CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 02-Jun-2022
Day Change Summary
Previous Current
01-Jun-2022 02-Jun-2022 Change Change % Previous Week
Open 0.7177 0.7243 0.0067 0.9% 0.7123
High 0.7225 0.7264 0.0039 0.5% 0.7175
Low 0.7177 0.7243 0.0067 0.9% 0.7060
Close 0.7198 0.7264 0.0066 0.9% 0.7166
Range 0.0049 0.0021 -0.0028 -57.7% 0.0115
ATR 0.0066 0.0066 0.0000 0.0% 0.0000
Volume 57 59 2 3.5% 20
Daily Pivots for day following 02-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7318 0.7311 0.7275
R3 0.7298 0.7291 0.7269
R2 0.7277 0.7277 0.7267
R1 0.7270 0.7270 0.7265 0.7274
PP 0.7257 0.7257 0.7257 0.7258
S1 0.7250 0.7250 0.7262 0.7253
S2 0.7236 0.7236 0.7260
S3 0.7216 0.7229 0.7258
S4 0.7195 0.7209 0.7252
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 0.7477 0.7436 0.7229
R3 0.7363 0.7322 0.7197
R2 0.7248 0.7248 0.7187
R1 0.7207 0.7207 0.7176 0.7228
PP 0.7134 0.7134 0.7134 0.7144
S1 0.7093 0.7093 0.7156 0.7113
S2 0.7019 0.7019 0.7145
S3 0.6905 0.6978 0.7135
S4 0.6790 0.6864 0.7103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7264 0.7104 0.0160 2.2% 0.0034 0.5% 100% True False 28
10 0.7264 0.7021 0.0243 3.3% 0.0030 0.4% 100% True False 16
20 0.7264 0.6843 0.0421 5.8% 0.0033 0.5% 100% True False 10
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7351
2.618 0.7317
1.618 0.7297
1.000 0.7284
0.618 0.7276
HIGH 0.7264
0.618 0.7256
0.500 0.7253
0.382 0.7251
LOW 0.7243
0.618 0.7230
1.000 0.7223
1.618 0.7210
2.618 0.7189
4.250 0.7156
Fisher Pivots for day following 02-Jun-2022
Pivot 1 day 3 day
R1 0.7260 0.7247
PP 0.7257 0.7231
S1 0.7253 0.7214

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

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