CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 23-May-2022
Day Change Summary
Previous Current
20-May-2022 23-May-2022 Change Change % Previous Week
Open 0.7057 0.7066 0.0009 0.1% 0.6958
High 0.7085 0.7136 0.0051 0.7% 0.7085
Low 0.7015 0.7066 0.0051 0.7% 0.6890
Close 0.7032 0.7120 0.0088 1.3% 0.7032
Range 0.0070 0.0070 0.0000 0.0% 0.0195
ATR 0.0092 0.0093 0.0001 1.0% 0.0000
Volume 495 361 -134 -27.1% 1,999
Daily Pivots for day following 23-May-2022
Classic Woodie Camarilla DeMark
R4 0.7317 0.7288 0.7158
R3 0.7247 0.7218 0.7139
R2 0.7177 0.7177 0.7132
R1 0.7148 0.7148 0.7126 0.7163
PP 0.7107 0.7107 0.7107 0.7114
S1 0.7078 0.7078 0.7113 0.7093
S2 0.7037 0.7037 0.7107
S3 0.6967 0.7008 0.7100
S4 0.6897 0.6938 0.7081
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.7587 0.7504 0.7139
R3 0.7392 0.7309 0.7085
R2 0.7197 0.7197 0.7067
R1 0.7114 0.7114 0.7049 0.7156
PP 0.7002 0.7002 0.7002 0.7023
S1 0.6919 0.6919 0.7014 0.6961
S2 0.6807 0.6807 0.6996
S3 0.6612 0.6724 0.6978
S4 0.6417 0.6529 0.6924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7136 0.6962 0.0174 2.4% 0.0081 1.1% 91% True False 459
10 0.7136 0.6843 0.0294 4.1% 0.0088 1.2% 94% True False 334
20 0.7269 0.6843 0.0427 6.0% 0.0095 1.3% 65% False False 224
40 0.7665 0.6843 0.0822 11.5% 0.0080 1.1% 34% False False 148
60 0.7665 0.6843 0.0822 11.5% 0.0070 1.0% 34% False False 110
Crabel Price Patterns
NR False
NR4 False
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 0.0011
Fibonacci Retracements and Extensions
4.250 0.7434
2.618 0.7319
1.618 0.7249
1.000 0.7206
0.618 0.7179
HIGH 0.7136
0.618 0.7109
0.500 0.7101
0.382 0.7093
LOW 0.7066
0.618 0.7023
1.000 0.6996
1.618 0.6953
2.618 0.6883
4.250 0.6769
Fisher Pivots for day following 23-May-2022
Pivot 1 day 3 day
R1 0.7113 0.7097
PP 0.7107 0.7075
S1 0.7101 0.7053

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

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