CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 01-Feb-2022
Day Change Summary
Previous Current
31-Jan-2022 01-Feb-2022 Change Change % Previous Week
Open 0.6997 0.7073 0.0076 1.1% 0.7185
High 0.7080 0.7137 0.0057 0.8% 0.7189
Low 0.6997 0.7042 0.0045 0.6% 0.6974
Close 0.7080 0.7123 0.0043 0.6% 0.6989
Range 0.0083 0.0095 0.0012 14.5% 0.0215
ATR 0.0063 0.0065 0.0002 3.7% 0.0000
Volume 247 330 83 33.6% 1,535
Daily Pivots for day following 01-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7386 0.7349 0.7175
R3 0.7291 0.7254 0.7149
R2 0.7196 0.7196 0.7140
R1 0.7159 0.7159 0.7132 0.7178
PP 0.7101 0.7101 0.7101 0.7110
S1 0.7064 0.7064 0.7114 0.7083
S2 0.7006 0.7006 0.7106
S3 0.6911 0.6969 0.7097
S4 0.6816 0.6874 0.7071
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 0.7179 0.6974 0.0205 2.9% 0.0081 1.1% 73% False False 329
10 0.7277 0.6974 0.0303 4.2% 0.0070 1.0% 49% False False 351
20 0.7315 0.6974 0.0341 4.8% 0.0061 0.9% 44% False False 208
40 0.7315 0.6974 0.0341 4.8% 0.0048 0.7% 44% False False 119
60 0.7427 0.6974 0.0453 6.4% 0.0041 0.6% 33% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 0.7541
2.618 0.7386
1.618 0.7291
1.000 0.7232
0.618 0.7196
HIGH 0.7137
0.618 0.7101
0.500 0.7090
0.382 0.7078
LOW 0.7042
0.618 0.6983
1.000 0.6947
1.618 0.6888
2.618 0.6793
4.250 0.6638
Fisher Pivots for day following 01-Feb-2022
Pivot 1 day 3 day
R1 0.7112 0.7101
PP 0.7101 0.7078
S1 0.7090 0.7056

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

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