CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 16-Dec-2021
Day Change Summary
Previous Current
15-Dec-2021 16-Dec-2021 Change Change % Previous Week
Open 0.7115 0.7160 0.0045 0.6% 0.7024
High 0.7160 0.7213 0.0053 0.7% 0.7185
Low 0.7100 0.7160 0.0060 0.8% 0.7024
Close 0.7148 0.7175 0.0028 0.4% 0.7173
Range 0.0060 0.0053 -0.0007 -11.7% 0.0161
ATR 0.0046 0.0048 0.0001 3.0% 0.0000
Volume 44 9 -35 -79.5% 352
Daily Pivots for day following 16-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7342 0.7311 0.7204
R3 0.7289 0.7258 0.7190
R2 0.7236 0.7236 0.7185
R1 0.7205 0.7205 0.7180 0.7221
PP 0.7183 0.7183 0.7183 0.7190
S1 0.7152 0.7152 0.7170 0.7168
S2 0.7130 0.7130 0.7165
S3 0.7077 0.7099 0.7160
S4 0.7024 0.7046 0.7146
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 0.7213 0.7100 0.0113 1.6% 0.0047 0.7% 66% True False 18
10 0.7213 0.7001 0.0212 3.0% 0.0041 0.6% 82% True False 47
20 0.7294 0.7001 0.0293 4.1% 0.0037 0.5% 59% False False 26
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7438
2.618 0.7352
1.618 0.7299
1.000 0.7266
0.618 0.7246
HIGH 0.7213
0.618 0.7193
0.500 0.7187
0.382 0.7180
LOW 0.7160
0.618 0.7127
1.000 0.7107
1.618 0.7074
2.618 0.7021
4.250 0.6935
Fisher Pivots for day following 16-Dec-2021
Pivot 1 day 3 day
R1 0.7187 0.7169
PP 0.7183 0.7163
S1 0.7179 0.7157

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

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