CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 13-May-2022
Day Change Summary
Previous Current
12-May-2022 13-May-2022 Change Change % Previous Week
Open 0.6942 0.6858 -0.0085 -1.2% 0.7074
High 0.6956 0.6944 -0.0012 -0.2% 0.7075
Low 0.6832 0.6856 0.0025 0.4% 0.6832
Close 0.6833 0.6925 0.0093 1.4% 0.6925
Range 0.0125 0.0088 -0.0037 -29.3% 0.0243
ATR 0.0104 0.0104 0.0001 0.6% 0.0000
Volume 128,858 93,451 -35,407 -27.5% 579,653
Daily Pivots for day following 13-May-2022
Classic Woodie Camarilla DeMark
R4 0.7172 0.7137 0.6973
R3 0.7084 0.7049 0.6949
R2 0.6996 0.6996 0.6941
R1 0.6961 0.6961 0.6933 0.6979
PP 0.6908 0.6908 0.6908 0.6917
S1 0.6873 0.6873 0.6917 0.6891
S2 0.6820 0.6820 0.6909
S3 0.6732 0.6785 0.6901
S4 0.6644 0.6697 0.6877
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 0.7673 0.7542 0.7059
R3 0.7430 0.7299 0.6992
R2 0.7187 0.7187 0.6970
R1 0.7056 0.7056 0.6947 0.7000
PP 0.6944 0.6944 0.6944 0.6916
S1 0.6813 0.6813 0.6903 0.6757
S2 0.6701 0.6701 0.6880
S3 0.6458 0.6570 0.6858
S4 0.6215 0.6327 0.6791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7075 0.6832 0.0243 3.5% 0.0108 1.6% 38% False False 115,930
10 0.7271 0.6832 0.0440 6.3% 0.0114 1.6% 21% False False 113,575
20 0.7465 0.6832 0.0634 9.1% 0.0106 1.5% 15% False False 104,606
40 0.7669 0.6832 0.0838 12.1% 0.0087 1.3% 11% False False 89,879
60 0.7669 0.6832 0.0838 12.1% 0.0087 1.3% 11% False False 70,280
80 0.7669 0.6832 0.0838 12.1% 0.0081 1.2% 11% False False 52,778
100 0.7669 0.6832 0.0838 12.1% 0.0074 1.1% 11% False False 42,235
120 0.7669 0.6832 0.0838 12.1% 0.0068 1.0% 11% False False 35,201
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7318
2.618 0.7174
1.618 0.7086
1.000 0.7032
0.618 0.6998
HIGH 0.6944
0.618 0.6910
0.500 0.6900
0.382 0.6890
LOW 0.6856
0.618 0.6802
1.000 0.6768
1.618 0.6714
2.618 0.6626
4.250 0.6482
Fisher Pivots for day following 13-May-2022
Pivot 1 day 3 day
R1 0.6917 0.6945
PP 0.6908 0.6938
S1 0.6900 0.6932

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

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