CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 09-Jun-2022
Day Change Summary
Previous Current
08-Jun-2022 09-Jun-2022 Change Change % Previous Week
Open 0.7200 0.7184 -0.0016 -0.2% 0.7190
High 0.7200 0.7184 -0.0016 -0.2% 0.7287
Low 0.7193 0.7095 -0.0098 -1.4% 0.7165
Close 0.7193 0.7106 -0.0087 -1.2% 0.7223
Range 0.0007 0.0089 0.0082 1,171.4% 0.0122
ATR 0.0062 0.0065 0.0003 4.1% 0.0000
Volume 143 18 -125 -87.4% 132
Daily Pivots for day following 09-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7395 0.7340 0.7155
R3 0.7306 0.7251 0.7130
R2 0.7217 0.7217 0.7122
R1 0.7162 0.7162 0.7114 0.7145
PP 0.7128 0.7128 0.7128 0.7120
S1 0.7073 0.7073 0.7098 0.7056
S2 0.7039 0.7039 0.7090
S3 0.6950 0.6984 0.7082
S4 0.6861 0.6895 0.7057
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 0.7095 0.0192 2.7% 0.0050 0.7% 6% False True 207
10 0.7287 0.7095 0.0192 2.7% 0.0042 0.6% 6% False True 118
20 0.7287 0.6843 0.0445 6.3% 0.0039 0.6% 59% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.7562
2.618 0.7417
1.618 0.7328
1.000 0.7273
0.618 0.7239
HIGH 0.7184
0.618 0.7150
0.500 0.7140
0.382 0.7129
LOW 0.7095
0.618 0.7040
1.000 0.7006
1.618 0.6951
2.618 0.6862
4.250 0.6717
Fisher Pivots for day following 09-Jun-2022
Pivot 1 day 3 day
R1 0.7140 0.7163
PP 0.7128 0.7144
S1 0.7117 0.7125

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

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