CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 19-Nov-2021
Day Change Summary
Previous Current
18-Nov-2021 19-Nov-2021 Change Change % Previous Week
Open 0.7275 0.7239 -0.0037 -0.5% 0.7354
High 0.7279 0.7294 0.0015 0.2% 0.7354
Low 0.7275 0.7232 -0.0044 -0.6% 0.7232
Close 0.7279 0.7239 -0.0040 -0.5% 0.7239
Range 0.0004 0.0062 0.0059 1,671.4% 0.0122
ATR 0.0035 0.0037 0.0002 5.3% 0.0000
Volume 1 0 -1 -100.0% 9
Daily Pivots for day following 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7441 0.7402 0.7273
R3 0.7379 0.7340 0.7256
R2 0.7317 0.7317 0.7250
R1 0.7278 0.7278 0.7244 0.7270
PP 0.7255 0.7255 0.7255 0.7251
S1 0.7216 0.7216 0.7233 0.7208
S2 0.7193 0.7193 0.7227
S3 0.7131 0.7154 0.7221
S4 0.7069 0.7092 0.7204
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7641 0.7562 0.7306
R3 0.7519 0.7440 0.7272
R2 0.7397 0.7397 0.7261
R1 0.7318 0.7318 0.7250 0.7296
PP 0.7275 0.7275 0.7275 0.7264
S1 0.7196 0.7196 0.7227 0.7174
S2 0.7153 0.7153 0.7216
S3 0.7031 0.7074 0.7205
S4 0.6909 0.6952 0.7171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7354 0.7232 0.0122 1.7% 0.0013 0.2% 6% False True 1
10 0.7427 0.7232 0.0196 2.7% 0.0017 0.2% 4% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7557
2.618 0.7456
1.618 0.7394
1.000 0.7356
0.618 0.7332
HIGH 0.7294
0.618 0.7270
0.500 0.7263
0.382 0.7255
LOW 0.7232
0.618 0.7193
1.000 0.7170
1.618 0.7131
2.618 0.7069
4.250 0.6968
Fisher Pivots for day following 19-Nov-2021
Pivot 1 day 3 day
R1 0.7263 0.7263
PP 0.7255 0.7255
S1 0.7247 0.7247

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

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