CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 21-Jun-2022
Day Change Summary
Previous Current
17-Jun-2022 21-Jun-2022 Change Change % Previous Week
Open 0.7020 0.6953 -0.0067 -1.0% 0.7021
High 0.7021 0.6990 -0.0031 -0.4% 0.7060
Low 0.6898 0.6948 0.0051 0.7% 0.6860
Close 0.6933 0.6980 0.0047 0.7% 0.6933
Range 0.0123 0.0042 -0.0081 -65.9% 0.0200
ATR 0.0087 0.0085 -0.0002 -2.5% 0.0000
Volume 27 209 182 674.1% 397
Daily Pivots for day following 21-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7099 0.7081 0.7003
R3 0.7057 0.7039 0.6991
R2 0.7015 0.7015 0.6987
R1 0.6997 0.6997 0.6983 0.7006
PP 0.6973 0.6973 0.6973 0.6977
S1 0.6955 0.6955 0.6976 0.6964
S2 0.6931 0.6931 0.6972
S3 0.6889 0.6913 0.6968
S4 0.6847 0.6871 0.6956
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7551 0.7442 0.7043
R3 0.7351 0.7242 0.6988
R2 0.7151 0.7151 0.6970
R1 0.7042 0.7042 0.6951 0.6997
PP 0.6951 0.6951 0.6951 0.6928
S1 0.6842 0.6842 0.6915 0.6797
S2 0.6751 0.6751 0.6896
S3 0.6551 0.6642 0.6878
S4 0.6351 0.6442 0.6823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7060 0.6860 0.0200 2.9% 0.0099 1.4% 60% False False 106
10 0.7232 0.6860 0.0372 5.3% 0.0086 1.2% 32% False False 162
20 0.7287 0.6860 0.0427 6.1% 0.0058 0.8% 28% False False 91
40 0.7287 0.6843 0.0445 6.4% 0.0052 0.7% 31% False False 49
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7169
2.618 0.7100
1.618 0.7058
1.000 0.7032
0.618 0.7016
HIGH 0.6990
0.618 0.6974
0.500 0.6969
0.382 0.6964
LOW 0.6948
0.618 0.6922
1.000 0.6906
1.618 0.6880
2.618 0.6838
4.250 0.6770
Fisher Pivots for day following 21-Jun-2022
Pivot 1 day 3 day
R1 0.6976 0.6979
PP 0.6973 0.6979
S1 0.6969 0.6979

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

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