CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 01-Jul-2022
Day Change Summary
Previous Current
30-Jun-2022 01-Jul-2022 Change Change % Previous Week
Open 0.6885 0.6908 0.0023 0.3% 0.6947
High 0.6923 0.6908 -0.0015 -0.2% 0.6970
Low 0.6857 0.6767 -0.0090 -1.3% 0.6767
Close 0.6911 0.6821 -0.0090 -1.3% 0.6821
Range 0.0066 0.0141 0.0075 113.6% 0.0203
ATR 0.0086 0.0090 0.0004 4.8% 0.0000
Volume 100,419 131,556 31,137 31.0% 471,220
Daily Pivots for day following 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7255 0.7179 0.6899
R3 0.7114 0.7038 0.6860
R2 0.6973 0.6973 0.6847
R1 0.6897 0.6897 0.6834 0.6865
PP 0.6832 0.6832 0.6832 0.6816
S1 0.6756 0.6756 0.6808 0.6724
S2 0.6691 0.6691 0.6795
S3 0.6550 0.6615 0.6782
S4 0.6409 0.6474 0.6743
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 0.6970 0.6767 0.0203 3.0% 0.0076 1.1% 27% False True 94,244
10 0.7055 0.6767 0.0288 4.2% 0.0082 1.2% 19% False True 92,093
20 0.7291 0.6767 0.0524 7.7% 0.0092 1.3% 10% False True 90,805
40 0.7291 0.6767 0.0524 7.7% 0.0089 1.3% 10% False True 45,735
60 0.7601 0.6767 0.0834 12.2% 0.0085 1.3% 6% False True 30,516
80 0.7665 0.6767 0.0898 13.2% 0.0078 1.1% 6% False True 22,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7507
2.618 0.7277
1.618 0.7136
1.000 0.7049
0.618 0.6995
HIGH 0.6908
0.618 0.6854
0.500 0.6838
0.382 0.6821
LOW 0.6767
0.618 0.6680
1.000 0.6626
1.618 0.6539
2.618 0.6398
4.250 0.6168
Fisher Pivots for day following 01-Jul-2022
Pivot 1 day 3 day
R1 0.6838 0.6846
PP 0.6832 0.6838
S1 0.6827 0.6829

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

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