CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 20-May-2022
Day Change Summary
Previous Current
19-May-2022 20-May-2022 Change Change % Previous Week
Open 0.6957 0.7051 0.0094 1.3% 0.6938
High 0.7075 0.7076 0.0001 0.0% 0.7076
Low 0.6956 0.7005 0.0049 0.7% 0.6875
Close 0.7065 0.7022 -0.0043 -0.6% 0.7022
Range 0.0119 0.0072 -0.0048 -39.9% 0.0202
ATR 0.0103 0.0101 -0.0002 -2.2% 0.0000
Volume 116,886 90,215 -26,671 -22.8% 491,312
Daily Pivots for day following 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.7249 0.7207 0.7061
R3 0.7177 0.7135 0.7042
R2 0.7106 0.7106 0.7035
R1 0.7064 0.7064 0.7029 0.7049
PP 0.7034 0.7034 0.7034 0.7027
S1 0.6992 0.6992 0.7015 0.6978
S2 0.6963 0.6963 0.7009
S3 0.6891 0.6921 0.7002
S4 0.6820 0.6849 0.6983
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.7595 0.7510 0.7133
R3 0.7394 0.7309 0.7077
R2 0.7192 0.7192 0.7059
R1 0.7107 0.7107 0.7040 0.7150
PP 0.6991 0.6991 0.6991 0.7012
S1 0.6906 0.6906 0.7004 0.6948
S2 0.6789 0.6789 0.6985
S3 0.6588 0.6704 0.6967
S4 0.6386 0.6503 0.6911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7076 0.6875 0.0202 2.9% 0.0094 1.3% 73% True False 98,262
10 0.7076 0.6832 0.0245 3.5% 0.0101 1.4% 78% True False 107,096
20 0.7271 0.6832 0.0440 6.3% 0.0108 1.5% 43% False False 110,848
40 0.7669 0.6832 0.0838 11.9% 0.0091 1.3% 23% False False 93,480
60 0.7669 0.6832 0.0838 11.9% 0.0088 1.3% 23% False False 78,387
80 0.7669 0.6832 0.0838 11.9% 0.0083 1.2% 23% False False 58,898
100 0.7669 0.6832 0.0838 11.9% 0.0076 1.1% 23% False False 47,148
120 0.7669 0.6832 0.0838 11.9% 0.0071 1.0% 23% False False 39,295
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7380
2.618 0.7263
1.618 0.7192
1.000 0.7148
0.618 0.7120
HIGH 0.7076
0.618 0.7049
0.500 0.7040
0.382 0.7032
LOW 0.7005
0.618 0.6960
1.000 0.6933
1.618 0.6889
2.618 0.6817
4.250 0.6701
Fisher Pivots for day following 20-May-2022
Pivot 1 day 3 day
R1 0.7040 0.7019
PP 0.7034 0.7017
S1 0.7028 0.7014

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

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