CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 16-Jun-2022
Day Change Summary
Previous Current
15-Jun-2022 16-Jun-2022 Change Change % Previous Week
Open 0.6900 0.6998 0.0098 1.4% 0.7198
High 0.7018 0.7060 0.0042 0.6% 0.7232
Low 0.6900 0.6952 0.0052 0.7% 0.7039
Close 0.6977 0.7060 0.0083 1.2% 0.7055
Range 0.0118 0.0109 -0.0010 -8.1% 0.0193
ATR 0.0079 0.0081 0.0002 2.6% 0.0000
Volume 96 54 -42 -43.8% 1,070
Daily Pivots for day following 16-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7349 0.7313 0.7119
R3 0.7241 0.7204 0.7089
R2 0.7132 0.7132 0.7079
R1 0.7096 0.7096 0.7069 0.7114
PP 0.7024 0.7024 0.7024 0.7033
S1 0.6987 0.6987 0.7050 0.7006
S2 0.6915 0.6915 0.7040
S3 0.6807 0.6879 0.7030
S4 0.6698 0.6770 0.7000
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 0.7134 0.6860 0.0274 3.9% 0.0105 1.5% 73% False False 80
10 0.7287 0.6860 0.0427 6.0% 0.0077 1.1% 47% False False 144
20 0.7287 0.6860 0.0427 6.0% 0.0054 0.8% 47% False False 80
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7521
2.618 0.7344
1.618 0.7236
1.000 0.7169
0.618 0.7127
HIGH 0.7060
0.618 0.7019
0.500 0.7006
0.382 0.6993
LOW 0.6952
0.618 0.6884
1.000 0.6843
1.618 0.6776
2.618 0.6667
4.250 0.6490
Fisher Pivots for day following 16-Jun-2022
Pivot 1 day 3 day
R1 0.7042 0.7026
PP 0.7024 0.6993
S1 0.7006 0.6960

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

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