CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 06-Apr-2022
Day Change Summary
Previous Current
05-Apr-2022 06-Apr-2022 Change Change % Previous Week
Open 0.7563 0.7595 0.0033 0.4% 0.7540
High 0.7665 0.7601 -0.0064 -0.8% 0.7560
Low 0.7563 0.7507 -0.0056 -0.7% 0.7490
Close 0.7616 0.7528 -0.0088 -1.2% 0.7520
Range 0.0102 0.0094 -0.0008 -7.8% 0.0070
ATR 0.0059 0.0063 0.0004 6.0% 0.0000
Volume 142 30 -112 -78.9% 208
Daily Pivots for day following 06-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7827 0.7771 0.7579
R3 0.7733 0.7677 0.7553
R2 0.7639 0.7639 0.7545
R1 0.7583 0.7583 0.7536 0.7564
PP 0.7545 0.7545 0.7545 0.7535
S1 0.7489 0.7489 0.7519 0.7470
S2 0.7451 0.7451 0.7510
S3 0.7357 0.7395 0.7502
S4 0.7263 0.7301 0.7476
Weekly Pivots for week ending 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7733 0.7696 0.7558
R3 0.7663 0.7626 0.7539
R2 0.7593 0.7593 0.7532
R1 0.7556 0.7556 0.7526 0.7540
PP 0.7523 0.7523 0.7523 0.7515
S1 0.7486 0.7486 0.7513 0.7470
S2 0.7453 0.7453 0.7507
S3 0.7383 0.7416 0.7500
S4 0.7313 0.7346 0.7481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7665 0.7497 0.0168 2.2% 0.0071 0.9% 18% False False 67
10 0.7665 0.7490 0.0175 2.3% 0.0057 0.8% 21% False False 59
20 0.7665 0.7195 0.0470 6.2% 0.0059 0.8% 71% False False 46
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 0.8000
2.618 0.7847
1.618 0.7753
1.000 0.7695
0.618 0.7659
HIGH 0.7601
0.618 0.7565
0.500 0.7554
0.382 0.7542
LOW 0.7507
0.618 0.7448
1.000 0.7413
1.618 0.7354
2.618 0.7260
4.250 0.7107
Fisher Pivots for day following 06-Apr-2022
Pivot 1 day 3 day
R1 0.7554 0.7586
PP 0.7545 0.7566
S1 0.7536 0.7547

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

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