CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 11-May-2022
Day Change Summary
Previous Current
10-May-2022 11-May-2022 Change Change % Previous Week
Open 0.6962 0.6958 -0.0005 -0.1% 0.7071
High 0.6962 0.6958 -0.0005 -0.1% 0.7246
Low 0.6936 0.6958 0.0022 0.3% 0.7054
Close 0.6949 0.6958 0.0009 0.1% 0.7081
Range 0.0026 0.0000 -0.0026 -100.0% 0.0192
ATR 0.0000 0.0079 0.0079 0.0000
Volume 7 0 -7 -100.0% 39
Daily Pivots for day following 11-May-2022
Classic Woodie Camarilla DeMark
R4 0.6958 0.6958 0.6958
R3 0.6958 0.6958 0.6958
R2 0.6958 0.6958 0.6958
R1 0.6958 0.6958 0.6958 0.6958
PP 0.6958 0.6958 0.6958 0.6958
S1 0.6958 0.6958 0.6958 0.6958
S2 0.6958 0.6958 0.6958
S3 0.6958 0.6958 0.6958
S4 0.6958 0.6958 0.6958
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.7701 0.7582 0.7186
R3 0.7510 0.7391 0.7133
R2 0.7318 0.7318 0.7116
R1 0.7199 0.7199 0.7098 0.7259
PP 0.7127 0.7127 0.7127 0.7156
S1 0.7008 0.7008 0.7063 0.7067
S2 0.6935 0.6935 0.7045
S3 0.6744 0.6816 0.7028
S4 0.6552 0.6625 0.6975
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7136 0.6936 0.0200 2.9% 0.0027 0.4% 11% False False 5
10 0.7246 0.6936 0.0310 4.4% 0.0044 0.6% 7% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6958
2.618 0.6958
1.618 0.6958
1.000 0.6958
0.618 0.6958
HIGH 0.6958
0.618 0.6958
0.500 0.6958
0.382 0.6958
LOW 0.6958
0.618 0.6958
1.000 0.6958
1.618 0.6958
2.618 0.6958
4.250 0.6958
Fisher Pivots for day following 11-May-2022
Pivot 1 day 3 day
R1 0.6958 0.6968
PP 0.6958 0.6965
S1 0.6958 0.6961

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

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