CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 27-Jan-2022
Day Change Summary
Previous Current
26-Jan-2022 27-Jan-2022 Change Change % Previous Week
Open 0.7163 0.7105 -0.0059 -0.8% 0.7216
High 0.7179 0.7105 -0.0075 -1.0% 0.7277
Low 0.7104 0.7030 -0.0074 -1.0% 0.7178
Close 0.7129 0.7032 -0.0097 -1.4% 0.7182
Range 0.0075 0.0075 -0.0001 -0.7% 0.0099
ATR 0.0056 0.0059 0.0003 5.4% 0.0000
Volume 425 299 -126 -29.6% 1,526
Daily Pivots for day following 27-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7279 0.7230 0.7072
R3 0.7204 0.7155 0.7052
R2 0.7130 0.7130 0.7045
R1 0.7081 0.7081 0.7038 0.7068
PP 0.7055 0.7055 0.7055 0.7049
S1 0.7006 0.7006 0.7025 0.6994
S2 0.6981 0.6981 0.7018
S3 0.6906 0.6932 0.7011
S4 0.6832 0.6857 0.6991
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7509 0.7445 0.7236
R3 0.7410 0.7346 0.7209
R2 0.7311 0.7311 0.7200
R1 0.7247 0.7247 0.7191 0.7229
PP 0.7212 0.7212 0.7212 0.7203
S1 0.7148 0.7148 0.7173 0.7130
S2 0.7113 0.7113 0.7164
S3 0.7014 0.7049 0.7155
S4 0.6915 0.6950 0.7128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7230 0.7030 0.0200 2.8% 0.0068 1.0% 1% False True 386
10 0.7315 0.7030 0.0285 4.1% 0.0059 0.8% 1% False True 285
20 0.7315 0.7030 0.0285 4.1% 0.0051 0.7% 1% False True 162
40 0.7315 0.7001 0.0314 4.5% 0.0045 0.6% 10% False False 97
60 0.7449 0.7001 0.0448 6.4% 0.0037 0.5% 7% False False 66
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 False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7421
2.618 0.7300
1.618 0.7225
1.000 0.7179
0.618 0.7151
HIGH 0.7105
0.618 0.7076
0.500 0.7067
0.382 0.7058
LOW 0.7030
0.618 0.6984
1.000 0.6956
1.618 0.6909
2.618 0.6835
4.250 0.6713
Fisher Pivots for day following 27-Jan-2022
Pivot 1 day 3 day
R1 0.7067 0.7105
PP 0.7055 0.7080
S1 0.7043 0.7056

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

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