CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 20-Jan-2022
Day Change Summary
Previous Current
19-Jan-2022 20-Jan-2022 Change Change % Previous Week
Open 0.7191 0.7244 0.0053 0.7% 0.7196
High 0.7243 0.7277 0.0034 0.5% 0.7315
Low 0.7190 0.7226 0.0036 0.5% 0.7168
Close 0.7230 0.7248 0.0018 0.2% 0.7213
Range 0.0053 0.0051 -0.0002 -3.8% 0.0147
ATR 0.0051 0.0051 0.0000 -0.1% 0.0000
Volume 551 106 -445 -80.8% 395
Daily Pivots for day following 20-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7402 0.7375 0.7276
R3 0.7351 0.7325 0.7262
R2 0.7301 0.7301 0.7257
R1 0.7274 0.7274 0.7253 0.7288
PP 0.7250 0.7250 0.7250 0.7257
S1 0.7224 0.7224 0.7243 0.7237
S2 0.7200 0.7200 0.7239
S3 0.7149 0.7173 0.7234
S4 0.7099 0.7123 0.7220
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7673 0.7590 0.7294
R3 0.7526 0.7443 0.7253
R2 0.7379 0.7379 0.7240
R1 0.7296 0.7296 0.7226 0.7338
PP 0.7232 0.7232 0.7232 0.7253
S1 0.7149 0.7149 0.7200 0.7191
S2 0.7085 0.7085 0.7186
S3 0.6938 0.7002 0.7173
S4 0.6791 0.6855 0.7132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7315 0.7178 0.0137 1.9% 0.0050 0.7% 51% False False 184
10 0.7315 0.7136 0.0179 2.5% 0.0052 0.7% 63% False False 126
20 0.7315 0.7136 0.0179 2.5% 0.0044 0.6% 63% False False 71
40 0.7315 0.7001 0.0314 4.3% 0.0041 0.6% 79% False False 49
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7491
2.618 0.7409
1.618 0.7358
1.000 0.7327
0.618 0.7308
HIGH 0.7277
0.618 0.7257
0.500 0.7251
0.382 0.7245
LOW 0.7226
0.618 0.7195
1.000 0.7176
1.618 0.7144
2.618 0.7094
4.250 0.7011
Fisher Pivots for day following 20-Jan-2022
Pivot 1 day 3 day
R1 0.7251 0.7241
PP 0.7250 0.7234
S1 0.7249 0.7227

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

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