CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 01-Jun-2022
Day Change Summary
Previous Current
31-May-2022 01-Jun-2022 Change Change % Previous Week
Open 0.7190 0.7177 -0.0014 -0.2% 0.7123
High 0.7206 0.7225 0.0019 0.3% 0.7175
Low 0.7165 0.7177 0.0012 0.2% 0.7060
Close 0.7187 0.7198 0.0012 0.2% 0.7166
Range 0.0041 0.0049 0.0008 18.3% 0.0115
ATR 0.0067 0.0066 -0.0001 -2.0% 0.0000
Volume 16 57 41 256.3% 20
Daily Pivots for day following 01-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7345 0.7320 0.7225
R3 0.7297 0.7272 0.7211
R2 0.7248 0.7248 0.7207
R1 0.7223 0.7223 0.7202 0.7236
PP 0.7200 0.7200 0.7200 0.7206
S1 0.7175 0.7175 0.7194 0.7187
S2 0.7151 0.7151 0.7189
S3 0.7103 0.7126 0.7185
S4 0.7054 0.7078 0.7171
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 0.7477 0.7436 0.7229
R3 0.7363 0.7322 0.7197
R2 0.7248 0.7248 0.7187
R1 0.7207 0.7207 0.7176 0.7228
PP 0.7134 0.7134 0.7134 0.7144
S1 0.7093 0.7093 0.7156 0.7113
S2 0.7019 0.7019 0.7145
S3 0.6905 0.6978 0.7135
S4 0.6790 0.6864 0.7103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7225 0.7060 0.0165 2.3% 0.0039 0.5% 84% True False 17
10 0.7225 0.6977 0.0248 3.4% 0.0031 0.4% 89% True False 10
20 0.7246 0.6843 0.0403 5.6% 0.0039 0.5% 88% False False 8
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7431
2.618 0.7352
1.618 0.7303
1.000 0.7274
0.618 0.7255
HIGH 0.7225
0.618 0.7206
0.500 0.7201
0.382 0.7195
LOW 0.7177
0.618 0.7147
1.000 0.7128
1.618 0.7098
2.618 0.7050
4.250 0.6970
Fisher Pivots for day following 01-Jun-2022
Pivot 1 day 3 day
R1 0.7201 0.7190
PP 0.7200 0.7182
S1 0.7199 0.7174

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

View Archives - Comment on this page... - Back to Index of Symbols