CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 25-Apr-2022

Day Change Summary
	Previous	Current
	22-Apr-2022	25-Apr-2022	Change	Change %	Previous Week
Open	0.7379	0.7253	-0.0127	-1.7%	0.7404
High	0.7381	0.7255	-0.0126	-1.7%	0.7465
Low	0.7240	0.7140	-0.0100	-1.4%	0.7240
Close	0.7242	0.7172	-0.0071	-1.0%	0.7242
Range	0.0141	0.0115	-0.0026	-18.4%	0.0226
ATR	0.0080	0.0083	0.0002	3.1%	0.0000
Volume	97,750	127,544	29,794	30.5%	366,476

Daily Pivots for day following 25-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7534	0.7468	0.7235
R3	0.7419	0.7353	0.7203
R2	0.7304	0.7304	0.7193
R1	0.7238	0.7238	0.7182	0.7213
PP	0.7189	0.7189	0.7189	0.7177
S1	0.7123	0.7123	0.7161	0.7098
S2	0.7074	0.7074	0.7150
S3	0.6959	0.7008	0.7140
S4	0.6844	0.6893	0.7108

Weekly Pivots for week ending 22-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7992	0.7843	0.7366
R3	0.7767	0.7617	0.7304
R2	0.7541	0.7541	0.7283
R1	0.7392	0.7392	0.7263	0.7354
PP	0.7316	0.7316	0.7316	0.7297
S1	0.7166	0.7166	0.7221	0.7128
S2	0.7090	0.7090	0.7201
S3	0.6865	0.6941	0.7180
S4	0.6639	0.6715	0.7118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7465	0.7140	0.0325	4.5%	0.0098	1.4%	10%	False	True	90,139
10	0.7502	0.7140	0.0362	5.0%	0.0086	1.2%	9%	False	True	76,678
20	0.7669	0.7140	0.0529	7.4%	0.0078	1.1%	6%	False	True	79,074
40	0.7669	0.7140	0.0529	7.4%	0.0079	1.1%	6%	False	True	65,330
60	0.7669	0.6974	0.0695	9.7%	0.0076	1.1%	28%	False	False	43,702
80	0.7669	0.6974	0.0695	9.7%	0.0070	1.0%	28%	False	False	32,817
100	0.7669	0.6974	0.0695	9.7%	0.0064	0.9%	28%	False	False	26,260
120	0.7669	0.6974	0.0695	9.7%	0.0057	0.8%	28%	False	False	21,884

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7744
2.618	0.7556
1.618	0.7441
1.000	0.7370
0.618	0.7326
HIGH	0.7255
0.618	0.7211
0.500	0.7198
0.382	0.7184
LOW	0.7140
0.618	0.7069
1.000	0.7025
1.618	0.6954
2.618	0.6839
4.250	0.6651

Fisher Pivots for day following 25-Apr-2022
Pivot	1 day	3 day
R1	0.7198	0.7303
PP	0.7189	0.7259
S1	0.7180	0.7215

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