CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 07-Jun-2022
Day Change Summary
Previous Current
06-Jun-2022 07-Jun-2022 Change Change % Previous Week
Open 0.7198 0.7183 -0.0016 -0.2% 0.7190
High 0.7210 0.7232 0.0022 0.3% 0.7287
Low 0.7198 0.7161 -0.0038 -0.5% 0.7165
Close 0.7203 0.7232 0.0029 0.4% 0.7223
Range 0.0012 0.0071 0.0059 491.7% 0.0122
ATR 0.0063 0.0064 0.0001 0.9% 0.0000
Volume 55 821 766 1,392.7% 132
Daily Pivots for day following 07-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7421 0.7397 0.7271
R3 0.7350 0.7326 0.7251
R2 0.7279 0.7279 0.7245
R1 0.7255 0.7255 0.7238 0.7267
PP 0.7208 0.7208 0.7208 0.7214
S1 0.7184 0.7184 0.7225 0.7196
S2 0.7137 0.7137 0.7218
S3 0.7066 0.7113 0.7212
S4 0.6995 0.7042 0.7192
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7591 0.7529 0.7290
R3 0.7469 0.7407 0.7256
R2 0.7347 0.7347 0.7245
R1 0.7285 0.7285 0.7234 0.7316
PP 0.7225 0.7225 0.7225 0.7240
S1 0.7163 0.7163 0.7211 0.7194
S2 0.7103 0.7103 0.7200
S3 0.6981 0.7041 0.7189
S4 0.6859 0.6919 0.7155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7287 0.7161 0.0127 1.7% 0.0045 0.6% 56% False True 198
10 0.7287 0.7060 0.0227 3.1% 0.0038 0.5% 76% False False 102
20 0.7287 0.6843 0.0445 6.1% 0.0036 0.5% 88% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7533
2.618 0.7417
1.618 0.7346
1.000 0.7303
0.618 0.7275
HIGH 0.7232
0.618 0.7204
0.500 0.7196
0.382 0.7188
LOW 0.7161
0.618 0.7117
1.000 0.7090
1.618 0.7046
2.618 0.6975
4.250 0.6859
Fisher Pivots for day following 07-Jun-2022
Pivot 1 day 3 day
R1 0.7220 0.7229
PP 0.7208 0.7226
S1 0.7196 0.7224

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

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