CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 06-May-2022
Day Change Summary
Previous Current
05-May-2022 06-May-2022 Change Change % Previous Week
Open 0.7260 0.7129 -0.0131 -1.8% 0.7083
High 0.7269 0.7144 -0.0125 -1.7% 0.7269
Low 0.7096 0.7070 -0.0026 -0.4% 0.7049
Close 0.7103 0.7085 -0.0019 -0.3% 0.7085
Range 0.0174 0.0075 -0.0099 -57.1% 0.0220
ATR 0.0090 0.0089 -0.0001 -1.2% 0.0000
Volume 178 137 -41 -23.0% 484
Daily Pivots for day following 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.7323 0.7278 0.7125
R3 0.7248 0.7204 0.7105
R2 0.7174 0.7174 0.7098
R1 0.7129 0.7129 0.7091 0.7114
PP 0.7099 0.7099 0.7099 0.7092
S1 0.7055 0.7055 0.7078 0.7040
S2 0.7025 0.7025 0.7071
S3 0.6950 0.6980 0.7064
S4 0.6876 0.6906 0.7044
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.7794 0.7659 0.7206
R3 0.7574 0.7439 0.7145
R2 0.7354 0.7354 0.7125
R1 0.7219 0.7219 0.7105 0.7287
PP 0.7134 0.7134 0.7134 0.7168
S1 0.6999 0.6999 0.7064 0.7067
S2 0.6914 0.6914 0.7044
S3 0.6694 0.6779 0.7024
S4 0.6474 0.6559 0.6964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7269 0.7049 0.0220 3.1% 0.0108 1.5% 16% False False 96
10 0.7269 0.7049 0.0220 3.1% 0.0101 1.4% 16% False False 108
20 0.7513 0.7049 0.0464 6.5% 0.0084 1.2% 8% False False 93
40 0.7665 0.7049 0.0616 8.7% 0.0071 1.0% 6% False False 70
Crabel Price Patterns
NR True
NR4 True
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7461
2.618 0.7339
1.618 0.7265
1.000 0.7219
0.618 0.7190
HIGH 0.7144
0.618 0.7116
0.500 0.7107
0.382 0.7098
LOW 0.7070
0.618 0.7023
1.000 0.6995
1.618 0.6949
2.618 0.6874
4.250 0.6753
Fisher Pivots for day following 06-May-2022
Pivot 1 day 3 day
R1 0.7107 0.7169
PP 0.7099 0.7141
S1 0.7092 0.7113

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

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