CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 02-May-2022
Day Change Summary
Previous Current
29-Apr-2022 02-May-2022 Change Change % Previous Week
Open 0.7104 0.7071 -0.0033 -0.5% 0.7253
High 0.7185 0.7087 -0.0098 -1.4% 0.7255
Low 0.7061 0.7036 -0.0026 -0.4% 0.7060
Close 0.7087 0.7042 -0.0046 -0.6% 0.7087
Range 0.0124 0.0052 -0.0072 -58.3% 0.0196
ATR 0.0089 0.0086 -0.0003 -3.0% 0.0000
Volume 126,604 91,858 -34,746 -27.4% 589,898
Daily Pivots for day following 02-May-2022
Classic Woodie Camarilla DeMark
R4 0.7209 0.7177 0.7070
R3 0.7158 0.7125 0.7056
R2 0.7106 0.7106 0.7051
R1 0.7074 0.7074 0.7046 0.7064
PP 0.7055 0.7055 0.7055 0.7050
S1 0.7022 0.7022 0.7037 0.7013
S2 0.7003 0.7003 0.7032
S3 0.6952 0.6971 0.7027
S4 0.6900 0.6919 0.7013
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7720 0.7599 0.7195
R3 0.7525 0.7404 0.7141
R2 0.7329 0.7329 0.7123
R1 0.7208 0.7208 0.7105 0.7171
PP 0.7134 0.7134 0.7134 0.7115
S1 0.7013 0.7013 0.7069 0.6976
S2 0.6938 0.6938 0.7051
S3 0.6743 0.6817 0.7033
S4 0.6547 0.6622 0.6979
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7234 0.7036 0.0199 2.8% 0.0096 1.4% 3% False True 110,842
10 0.7465 0.7036 0.0430 6.1% 0.0097 1.4% 1% False True 100,490
20 0.7669 0.7036 0.0634 9.0% 0.0088 1.3% 1% False True 86,324
40 0.7669 0.7036 0.0634 9.0% 0.0082 1.2% 1% False True 78,886
60 0.7669 0.7036 0.0634 9.0% 0.0078 1.1% 1% False True 52,916
80 0.7669 0.6974 0.0695 9.9% 0.0074 1.0% 10% False False 39,744
100 0.7669 0.6974 0.0695 9.9% 0.0067 0.9% 10% False False 31,800
120 0.7669 0.6974 0.0695 9.9% 0.0060 0.9% 10% False False 26,502
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.7306
2.618 0.7222
1.618 0.7170
1.000 0.7139
0.618 0.7119
HIGH 0.7087
0.618 0.7067
0.500 0.7061
0.382 0.7055
LOW 0.7036
0.618 0.7004
1.000 0.6984
1.618 0.6952
2.618 0.6901
4.250 0.6817
Fisher Pivots for day following 02-May-2022
Pivot 1 day 3 day
R1 0.7061 0.7110
PP 0.7055 0.7087
S1 0.7048 0.7064

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

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