CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 25-Jul-2022
Day Change Summary
Previous Current
22-Jul-2022 25-Jul-2022 Change Change % Previous Week
Open 0.6937 0.6926 -0.0011 -0.2% 0.6796
High 0.6982 0.6970 -0.0012 -0.2% 0.6982
Low 0.6898 0.6883 -0.0015 -0.2% 0.6793
Close 0.6917 0.6958 0.0041 0.6% 0.6917
Range 0.0085 0.0088 0.0003 3.6% 0.0189
ATR 0.0088 0.0088 0.0000 0.0% 0.0000
Volume 92,845 72,326 -20,519 -22.1% 447,277
Daily Pivots for day following 25-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7199 0.7166 0.7006
R3 0.7112 0.7078 0.6982
R2 0.7024 0.7024 0.6974
R1 0.6991 0.6991 0.6966 0.7008
PP 0.6937 0.6937 0.6937 0.6945
S1 0.6903 0.6903 0.6949 0.6920
S2 0.6849 0.6849 0.6941
S3 0.6762 0.6816 0.6933
S4 0.6674 0.6728 0.6909
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 0.6807 0.0175 2.5% 0.0084 1.2% 86% False False 88,855
10 0.6982 0.6686 0.0296 4.3% 0.0083 1.2% 92% False False 94,334
20 0.6982 0.6686 0.0296 4.3% 0.0086 1.2% 92% False False 95,896
40 0.7291 0.6686 0.0605 8.7% 0.0088 1.3% 45% False False 81,797
60 0.7291 0.6686 0.0605 8.7% 0.0090 1.3% 45% False False 54,606
80 0.7665 0.6686 0.0979 14.1% 0.0084 1.2% 28% False False 40,975
100 0.7665 0.6686 0.0979 14.1% 0.0078 1.1% 28% False False 32,787
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 False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7342
2.618 0.7199
1.618 0.7112
1.000 0.7058
0.618 0.7024
HIGH 0.6970
0.618 0.6937
0.500 0.6926
0.382 0.6916
LOW 0.6883
0.618 0.6828
1.000 0.6795
1.618 0.6741
2.618 0.6653
4.250 0.6511
Fisher Pivots for day following 25-Jul-2022
Pivot 1 day 3 day
R1 0.6947 0.6946
PP 0.6937 0.6934
S1 0.6926 0.6923

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

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