CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 10-May-2022
Day Change Summary
Previous Current
09-May-2022 10-May-2022 Change Change % Previous Week
Open 0.7074 0.6954 -0.0121 -1.7% 0.7071
High 0.7075 0.6990 -0.0085 -1.2% 0.7271
Low 0.6949 0.6915 -0.0034 -0.5% 0.7036
Close 0.6961 0.6944 -0.0018 -0.3% 0.7079
Range 0.0126 0.0075 -0.0051 -40.5% 0.0236
ATR 0.0102 0.0100 -0.0002 -1.9% 0.0000
Volume 111,117 110,938 -179 -0.2% 556,100
Daily Pivots for day following 10-May-2022
Classic Woodie Camarilla DeMark
R4 0.7174 0.7134 0.6985
R3 0.7099 0.7059 0.6964
R2 0.7024 0.7024 0.6957
R1 0.6984 0.6984 0.6950 0.6967
PP 0.6949 0.6949 0.6949 0.6941
S1 0.6909 0.6909 0.6937 0.6892
S2 0.6874 0.6874 0.6930
S3 0.6799 0.6834 0.6923
S4 0.6724 0.6759 0.6902
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.7835 0.7692 0.7208
R3 0.7599 0.7457 0.7143
R2 0.7364 0.7364 0.7122
R1 0.7221 0.7221 0.7100 0.7293
PP 0.7128 0.7128 0.7128 0.7164
S1 0.6986 0.6986 0.7057 0.7057
S2 0.6893 0.6893 0.7035
S3 0.6657 0.6750 0.7014
S4 0.6422 0.6515 0.6949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7271 0.6915 0.0357 5.1% 0.0129 1.9% 8% False True 114,402
10 0.7271 0.6915 0.0357 5.1% 0.0112 1.6% 8% False True 112,901
20 0.7502 0.6915 0.0587 8.5% 0.0101 1.5% 5% False True 97,276
40 0.7669 0.6915 0.0755 10.9% 0.0086 1.2% 4% False True 86,867
60 0.7669 0.6915 0.0755 10.9% 0.0084 1.2% 4% False True 64,329
80 0.7669 0.6915 0.0755 10.9% 0.0079 1.1% 4% False True 48,317
100 0.7669 0.6915 0.0755 10.9% 0.0072 1.0% 4% False True 38,660
120 0.7669 0.6915 0.0755 10.9% 0.0066 0.9% 4% False True 32,221
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7308
2.618 0.7186
1.618 0.7111
1.000 0.7065
0.618 0.7036
HIGH 0.6990
0.618 0.6961
0.500 0.6952
0.382 0.6943
LOW 0.6915
0.618 0.6868
1.000 0.6840
1.618 0.6793
2.618 0.6718
4.250 0.6596
Fisher Pivots for day following 10-May-2022
Pivot 1 day 3 day
R1 0.6952 0.7027
PP 0.6949 0.6999
S1 0.6946 0.6971

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

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