CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 06-Jul-2022
Day Change Summary
Previous Current
05-Jul-2022 06-Jul-2022 Change Change % Previous Week
Open 0.6845 0.6826 -0.0019 -0.3% 0.6938
High 0.6894 0.6826 -0.0068 -1.0% 0.6973
Low 0.6772 0.6780 0.0008 0.1% 0.6772
Close 0.6799 0.6799 0.0001 0.0% 0.6825
Range 0.0123 0.0047 -0.0076 -62.0% 0.0201
ATR 0.0080 0.0078 -0.0002 -3.0% 0.0000
Volume 34 21 -13 -38.2% 230
Daily Pivots for day following 06-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.6941 0.6917 0.6825
R3 0.6895 0.6870 0.6812
R2 0.6848 0.6848 0.6808
R1 0.6824 0.6824 0.6803 0.6813
PP 0.6802 0.6802 0.6802 0.6796
S1 0.6777 0.6777 0.6795 0.6766
S2 0.6755 0.6755 0.6790
S3 0.6709 0.6731 0.6786
S4 0.6662 0.6684 0.6773
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7459 0.7343 0.6936
R3 0.7258 0.7142 0.6880
R2 0.7057 0.7057 0.6862
R1 0.6941 0.6941 0.6843 0.6899
PP 0.6856 0.6856 0.6856 0.6835
S1 0.6740 0.6740 0.6807 0.6698
S2 0.6655 0.6655 0.6788
S3 0.6454 0.6539 0.6770
S4 0.6253 0.6338 0.6714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6917 0.6772 0.0146 2.1% 0.0076 1.1% 19% False False 38
10 0.6973 0.6772 0.0201 3.0% 0.0064 0.9% 14% False False 60
20 0.7232 0.6772 0.0460 6.8% 0.0075 1.1% 6% False False 111
40 0.7287 0.6772 0.0516 7.6% 0.0055 0.8% 5% False False 61
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7024
2.618 0.6948
1.618 0.6901
1.000 0.6873
0.618 0.6855
HIGH 0.6826
0.618 0.6808
0.500 0.6803
0.382 0.6797
LOW 0.6780
0.618 0.6751
1.000 0.6733
1.618 0.6704
2.618 0.6658
4.250 0.6582
Fisher Pivots for day following 06-Jul-2022
Pivot 1 day 3 day
R1 0.6803 0.6840
PP 0.6802 0.6826
S1 0.6800 0.6813

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

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