CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 27-Dec-2021
Day Change Summary
Previous Current
23-Dec-2021 27-Dec-2021 Change Change % Previous Week
Open 0.7205 0.7236 0.0031 0.4% 0.7126
High 0.7254 0.7244 -0.0011 -0.1% 0.7254
Low 0.7201 0.7236 0.0036 0.5% 0.7090
Close 0.7253 0.7244 -0.0010 -0.1% 0.7253
Range 0.0054 0.0008 -0.0046 -86.0% 0.0164
ATR 0.0050 0.0047 -0.0002 -4.7% 0.0000
Volume 13 2 -11 -84.6% 46
Daily Pivots for day following 27-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7264 0.7261 0.7248
R3 0.7256 0.7254 0.7246
R2 0.7249 0.7249 0.7245
R1 0.7246 0.7246 0.7244 0.7247
PP 0.7241 0.7241 0.7241 0.7242
S1 0.7239 0.7239 0.7243 0.7240
S2 0.7234 0.7234 0.7242
S3 0.7226 0.7231 0.7241
S4 0.7219 0.7224 0.7239
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7691 0.7636 0.7343
R3 0.7527 0.7472 0.7298
R2 0.7363 0.7363 0.7283
R1 0.7308 0.7308 0.7268 0.7336
PP 0.7199 0.7199 0.7199 0.7213
S1 0.7144 0.7144 0.7238 0.7172
S2 0.7035 0.7035 0.7223
S3 0.6871 0.6980 0.7208
S4 0.6707 0.6816 0.7163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7254 0.7090 0.0164 2.3% 0.0039 0.5% 94% False False 9
10 0.7254 0.7090 0.0164 2.3% 0.0045 0.6% 94% False False 15
20 0.7254 0.7001 0.0253 3.5% 0.0039 0.5% 96% False False 28
40 0.7535 0.7001 0.0534 7.4% 0.0029 0.4% 45% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7275
2.618 0.7263
1.618 0.7256
1.000 0.7251
0.618 0.7248
HIGH 0.7244
0.618 0.7241
0.500 0.7240
0.382 0.7239
LOW 0.7236
0.618 0.7231
1.000 0.7229
1.618 0.7224
2.618 0.7216
4.250 0.7204
Fisher Pivots for day following 27-Dec-2021
Pivot 1 day 3 day
R1 0.7242 0.7230
PP 0.7241 0.7216
S1 0.7240 0.7203

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

View Archives - Comment on this page... - Back to Index of Symbols