CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 26-Apr-2022
Day Change Summary
Previous Current
25-Apr-2022 26-Apr-2022 Change Change % Previous Week
Open 0.7260 0.7200 -0.0060 -0.8% 0.7417
High 0.7260 0.7240 -0.0020 -0.3% 0.7475
Low 0.7157 0.7160 0.0003 0.0% 0.7255
Close 0.7184 0.7162 -0.0022 -0.3% 0.7255
Range 0.0103 0.0080 -0.0023 -22.4% 0.0221
ATR 0.0071 0.0072 0.0001 0.8% 0.0000
Volume 154 20 -134 -87.0% 490
Daily Pivots for day following 26-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7426 0.7373 0.7206
R3 0.7346 0.7294 0.7184
R2 0.7267 0.7267 0.7177
R1 0.7214 0.7214 0.7169 0.7201
PP 0.7187 0.7187 0.7187 0.7180
S1 0.7135 0.7135 0.7155 0.7121
S2 0.7108 0.7108 0.7147
S3 0.7028 0.7055 0.7140
S4 0.6949 0.6976 0.7118
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 0.7157 0.0318 4.4% 0.0095 1.3% 2% False False 117
10 0.7500 0.7157 0.0343 4.8% 0.0075 1.0% 1% False False 89
20 0.7665 0.7157 0.0508 7.1% 0.0065 0.9% 1% False False 67
40 0.7665 0.7157 0.0508 7.1% 0.0059 0.8% 1% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7577
2.618 0.7448
1.618 0.7368
1.000 0.7319
0.618 0.7289
HIGH 0.7240
0.618 0.7209
0.500 0.7200
0.382 0.7190
LOW 0.7160
0.618 0.7111
1.000 0.7081
1.618 0.7031
2.618 0.6952
4.250 0.6822
Fisher Pivots for day following 26-Apr-2022
Pivot 1 day 3 day
R1 0.7200 0.7275
PP 0.7187 0.7237
S1 0.7175 0.7200

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

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