CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 29-Jun-2022
Day Change Summary
Previous Current
28-Jun-2022 29-Jun-2022 Change Change % Previous Week
Open 0.6937 0.6910 -0.0027 -0.4% 0.6953
High 0.6973 0.6910 -0.0063 -0.9% 0.6990
Low 0.6921 0.6871 -0.0050 -0.7% 0.6881
Close 0.6921 0.6883 -0.0038 -0.5% 0.6945
Range 0.0052 0.0039 -0.0013 -25.0% 0.0109
ATR 0.0076 0.0074 -0.0002 -2.5% 0.0000
Volume 19 34 15 78.9% 525
Daily Pivots for day following 29-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7005 0.6983 0.6904
R3 0.6966 0.6944 0.6893
R2 0.6927 0.6927 0.6890
R1 0.6905 0.6905 0.6886 0.6896
PP 0.6888 0.6888 0.6888 0.6884
S1 0.6866 0.6866 0.6879 0.6857
S2 0.6849 0.6849 0.6875
S3 0.6810 0.6827 0.6872
S4 0.6771 0.6788 0.6861
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 0.6871 0.0102 1.5% 0.0046 0.7% 11% False True 64
10 0.7060 0.6871 0.0189 2.7% 0.0069 1.0% 6% False True 83
20 0.7287 0.6860 0.0427 6.2% 0.0066 1.0% 5% False False 111
40 0.7287 0.6843 0.0445 6.5% 0.0051 0.7% 9% False False 58
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7076
2.618 0.7012
1.618 0.6973
1.000 0.6949
0.618 0.6934
HIGH 0.6910
0.618 0.6895
0.500 0.6891
0.382 0.6886
LOW 0.6871
0.618 0.6847
1.000 0.6832
1.618 0.6808
2.618 0.6769
4.250 0.6705
Fisher Pivots for day following 29-Jun-2022
Pivot 1 day 3 day
R1 0.6891 0.6922
PP 0.6888 0.6909
S1 0.6885 0.6896

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

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