CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 06-Jul-2022
Day Change Summary
Previous Current
05-Jul-2022 06-Jul-2022 Change Change % Previous Week
Open 0.6820 0.6804 -0.0017 -0.2% 0.6947
High 0.6899 0.6831 -0.0069 -1.0% 0.6970
Low 0.6766 0.6766 0.0001 0.0% 0.6767
Close 0.6794 0.6795 0.0001 0.0% 0.6821
Range 0.0134 0.0065 -0.0069 -51.7% 0.0203
ATR 0.0093 0.0091 -0.0002 -2.2% 0.0000
Volume 149,183 88,078 -61,105 -41.0% 471,662
Daily Pivots for day following 06-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.6991 0.6957 0.6830
R3 0.6926 0.6893 0.6812
R2 0.6862 0.6862 0.6806
R1 0.6828 0.6828 0.6800 0.6813
PP 0.6797 0.6797 0.6797 0.6789
S1 0.6764 0.6764 0.6789 0.6748
S2 0.6733 0.6733 0.6783
S3 0.6668 0.6699 0.6777
S4 0.6604 0.6635 0.6759
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7462 0.7344 0.6933
R3 0.7259 0.7141 0.6877
R2 0.7056 0.7056 0.6858
R1 0.6938 0.6938 0.6840 0.6896
PP 0.6853 0.6853 0.6853 0.6831
S1 0.6735 0.6735 0.6802 0.6693
S2 0.6650 0.6650 0.6784
S3 0.6447 0.6532 0.6765
S4 0.6244 0.6329 0.6709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6925 0.6766 0.0160 2.3% 0.0093 1.4% 18% False False 110,916
10 0.6977 0.6766 0.0211 3.1% 0.0080 1.2% 14% False False 94,835
20 0.7257 0.6766 0.0492 7.2% 0.0095 1.4% 6% False False 101,618
40 0.7291 0.6766 0.0526 7.7% 0.0088 1.3% 6% False False 51,669
60 0.7513 0.6766 0.0747 11.0% 0.0087 1.3% 4% False False 34,477
80 0.7665 0.6766 0.0899 13.2% 0.0080 1.2% 3% False False 25,870
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7105
2.618 0.6999
1.618 0.6935
1.000 0.6895
0.618 0.6870
HIGH 0.6831
0.618 0.6806
0.500 0.6798
0.382 0.6791
LOW 0.6766
0.618 0.6726
1.000 0.6702
1.618 0.6662
2.618 0.6597
4.250 0.6492
Fisher Pivots for day following 06-Jul-2022
Pivot 1 day 3 day
R1 0.6798 0.6837
PP 0.6797 0.6823
S1 0.6796 0.6809

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

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