CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 14-Dec-2021
Day Change Summary
Previous Current
13-Dec-2021 14-Dec-2021 Change Change % Previous Week
Open 0.7170 0.7132 -0.0038 -0.5% 0.7024
High 0.7170 0.7132 -0.0038 -0.5% 0.7185
Low 0.7115 0.7106 -0.0009 -0.1% 0.7024
Close 0.7142 0.7110 -0.0032 -0.4% 0.7173
Range 0.0055 0.0026 -0.0029 -52.7% 0.0161
ATR 0.0046 0.0045 -0.0001 -1.6% 0.0000
Volume 16 20 4 25.0% 352
Daily Pivots for day following 14-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7194 0.7178 0.7124
R3 0.7168 0.7152 0.7117
R2 0.7142 0.7142 0.7114
R1 0.7126 0.7126 0.7112 0.7121
PP 0.7116 0.7116 0.7116 0.7113
S1 0.7100 0.7100 0.7107 0.7095
S2 0.7090 0.7090 0.7105
S3 0.7064 0.7074 0.7102
S4 0.7038 0.7048 0.7095
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7610 0.7552 0.7261
R3 0.7449 0.7391 0.7217
R2 0.7288 0.7288 0.7202
R1 0.7230 0.7230 0.7187 0.7259
PP 0.7127 0.7127 0.7127 0.7141
S1 0.7069 0.7069 0.7158 0.7098
S2 0.6966 0.6966 0.7143
S3 0.6805 0.6908 0.7128
S4 0.6644 0.6747 0.7084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7185 0.7106 0.0079 1.1% 0.0035 0.5% 4% False True 57
10 0.7185 0.7001 0.0184 2.6% 0.0037 0.5% 59% False False 44
20 0.7304 0.7001 0.0303 4.3% 0.0031 0.4% 36% False False 23
Crabel Price Patterns
NR True
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7243
2.618 0.7200
1.618 0.7174
1.000 0.7158
0.618 0.7148
HIGH 0.7132
0.618 0.7122
0.500 0.7119
0.382 0.7116
LOW 0.7106
0.618 0.7090
1.000 0.7080
1.618 0.7064
2.618 0.7038
4.250 0.6996
Fisher Pivots for day following 14-Dec-2021
Pivot 1 day 3 day
R1 0.7119 0.7145
PP 0.7116 0.7133
S1 0.7113 0.7121

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

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