CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 19-Sep-2022
Day Change Summary
Previous Current
16-Sep-2022 19-Sep-2022 Change Change % Previous Week
Open 0.6698 0.6713 0.0015 0.2% 0.6841
High 0.6724 0.6734 0.0010 0.1% 0.6917
Low 0.6670 0.6672 0.0002 0.0% 0.6670
Close 0.6707 0.6687 -0.0021 -0.3% 0.6707
Range 0.0054 0.0062 0.0008 13.9% 0.0247
ATR 0.0087 0.0085 -0.0002 -2.1% 0.0000
Volume 9,324 718 -8,606 -92.3% 600,022
Daily Pivots for day following 19-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6882 0.6846 0.6720
R3 0.6820 0.6784 0.6703
R2 0.6759 0.6759 0.6698
R1 0.6723 0.6723 0.6692 0.6710
PP 0.6697 0.6697 0.6697 0.6691
S1 0.6661 0.6661 0.6681 0.6649
S2 0.6636 0.6636 0.6675
S3 0.6574 0.6600 0.6670
S4 0.6513 0.6538 0.6653
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7504 0.7352 0.6843
R3 0.7258 0.7106 0.6775
R2 0.7011 0.7011 0.6752
R1 0.6859 0.6859 0.6730 0.6812
PP 0.6765 0.6765 0.6765 0.6741
S1 0.6613 0.6613 0.6684 0.6565
S2 0.6518 0.6518 0.6662
S3 0.6272 0.6366 0.6639
S4 0.6025 0.6120 0.6571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6917 0.6670 0.0247 3.7% 0.0087 1.3% 7% False False 100,462
10 0.6917 0.6670 0.0247 3.7% 0.0088 1.3% 7% False False 104,326
20 0.7011 0.6670 0.0341 5.1% 0.0087 1.3% 5% False False 101,294
40 0.7140 0.6670 0.0470 7.0% 0.0086 1.3% 4% False False 93,922
60 0.7140 0.6670 0.0470 7.0% 0.0085 1.3% 4% False False 94,718
80 0.7291 0.6670 0.0621 9.3% 0.0087 1.3% 3% False False 86,958
100 0.7291 0.6670 0.0621 9.3% 0.0088 1.3% 3% False False 69,612
120 0.7665 0.6670 0.0995 14.9% 0.0084 1.3% 2% False False 58,021
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6995
2.618 0.6895
1.618 0.6833
1.000 0.6795
0.618 0.6772
HIGH 0.6734
0.618 0.6710
0.500 0.6703
0.382 0.6695
LOW 0.6672
0.618 0.6634
1.000 0.6611
1.618 0.6572
2.618 0.6511
4.250 0.6411
Fisher Pivots for day following 19-Sep-2022
Pivot 1 day 3 day
R1 0.6703 0.6721
PP 0.6697 0.6709
S1 0.6692 0.6698

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

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