2 0.6973 0.6973 0.6879
R1 0.6914 0.6914 0.6867 0.6944
PP 0.6840 0.6840 0.6840 0.6855
S1 0.6780 0.6780 0.6842 0.6810
S2 0.6706 0.6706 0.6830
S3 0.6573 0.6647 0.6818
S4 0.6439 0.6513 0.6781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6880 0.6686 0.0194 2.9% 0.0096 1.4% 39% False True 101,803
10 0.6923 0.6686 0.0237 3.5% 0.0097 1.4% 32% False True 106,934
20 0.7073 0.6686 0.0387 5.7% 0.0093 1.4% 20% False True 101,585
40 0.7291 0.6686 0.0605 8.9% 0.0087 1.3% 13% False True 66,629
60 0.7475 0.6686 0.0789 11.7% 0.0090 1.3% 10% False True 44,467
80 0.7665 0.6686 0.0979 14.5% 0.0082 1.2% 8% False True 33,362
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 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7248
2.618 0.7073
1.618 0.6966
1.000 0.6900
0.618 0.6859
HIGH 0.6793
0.618 0.6752
0.500 0.6740
0.382 0.6727
LOW 0.6686
0.618 0.6620
1.000 0.6579
1.618 0.6513
2.618 0.6406
4.250 0.6231
Fisher Pivots for day following 14-Jul-2022
Pivot 1 day 3 day
R1 0.6755 0.6757
PP 0.6747 0.6752
S1 0.6740 0.6748

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

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