CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 18-May-2022
Day Change Summary
Previous Current
17-May-2022 18-May-2022 Change Change % Previous Week
Open 0.7000 0.7003 0.0003 0.0% 0.7000
High 0.7039 0.7003 -0.0036 -0.5% 0.7000
Low 0.7000 0.6977 -0.0023 -0.3% 0.6843
Close 0.7026 0.6977 -0.0049 -0.7% 0.6938
Range 0.0039 0.0026 -0.0013 -33.3% 0.0158
ATR 0.0081 0.0078 -0.0002 -2.8% 0.0000
Volume 4 5 1 25.0% 24
Daily Pivots for day following 18-May-2022
Classic Woodie Camarilla DeMark
R4 0.7064 0.7046 0.6991
R3 0.7038 0.7020 0.6984
R2 0.7012 0.7012 0.6982
R1 0.6994 0.6994 0.6979 0.6990
PP 0.6986 0.6986 0.6986 0.6984
S1 0.6968 0.6968 0.6975 0.6964
S2 0.6960 0.6960 0.6972
S3 0.6934 0.6942 0.6970
S4 0.6908 0.6916 0.6963
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 0.7399 0.7326 0.7024
R3 0.7242 0.7168 0.6981
R2 0.7084 0.7084 0.6966
R1 0.7011 0.7011 0.6952 0.6969
PP 0.6927 0.6927 0.6927 0.6906
S1 0.6853 0.6853 0.6923 0.6811
S2 0.6769 0.6769 0.6909
S3 0.6612 0.6696 0.6894
S4 0.6454 0.6538 0.6851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7039 0.6843 0.0197 2.8% 0.0046 0.7% 68% False False 5
10 0.7136 0.6843 0.0294 4.2% 0.0036 0.5% 46% False False 5
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7114
2.618 0.7071
1.618 0.7045
1.000 0.7029
0.618 0.7019
HIGH 0.7003
0.618 0.6993
0.500 0.6990
0.382 0.6987
LOW 0.6977
0.618 0.6961
1.000 0.6951
1.618 0.6935
2.618 0.6909
4.250 0.6867
Fisher Pivots for day following 18-May-2022
Pivot 1 day 3 day
R1 0.6990 0.6976
PP 0.6986 0.6975
S1 0.6981 0.6974

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

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