CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 05-Apr-2022

Day Change Summary
	Previous	Current
	04-Apr-2022	05-Apr-2022	Change	Change %	Previous Week
Open	0.7501	0.7552	0.0051	0.7%	0.7524
High	0.7565	0.7669	0.0104	1.4%	0.7549
Low	0.7492	0.7544	0.0053	0.7%	0.7464
Close	0.7557	0.7602	0.0045	0.6%	0.7504
Range	0.0074	0.0125	0.0052	70.1%	0.0085
ATR	0.0070	0.0074	0.0004	5.6%	0.0000
Volume	60,065	110,385	50,320	83.8%	409,210

Daily Pivots for day following 05-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7980	0.7916	0.7671
R3	0.7855	0.7791	0.7636
R2	0.7730	0.7730	0.7625
R1	0.7666	0.7666	0.7613	0.7698
PP	0.7605	0.7605	0.7605	0.7621
S1	0.7541	0.7541	0.7591	0.7573
S2	0.7480	0.7480	0.7579
S3	0.7355	0.7416	0.7568
S4	0.7230	0.7291	0.7533

Weekly Pivots for week ending 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7761	0.7717	0.7551
R3	0.7676	0.7632	0.7527
R2	0.7591	0.7591	0.7520
R1	0.7547	0.7547	0.7512	0.7527
PP	0.7506	0.7506	0.7506	0.7495
S1	0.7462	0.7462	0.7496	0.7442
S2	0.7421	0.7421	0.7488
S3	0.7336	0.7377	0.7481
S4	0.7251	0.7292	0.7457

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7669	0.7479	0.0190	2.5%	0.0068	0.9%	65%	True	False	80,199
10	0.7669	0.7460	0.0210	2.8%	0.0064	0.8%	68%	True	False	79,166
20	0.7669	0.7174	0.0495	6.5%	0.0074	1.0%	86%	True	False	77,468
40	0.7669	0.7099	0.0571	7.5%	0.0075	1.0%	88%	True	False	40,466
60	0.7669	0.6974	0.0695	9.1%	0.0070	0.9%	90%	True	False	27,056
80	0.7669	0.6974	0.0695	9.1%	0.0063	0.8%	90%	True	False	20,297
100	0.7669	0.6974	0.0695	9.1%	0.0056	0.7%	90%	True	False	16,242

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	0.0017
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.8200
2.618	0.7996
1.618	0.7871
1.000	0.7794
0.618	0.7746
HIGH	0.7669
0.618	0.7621
0.500	0.7607
0.382	0.7592
LOW	0.7544
0.618	0.7467
1.000	0.7419
1.618	0.7342
2.618	0.7217
4.250	0.7013

Fisher Pivots for day following 05-Apr-2022
Pivot	1 day	3 day
R1	0.7607	0.7593
PP	0.7605	0.7584
S1	0.7604	0.7575

Download as Excel Spreadsheet

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

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