CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 28-Apr-2022
Day Change Summary
Previous Current
27-Apr-2022 28-Apr-2022 Change Change % Previous Week
Open 0.7149 0.7134 -0.0016 -0.2% 0.7417
High 0.7196 0.7168 -0.0028 -0.4% 0.7475
Low 0.7121 0.7068 -0.0053 -0.7% 0.7255
Close 0.7132 0.7108 -0.0025 -0.3% 0.7255
Range 0.0076 0.0100 0.0025 32.5% 0.0221
ATR 0.0072 0.0074 0.0002 2.8% 0.0000
Volume 303 62 -241 -79.5% 490
Daily Pivots for day following 28-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7415 0.7361 0.7163
R3 0.7315 0.7261 0.7135
R2 0.7215 0.7215 0.7126
R1 0.7161 0.7161 0.7117 0.7138
PP 0.7115 0.7115 0.7115 0.7103
S1 0.7061 0.7061 0.7098 0.7038
S2 0.7015 0.7015 0.7089
S3 0.6915 0.6961 0.7080
S4 0.6815 0.6861 0.7053
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 0.7393 0.7068 0.0325 4.6% 0.0099 1.4% 12% False True 160
10 0.7489 0.7068 0.0421 5.9% 0.0080 1.1% 9% False True 106
20 0.7665 0.7068 0.0597 8.4% 0.0071 1.0% 7% False True 83
40 0.7665 0.7068 0.0597 8.4% 0.0063 0.9% 7% False True 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7593
2.618 0.7430
1.618 0.7330
1.000 0.7268
0.618 0.7230
HIGH 0.7168
0.618 0.7130
0.500 0.7118
0.382 0.7106
LOW 0.7068
0.618 0.7006
1.000 0.6968
1.618 0.6906
2.618 0.6806
4.250 0.6643
Fisher Pivots for day following 28-Apr-2022
Pivot 1 day 3 day
R1 0.7118 0.7154
PP 0.7115 0.7138
S1 0.7111 0.7123

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

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