CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 13-Jun-2022
Day Change Summary
Previous Current
10-Jun-2022 13-Jun-2022 Change Change % Previous Week
Open 0.7108 0.7021 -0.0087 -1.2% 0.7198
High 0.7134 0.7021 -0.0113 -1.6% 0.7232
Low 0.7039 0.6924 -0.0115 -1.6% 0.7039
Close 0.7055 0.6932 -0.0123 -1.7% 0.7055
Range 0.0095 0.0097 0.0002 2.1% 0.0193
ATR 0.0067 0.0071 0.0005 6.8% 0.0000
Volume 33 75 42 127.3% 1,070
Daily Pivots for day following 13-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7250 0.7188 0.6985
R3 0.7153 0.7091 0.6959
R2 0.7056 0.7056 0.6950
R1 0.6994 0.6994 0.6941 0.6977
PP 0.6959 0.6959 0.6959 0.6950
S1 0.6897 0.6897 0.6923 0.6880
S2 0.6862 0.6862 0.6914
S3 0.6765 0.6800 0.6905
S4 0.6668 0.6703 0.6879
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7686 0.7563 0.7160
R3 0.7493 0.7370 0.7107
R2 0.7301 0.7301 0.7090
R1 0.7178 0.7178 0.7072 0.7143
PP 0.7108 0.7108 0.7108 0.7091
S1 0.6985 0.6985 0.7037 0.6951
S2 0.6916 0.6916 0.7019
S3 0.6723 0.6793 0.7002
S4 0.6531 0.6600 0.6949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7232 0.6924 0.0308 4.4% 0.0072 1.0% 3% False True 218
10 0.7287 0.6924 0.0363 5.2% 0.0055 0.8% 2% False True 127
20 0.7287 0.6910 0.0378 5.4% 0.0045 0.6% 6% False False 66
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 0.0007
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7433
2.618 0.7275
1.618 0.7178
1.000 0.7118
0.618 0.7081
HIGH 0.7021
0.618 0.6984
0.500 0.6973
0.382 0.6961
LOW 0.6924
0.618 0.6864
1.000 0.6827
1.618 0.6767
2.618 0.6670
4.250 0.6512
Fisher Pivots for day following 13-Jun-2022
Pivot 1 day 3 day
R1 0.6973 0.7054
PP 0.6959 0.7013
S1 0.6946 0.6973

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

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