CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 28-Jan-2022
Day Change Summary
Previous Current
27-Jan-2022 28-Jan-2022 Change Change % Previous Week
Open 0.7105 0.7040 -0.0065 -0.9% 0.7185
High 0.7105 0.7052 -0.0053 -0.7% 0.7189
Low 0.7030 0.6974 -0.0056 -0.8% 0.6974
Close 0.7032 0.6989 -0.0043 -0.6% 0.6989
Range 0.0075 0.0078 0.0003 4.0% 0.0215
ATR 0.0059 0.0060 0.0001 2.2% 0.0000
Volume 299 347 48 16.1% 1,535
Daily Pivots for day following 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7237 0.7190 0.7031
R3 0.7160 0.7113 0.7010
R2 0.7082 0.7082 0.7003
R1 0.7035 0.7035 0.6996 0.7020
PP 0.7005 0.7005 0.7005 0.6997
S1 0.6958 0.6958 0.6981 0.6943
S2 0.6927 0.6927 0.6974
S3 0.6850 0.6880 0.6967
S4 0.6772 0.6803 0.6946
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7694 0.7556 0.7106
R3 0.7479 0.7341 0.7047
R2 0.7265 0.7265 0.7028
R1 0.7127 0.7127 0.7008 0.7089
PP 0.7050 0.7050 0.7050 0.7031
S1 0.6912 0.6912 0.6969 0.6874
S2 0.6836 0.6836 0.6949
S3 0.6621 0.6698 0.6930
S4 0.6407 0.6483 0.6871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7189 0.6974 0.0215 3.1% 0.0073 1.0% 7% False True 307
10 0.7277 0.6974 0.0303 4.3% 0.0063 0.9% 5% False True 314
20 0.7315 0.6974 0.0341 4.9% 0.0055 0.8% 4% False True 179
40 0.7315 0.6974 0.0341 4.9% 0.0046 0.7% 4% False True 105
60 0.7449 0.6974 0.0475 6.8% 0.0039 0.6% 3% False True 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7381
2.618 0.7254
1.618 0.7177
1.000 0.7129
0.618 0.7099
HIGH 0.7052
0.618 0.7022
0.500 0.7013
0.382 0.7004
LOW 0.6974
0.618 0.6926
1.000 0.6897
1.618 0.6849
2.618 0.6771
4.250 0.6645
Fisher Pivots for day following 28-Jan-2022
Pivot 1 day 3 day
R1 0.7013 0.7077
PP 0.7005 0.7047
S1 0.6997 0.7018

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

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