CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 22-Jul-2022
Day Change Summary
Previous Current
21-Jul-2022 22-Jul-2022 Change Change % Previous Week
Open 0.6892 0.6937 0.0046 0.7% 0.6796
High 0.6944 0.6982 0.0038 0.5% 0.6982
Low 0.6863 0.6898 0.0035 0.5% 0.6793
Close 0.6907 0.6917 0.0011 0.2% 0.6917
Range 0.0081 0.0085 0.0004 4.3% 0.0189
ATR 0.0088 0.0088 0.0000 -0.3% 0.0000
Volume 98,600 92,845 -5,755 -5.8% 447,277
Daily Pivots for day following 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7186 0.7136 0.6963
R3 0.7101 0.7051 0.6940
R2 0.7017 0.7017 0.6932
R1 0.6967 0.6967 0.6925 0.6950
PP 0.6932 0.6932 0.6932 0.6924
S1 0.6882 0.6882 0.6909 0.6865
S2 0.6848 0.6848 0.6902
S3 0.6763 0.6798 0.6894
S4 0.6679 0.6713 0.6871
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7464 0.7380 0.7021
R3 0.7275 0.7191 0.6969
R2 0.7086 0.7086 0.6952
R1 0.7002 0.7002 0.6934 0.7044
PP 0.6897 0.6897 0.6897 0.6919
S1 0.6813 0.6813 0.6900 0.6855
S2 0.6708 0.6708 0.6882
S3 0.6519 0.6624 0.6865
S4 0.6330 0.6435 0.6813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6982 0.6793 0.0189 2.7% 0.0080 1.2% 66% True False 89,455
10 0.6982 0.6686 0.0296 4.3% 0.0088 1.3% 78% True False 95,961
20 0.6982 0.6686 0.0296 4.3% 0.0085 1.2% 78% True False 96,309
40 0.7291 0.6686 0.0605 8.7% 0.0088 1.3% 38% False False 79,994
60 0.7291 0.6686 0.0605 8.7% 0.0090 1.3% 38% False False 53,406
80 0.7665 0.6686 0.0979 14.1% 0.0084 1.2% 24% False False 40,071
100 0.7665 0.6686 0.0979 14.1% 0.0078 1.1% 24% False False 32,065
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7341
2.618 0.7203
1.618 0.7119
1.000 0.7067
0.618 0.7034
HIGH 0.6982
0.618 0.6950
0.500 0.6940
0.382 0.6930
LOW 0.6898
0.618 0.6845
1.000 0.6813
1.618 0.6761
2.618 0.6676
4.250 0.6538
Fisher Pivots for day following 22-Jul-2022
Pivot 1 day 3 day
R1 0.6940 0.6923
PP 0.6932 0.6921
S1 0.6925 0.6919

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

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