CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 12-May-2022
Day Change Summary
Previous Current
11-May-2022 12-May-2022 Change Change % Previous Week
Open 0.6958 0.6916 -0.0042 -0.6% 0.7071
High 0.6958 0.6916 -0.0042 -0.6% 0.7246
Low 0.6958 0.6843 -0.0115 -1.7% 0.7054
Close 0.6958 0.6843 -0.0115 -1.7% 0.7081
Range 0.0000 0.0074 0.0074 0.0192
ATR 0.0079 0.0082 0.0003 3.2% 0.0000
Volume 0 11 11 39
Daily Pivots for day following 12-May-2022
Classic Woodie Camarilla DeMark
R4 0.7088 0.7039 0.6883
R3 0.7014 0.6965 0.6863
R2 0.6941 0.6941 0.6856
R1 0.6892 0.6892 0.6849 0.6879
PP 0.6867 0.6867 0.6867 0.6861
S1 0.6818 0.6818 0.6836 0.6806
S2 0.6794 0.6794 0.6829
S3 0.6720 0.6745 0.6822
S4 0.6647 0.6671 0.6802
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 0.6843 0.0294 4.3% 0.0042 0.6% 0% False True 4
10 0.7246 0.6843 0.0403 5.9% 0.0048 0.7% 0% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7228
2.618 0.7108
1.618 0.7035
1.000 0.6990
0.618 0.6961
HIGH 0.6916
0.618 0.6888
0.500 0.6879
0.382 0.6871
LOW 0.6843
0.618 0.6797
1.000 0.6769
1.618 0.6724
2.618 0.6650
4.250 0.6530
Fisher Pivots for day following 12-May-2022
Pivot 1 day 3 day
R1 0.6879 0.6902
PP 0.6867 0.6882
S1 0.6855 0.6862

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

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