CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 28-Jun-2022
Day Change Summary
Previous Current
27-Jun-2022 28-Jun-2022 Change Change % Previous Week
Open 0.6938 0.6937 -0.0002 0.0% 0.6953
High 0.6949 0.6973 0.0024 0.3% 0.6990
Low 0.6921 0.6921 0.0000 0.0% 0.6881
Close 0.6931 0.6921 -0.0010 -0.1% 0.6945
Range 0.0028 0.0052 0.0024 85.7% 0.0109
ATR 0.0078 0.0076 -0.0002 -2.4% 0.0000
Volume 75 19 -56 -74.7% 525
Daily Pivots for day following 28-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7094 0.7059 0.6949
R3 0.7042 0.7007 0.6935
R2 0.6990 0.6990 0.6930
R1 0.6955 0.6955 0.6925 0.6947
PP 0.6938 0.6938 0.6938 0.6934
S1 0.6903 0.6903 0.6916 0.6895
S2 0.6886 0.6886 0.6911
S3 0.6834 0.6851 0.6906
S4 0.6782 0.6799 0.6892
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7266 0.7214 0.7005
R3 0.7157 0.7105 0.6975
R2 0.7048 0.7048 0.6965
R1 0.6996 0.6996 0.6955 0.6968
PP 0.6939 0.6939 0.6939 0.6924
S1 0.6887 0.6887 0.6935 0.6859
S2 0.6830 0.6830 0.6925
S3 0.6721 0.6778 0.6915
S4 0.6612 0.6669 0.6885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6973 0.6881 0.0092 1.3% 0.0053 0.8% 43% True False 82
10 0.7060 0.6860 0.0200 2.9% 0.0076 1.1% 30% False False 94
20 0.7287 0.6860 0.0427 6.2% 0.0066 0.9% 14% False False 110
40 0.7287 0.6843 0.0445 6.4% 0.0051 0.7% 18% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7194
2.618 0.7109
1.618 0.7057
1.000 0.7025
0.618 0.7005
HIGH 0.6973
0.618 0.6953
0.500 0.6947
0.382 0.6940
LOW 0.6921
0.618 0.6888
1.000 0.6869
1.618 0.6836
2.618 0.6784
4.250 0.6700
Fisher Pivots for day following 28-Jun-2022
Pivot 1 day 3 day
R1 0.6947 0.6934
PP 0.6938 0.6930
S1 0.6929 0.6925

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

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