CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 05-Jan-2022
Day Change Summary
Previous Current
04-Jan-2022 05-Jan-2022 Change Change % Previous Week
Open 0.7201 0.7240 0.0039 0.5% 0.7236
High 0.7254 0.7272 0.0018 0.2% 0.7281
Low 0.7196 0.7227 0.0031 0.4% 0.7224
Close 0.7247 0.7227 -0.0020 -0.3% 0.7281
Range 0.0058 0.0045 -0.0014 -23.3% 0.0057
ATR 0.0046 0.0046 0.0000 -0.3% 0.0000
Volume 16 24 8 50.0% 89
Daily Pivots for day following 05-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7375 0.7346 0.7251
R3 0.7331 0.7301 0.7239
R2 0.7286 0.7286 0.7235
R1 0.7257 0.7257 0.7231 0.7249
PP 0.7242 0.7242 0.7242 0.7238
S1 0.7212 0.7212 0.7223 0.7205
S2 0.7197 0.7197 0.7219
S3 0.7153 0.7168 0.7215
S4 0.7108 0.7123 0.7203
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7433 0.7414 0.7312
R3 0.7376 0.7357 0.7296
R2 0.7319 0.7319 0.7291
R1 0.7300 0.7300 0.7286 0.7309
PP 0.7262 0.7262 0.7262 0.7266
S1 0.7243 0.7243 0.7275 0.7252
S2 0.7205 0.7205 0.7270
S3 0.7148 0.7186 0.7265
S4 0.7091 0.7129 0.7249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7281 0.7191 0.0090 1.2% 0.0031 0.4% 41% False False 10
10 0.7281 0.7152 0.0129 1.8% 0.0035 0.5% 59% False False 16
20 0.7281 0.7090 0.0191 2.6% 0.0038 0.5% 72% False False 26
40 0.7421 0.7001 0.0420 5.8% 0.0033 0.5% 54% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7461
2.618 0.7388
1.618 0.7344
1.000 0.7316
0.618 0.7299
HIGH 0.7272
0.618 0.7255
0.500 0.7249
0.382 0.7244
LOW 0.7227
0.618 0.7199
1.000 0.7183
1.618 0.7155
2.618 0.7110
4.250 0.7038
Fisher Pivots for day following 05-Jan-2022
Pivot 1 day 3 day
R1 0.7249 0.7231
PP 0.7242 0.7230
S1 0.7234 0.7228

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

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