CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 10-May-2022
Day Change Summary
Previous Current
09-May-2022 10-May-2022 Change Change % Previous Week
Open 0.7069 0.6943 -0.0127 -1.8% 0.7083
High 0.7069 0.6990 -0.0079 -1.1% 0.7269
Low 0.6963 0.6930 -0.0033 -0.5% 0.7049
Close 0.6968 0.6952 -0.0016 -0.2% 0.7085
Range 0.0106 0.0060 -0.0046 -43.4% 0.0220
ATR 0.0091 0.0089 -0.0002 -2.4% 0.0000
Volume 223 124 -99 -44.4% 484
Daily Pivots for day following 10-May-2022
Classic Woodie Camarilla DeMark
R4 0.7137 0.7105 0.6985
R3 0.7077 0.7045 0.6969
R2 0.7017 0.7017 0.6963
R1 0.6985 0.6985 0.6958 0.7001
PP 0.6957 0.6957 0.6957 0.6966
S1 0.6925 0.6925 0.6947 0.6941
S2 0.6897 0.6897 0.6941
S3 0.6837 0.6865 0.6936
S4 0.6777 0.6805 0.6919
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 0.6930 0.0339 4.9% 0.0116 1.7% 6% False True 150
10 0.7269 0.6930 0.0339 4.9% 0.0100 1.4% 6% False True 126
20 0.7500 0.6930 0.0570 8.2% 0.0087 1.3% 4% False True 107
40 0.7665 0.6930 0.0735 10.6% 0.0072 1.0% 3% False True 78
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 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7245
2.618 0.7147
1.618 0.7087
1.000 0.7050
0.618 0.7027
HIGH 0.6990
0.618 0.6967
0.500 0.6960
0.382 0.6953
LOW 0.6930
0.618 0.6893
1.000 0.6870
1.618 0.6833
2.618 0.6773
4.250 0.6675
Fisher Pivots for day following 10-May-2022
Pivot 1 day 3 day
R1 0.6960 0.7037
PP 0.6957 0.7009
S1 0.6955 0.6980

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

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