CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 22-Apr-2022
Day Change Summary
Previous Current
21-Apr-2022 22-Apr-2022 Change Change % Previous Week
Open 0.7468 0.7376 -0.0092 -1.2% 0.7417
High 0.7475 0.7393 -0.0082 -1.1% 0.7475
Low 0.7390 0.7255 -0.0135 -1.8% 0.7255
Close 0.7390 0.7255 -0.0135 -1.8% 0.7255
Range 0.0086 0.0139 0.0053 62.0% 0.0221
ATR 0.0063 0.0069 0.0005 8.5% 0.0000
Volume 41 261 220 536.6% 490
Daily Pivots for day following 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7716 0.7624 0.7331
R3 0.7578 0.7485 0.7293
R2 0.7439 0.7439 0.7280
R1 0.7347 0.7347 0.7267 0.7324
PP 0.7301 0.7301 0.7301 0.7289
S1 0.7208 0.7208 0.7242 0.7185
S2 0.7162 0.7162 0.7229
S3 0.7024 0.7070 0.7216
S4 0.6885 0.6931 0.7178
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7990 0.7843 0.7376
R3 0.7769 0.7622 0.7315
R2 0.7549 0.7549 0.7295
R1 0.7402 0.7402 0.7275 0.7365
PP 0.7328 0.7328 0.7328 0.7310
S1 0.7181 0.7181 0.7234 0.7144
S2 0.7108 0.7108 0.7214
S3 0.6887 0.6961 0.7194
S4 0.6667 0.6740 0.7133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7475 0.7255 0.0221 3.0% 0.0074 1.0% 0% False True 98
10 0.7513 0.7255 0.0258 3.6% 0.0067 0.9% 0% False True 77
20 0.7665 0.7255 0.0410 5.7% 0.0061 0.8% 0% False True 67
40 0.7665 0.7164 0.0501 6.9% 0.0057 0.8% 18% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.7982
2.618 0.7756
1.618 0.7617
1.000 0.7532
0.618 0.7479
HIGH 0.7393
0.618 0.7340
0.500 0.7324
0.382 0.7307
LOW 0.7255
0.618 0.7169
1.000 0.7116
1.618 0.7030
2.618 0.6892
4.250 0.6666
Fisher Pivots for day following 22-Apr-2022
Pivot 1 day 3 day
R1 0.7324 0.7365
PP 0.7301 0.7328
S1 0.7278 0.7291

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

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