CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 11-Nov-2021
Day Change Summary
Previous Current
10-Nov-2021 11-Nov-2021 Change Change % Previous Week
Open 0.7335 0.7300 -0.0035 -0.5% 0.7512
High 0.7335 0.7300 -0.0035 -0.5% 0.7517
Low 0.7335 0.7295 -0.0040 -0.5% 0.7396
Close 0.7335 0.7295 -0.0040 -0.5% 0.7396
Range 0.0000 0.0005 0.0005 0.0121
ATR
Volume 4 1 -3 -75.0% 26
Daily Pivots for day following 11-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7312 0.7308 0.7298
R3 0.7307 0.7303 0.7296
R2 0.7302 0.7302 0.7296
R1 0.7298 0.7298 0.7295 0.7298
PP 0.7297 0.7297 0.7297 0.7296
S1 0.7293 0.7293 0.7295 0.7293
S2 0.7292 0.7292 0.7294
S3 0.7287 0.7288 0.7294
S4 0.7282 0.7283 0.7292
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7799 0.7718 0.7462
R3 0.7678 0.7597 0.7429
R2 0.7557 0.7557 0.7418
R1 0.7476 0.7476 0.7407 0.7456
PP 0.7436 0.7436 0.7436 0.7426
S1 0.7355 0.7355 0.7384 0.7335
S2 0.7315 0.7315 0.7373
S3 0.7194 0.7234 0.7362
S4 0.7073 0.7113 0.7329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7427 0.7295 0.0132 1.8% 0.0016 0.2% 0% False True 3
10 0.7535 0.7295 0.0240 3.3% 0.0015 0.2% 0% False True 5
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7321
2.618 0.7313
1.618 0.7308
1.000 0.7305
0.618 0.7303
HIGH 0.7300
0.618 0.7298
0.500 0.7298
0.382 0.7297
LOW 0.7295
0.618 0.7292
1.000 0.7290
1.618 0.7287
2.618 0.7282
4.250 0.7274
Fisher Pivots for day following 11-Nov-2021
Pivot 1 day 3 day
R1 0.7298 0.7358
PP 0.7297 0.7337
S1 0.7296 0.7316

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

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