CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 27-Apr-2022
Day Change Summary
Previous Current
26-Apr-2022 27-Apr-2022 Change Change % Previous Week
Open 0.7200 0.7149 -0.0051 -0.7% 0.7417
High 0.7240 0.7196 -0.0044 -0.6% 0.7475
Low 0.7160 0.7121 -0.0040 -0.6% 0.7255
Close 0.7162 0.7132 -0.0030 -0.4% 0.7255
Range 0.0080 0.0076 -0.0004 -5.0% 0.0221
ATR 0.0072 0.0072 0.0000 0.4% 0.0000
Volume 20 303 283 1,415.0% 490
Daily Pivots for day following 27-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7376 0.7330 0.7174
R3 0.7301 0.7254 0.7153
R2 0.7225 0.7225 0.7146
R1 0.7179 0.7179 0.7139 0.7164
PP 0.7150 0.7150 0.7150 0.7142
S1 0.7103 0.7103 0.7125 0.7089
S2 0.7074 0.7074 0.7118
S3 0.6999 0.7028 0.7111
S4 0.6923 0.6952 0.7090
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 0.7121 0.0355 5.0% 0.0096 1.4% 3% False True 155
10 0.7489 0.7121 0.0368 5.2% 0.0075 1.1% 3% False True 109
20 0.7665 0.7121 0.0544 7.6% 0.0067 0.9% 2% False True 81
40 0.7665 0.7121 0.0544 7.6% 0.0061 0.9% 2% False True 59
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7517
2.618 0.7394
1.618 0.7318
1.000 0.7272
0.618 0.7243
HIGH 0.7196
0.618 0.7167
0.500 0.7158
0.382 0.7149
LOW 0.7121
0.618 0.7074
1.000 0.7045
1.618 0.6998
2.618 0.6923
4.250 0.6800
Fisher Pivots for day following 27-Apr-2022
Pivot 1 day 3 day
R1 0.7158 0.7190
PP 0.7150 0.7171
S1 0.7141 0.7151

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

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